Fabwx Fund Manager Performance Evaluation
| FABWX Fund | USD 15.58 0.14 0.91% |
The fund shows a Beta (market volatility) of 0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, Fabwx's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fabwx is expected to be smaller as well.
Risk-Adjusted Performance
25 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Fabwx are ranked lower than 25 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak basic indicators, Fabwx showed solid returns over the last few months and may actually be approaching a breakup point.
...moreFabwx |
Fabwx Relative Risk vs. Return Landscape
If you would invest 1,499 in Fabwx on October 22, 2024 and sell it today you would earn a total of 59.00 from holding Fabwx or generate 3.94% return on investment over 90 days. Fabwx is currently producing 0.3013% returns and takes up 0.9179% volatility of returns over 90 trading days. Put another way, 8% of traded mutual funds are less volatile than Fabwx, and 94% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Fabwx Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fabwx's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Fabwx, and traders can use it to determine the average amount a Fabwx's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.3282
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | FABWX | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.92 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.3 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.33 actual daily | 25 75% of assets perform better |
Based on monthly moving average Fabwx is performing at about 25% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Fabwx by adding it to a well-diversified portfolio.
About Fabwx Performance
Evaluating Fabwx's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Fabwx has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Fabwx has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about Fabwx performance evaluation
Checking the ongoing alerts about Fabwx for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Fabwx help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Fabwx's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Fabwx's mutual fund performance include:- Analyzing Fabwx's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Fabwx's stock is overvalued or undervalued compared to its peers.
- Examining Fabwx's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Fabwx's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Fabwx's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Fabwx's mutual fund. These opinions can provide insight into Fabwx's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Fabwx Mutual Fund
Fabwx financial ratios help investors to determine whether Fabwx Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Fabwx with respect to the benefits of owning Fabwx security.
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios |