Hussman Strategic Allocation Fund Manager Performance Evaluation
| HSAFX Fund | USD 9.53 0.01 0.10% |
The fund retains a Market Volatility (i.e., Beta) of 0.0045, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hussman Strategic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hussman Strategic is expected to be smaller as well.
Risk-Adjusted Performance
9 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Hussman Strategic Allocation are ranked lower than 9 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong technical and fundamental indicators, Hussman Strategic is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 1.2900 |
Hussman |
Hussman Strategic Relative Risk vs. Return Landscape
If you would invest 928.00 in Hussman Strategic Allocation on September 3, 2024 and sell it today you would earn a total of 25.00 from holding Hussman Strategic Allocation or generate 2.69% return on investment over 90 days. Hussman Strategic Allocation is currently producing 0.0421% returns and takes up 0.338% volatility of returns over 90 trading days. Put another way, 3% of traded mutual funds are less volatile than Hussman, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Hussman Strategic Current Valuation
Undervalued
Today
Please note that Hussman Strategic's price fluctuation is very steady at this time. At this time, the entity appears to be undervalued. Hussman Strategic retains a regular Real Value of $10.34 per share. The prevalent price of the fund is $9.53. We determine the value of Hussman Strategic from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will come together.
Since Hussman Strategic is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Hussman Mutual Fund. However, Hussman Strategic's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 9.53 | Real 10.34 | Hype 9.53 | Naive 9.65 |
The intrinsic value of Hussman Strategic's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Hussman Strategic's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Hussman Strategic Allocation helps investors to forecast how Hussman mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Hussman Strategic more accurately as focusing exclusively on Hussman Strategic's fundamentals will not take into account other important factors: Hussman Strategic Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hussman Strategic's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Hussman Strategic Allocation, and traders can use it to determine the average amount a Hussman Strategic'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 = 0.1246
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | HSAFX |
Estimated Market Risk
| 0.34 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average Hussman Strategic is performing at about 9% 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 Hussman Strategic by adding it to a well-diversified portfolio.
Hussman Strategic Fundamentals Growth
Hussman Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Hussman Strategic, and Hussman Strategic fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Hussman Mutual Fund performance.
| Total Asset | 19.7 M | ||||
About Hussman Strategic Performance
Evaluating Hussman Strategic's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Hussman Strategic 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 Hussman Strategic 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.
The fund pursues its investment objective by investing its assets primarily in common stocks, bonds, and cash equivalents and aligning its allocations to these asset classes based on prevailing valuations and estimated expected returns in these markets. The fund may obtain investment exposure to bonds by purchasing individual bonds or Treasury bond futures.Things to note about Hussman Strategic performance evaluation
Checking the ongoing alerts about Hussman Strategic for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Hussman Strategic help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund retains about 24.95% of its assets under management (AUM) in cash |
- Analyzing Hussman Strategic'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 Hussman Strategic's stock is overvalued or undervalued compared to its peers.
- Examining Hussman Strategic'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 Hussman Strategic's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Hussman Strategic's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Hussman Strategic's mutual fund. These opinions can provide insight into Hussman Strategic's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Hussman Mutual Fund
Hussman Strategic financial ratios help investors to determine whether Hussman 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 Hussman with respect to the benefits of owning Hussman Strategic security.
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