Jhancock Diversified Macro Fund Manager Performance Evaluation
| JDJAX Fund | USD 8.91 0.05 0.56% |
The fund retains a Market Volatility (i.e., Beta) of 0.38, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Jhancock Diversified's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jhancock Diversified is expected to be smaller as well.
Risk-Adjusted Performance
1 of 100
Weak | Strong |
Weak
Compared to the overall equity markets, risk-adjusted returns on investments in Jhancock Diversified Macro are ranked lower than 1 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Jhancock Diversified is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 1.6400 |
Jhancock |
Jhancock Diversified Relative Risk vs. Return Landscape
If you would invest 886.00 in Jhancock Diversified Macro on September 1, 2024 and sell it today you would earn a total of 5.00 from holding Jhancock Diversified Macro or generate 0.56% return on investment over 90 days. Jhancock Diversified Macro is currently producing 0.0103% returns and takes up 0.55% volatility of returns over 90 trading days. Put another way, 4% of traded mutual funds are less volatile than Jhancock, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Jhancock Diversified Current Valuation
Fairly Valued
Today
Please note that Jhancock Diversified's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Jhancock Diversified retains a regular Real Value of $8.92 per share. The prevalent price of the fund is $8.91. We determine the value of Jhancock Diversified 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 Jhancock Diversified is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Jhancock Mutual Fund. However, Jhancock Diversified'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 8.91 | Real 8.92 | Hype 8.91 | Naive 8.99 |
The intrinsic value of Jhancock Diversified'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 Jhancock Diversified'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 Jhancock Diversified Macro helps investors to forecast how Jhancock 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 Jhancock Diversified more accurately as focusing exclusively on Jhancock Diversified's fundamentals will not take into account other important factors: Jhancock Diversified Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jhancock Diversified's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Jhancock Diversified Macro, and traders can use it to determine the average amount a Jhancock Diversified'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 = 0.0187
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | JDJAX |
Estimated Market Risk
| 0.55 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average Jhancock Diversified is performing at about 1% 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 Jhancock Diversified by adding it to a well-diversified portfolio.
Jhancock Diversified Fundamentals Growth
Jhancock Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Jhancock Diversified, and Jhancock Diversified 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 Jhancock Mutual Fund performance.
| Total Asset | 699.65 M | ||||
About Jhancock Diversified Performance
Evaluating Jhancock Diversified's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Jhancock Diversified 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 Jhancock Diversified 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 utilizing a multi-asset, quantitatively-driven investment strategy that seeks to provide exposure to diversified sources of return. The manager will allocate the funds assets across a range of asset classes comprising equities, fixed income, foreign currencies, and commodities. The fund is generally intended to have a low correlation to the equity and bond markets.Things to note about Jhancock Diversified performance evaluation
Checking the ongoing alerts about Jhancock Diversified for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Jhancock Diversified 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 56.27% of its assets under management (AUM) in cash |
- Analyzing Jhancock Diversified'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 Jhancock Diversified's stock is overvalued or undervalued compared to its peers.
- Examining Jhancock Diversified'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 Jhancock Diversified's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Jhancock Diversified's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Jhancock Diversified's mutual fund. These opinions can provide insight into Jhancock Diversified's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Jhancock Mutual Fund
Jhancock Diversified financial ratios help investors to determine whether Jhancock 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 Jhancock with respect to the benefits of owning Jhancock Diversified security.
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