Redwood Systematic Macro Fund Manager Performance Evaluation
| RWSIX Fund | USD 19.44 0.23 1.17% |
The fund holds a Beta of 0.054, which implies not very significant fluctuations relative to the market. As returns on the market increase, Redwood Systematic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Redwood Systematic is expected to be smaller as well.
Risk-Adjusted Performance
7 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Redwood Systematic Macro are ranked lower than 7 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong forward indicators, Redwood Systematic is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 1.3900 |
Redwood |
Redwood Systematic Relative Risk vs. Return Landscape
If you would invest 1,861 in Redwood Systematic Macro on August 25, 2024 and sell it today you would earn a total of 83.00 from holding Redwood Systematic Macro or generate 4.46% return on investment over 90 days. Redwood Systematic Macro is currently producing 0.07% returns and takes up 0.7603% volatility of returns over 90 trading days. Put another way, 6% of traded mutual funds are less volatile than Redwood, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Redwood Systematic Current Valuation
Fairly Valued
Today
Please note that Redwood Systematic's price fluctuation is very steady at this time. At this time, the fund appears to be fairly valued. Redwood Systematic Macro holds a recent Real Value of $19.3 per share. The prevailing price of the fund is $19.44. We determine the value of Redwood Systematic Macro from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we support acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will merge together.
Since Redwood Systematic is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Redwood Mutual Fund. However, Redwood Systematic'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 19.44 | Real 19.3 | Hype 19.44 | Naive 19.11 |
The intrinsic value of Redwood Systematic'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 Redwood Systematic'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 Redwood Systematic Macro helps investors to forecast how Redwood 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 Redwood Systematic more accurately as focusing exclusively on Redwood Systematic's fundamentals will not take into account other important factors: Redwood Systematic Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Redwood Systematic's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Redwood Systematic Macro, and traders can use it to determine the average amount a Redwood Systematic'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 = 0.092
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| Cash | RWSIX | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.76 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average Redwood Systematic is performing at about 7% 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 Redwood Systematic by adding it to a well-diversified portfolio.
Redwood Systematic Fundamentals Growth
Redwood Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Redwood Systematic, and Redwood Systematic 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 Redwood Mutual Fund performance.
| Total Asset | 190.45 M | ||||
About Redwood Systematic Performance
Evaluating Redwood Systematic's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Redwood Systematic 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 Redwood Systematic 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.
Utilizing a quantitative and tactical approach, the fund implements an investment strategy that seeks to hold a diversified portfolio of securities, ETFs, open-end investment companies andor closed-end investment companies, including tender offer and interval funds within any of the following asset classes when, in the view of the Adviser, various risk measurements show the potential to produce positive returns domestic and international small-cap equities growth and income equities preferred securities convertible bonds high yield bonds and leveraged loans.Things to note about Redwood Systematic Macro performance evaluation
Checking the ongoing alerts about Redwood Systematic for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Redwood Systematic Macro help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund maintains about 21.16% of its assets in cash |
- Analyzing Redwood Systematic'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 Redwood Systematic's stock is overvalued or undervalued compared to its peers.
- Examining Redwood Systematic'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 Redwood Systematic's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Redwood Systematic's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Redwood Systematic's mutual fund. These opinions can provide insight into Redwood Systematic's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Redwood Mutual Fund
Redwood Systematic financial ratios help investors to determine whether Redwood 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 Redwood with respect to the benefits of owning Redwood Systematic security.
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