Saat Tax Managed Aggressive Fund Manager Performance Evaluation
| SISAX Fund | USD 27.66 0.09 0.33% |
The entity has a beta of 0.71, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Saat Tax-managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Saat Tax-managed is expected to be smaller as well.
Risk-Adjusted Performance
10 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Saat Tax Managed Aggressive are ranked lower than 10 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Saat Tax-managed is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio Date | 31st of July 2022 | |
| Expense Ratio | 1.0900 |
Saat |
Saat Tax-managed Relative Risk vs. Return Landscape
If you would invest 2,631 in Saat Tax Managed Aggressive on September 1, 2024 and sell it today you would earn a total of 135.00 from holding Saat Tax Managed Aggressive or generate 5.13% return on investment over 90 days. Saat Tax Managed Aggressive is currently producing 0.0798% returns and takes up 0.5723% volatility of returns over 90 trading days. Put another way, 5% of traded mutual funds are less volatile than Saat, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Saat Tax-managed Current Valuation
Fairly Valued
Today
Please note that Saat Tax-managed's price fluctuation is very steady at this time. At this time, the fund appears to be fairly valued. Saat Tax Managed has a current Real Value of $27.29 per share. The regular price of the fund is $27.66. We determine the value of Saat Tax Managed from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will draw towards each other.
Since Saat Tax-managed is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Saat Mutual Fund. However, Saat Tax-managed'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 27.66 | Real 27.29 | Hype 26.46 | Naive 27.69 |
The intrinsic value of Saat Tax-managed'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 Saat Tax-managed'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 Saat Tax Managed Aggressive helps investors to forecast how Saat 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 Saat Tax-managed more accurately as focusing exclusively on Saat Tax-managed's fundamentals will not take into account other important factors: Saat Tax-managed Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saat Tax-managed's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Saat Tax Managed Aggressive, and traders can use it to determine the average amount a Saat Tax-managed'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 = 0.1395
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | SISAX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.57 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 10 90% of assets perform better |
Based on monthly moving average Saat Tax-managed is performing at about 10% 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 Saat Tax-managed by adding it to a well-diversified portfolio.
Saat Tax-managed Fundamentals Growth
Saat Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Saat Tax-managed, and Saat Tax-managed 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 Saat Mutual Fund performance.
| Price To Earning | 17.27 X | ||||
| Price To Book | 2.03 X | ||||
| Price To Sales | 1.18 X | ||||
About Saat Tax-managed Performance
Evaluating Saat Tax-managed's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Saat Tax-managed 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 Saat Tax-managed 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 invests in other SEI Funds, each of which has its own investment goal . The Underlying SEI Funds invest, in turn, in securities and other instruments of various asset classes. The funds assets may be diversified across Underlying SEI equity funds, bond and money market funds, and real estate funds.Things to note about Saat Tax Managed performance evaluation
Checking the ongoing alerts about Saat Tax-managed for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Saat Tax Managed help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Latest headline from news.google.com: SEI gatekeepers follow star manager in subadvisor swap on 4 funds - Citywire Professional Buyer | |
| The fund maintains about 11.0% of its assets in bonds |
- Analyzing Saat Tax-managed'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 Saat Tax-managed's stock is overvalued or undervalued compared to its peers.
- Examining Saat Tax-managed'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 Saat Tax-managed's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Saat Tax-managed's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Saat Tax-managed's mutual fund. These opinions can provide insight into Saat Tax-managed's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Saat Mutual Fund
Saat Tax-managed financial ratios help investors to determine whether Saat 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 Saat with respect to the benefits of owning Saat Tax-managed security.
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments |