CSIF I (Switzerland) Manager Performance Evaluation
| 0P0000G2P5 | 2,010 4.62 0.23% |
The fund shows a Beta (market volatility) of -0.0874, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CSIF I are expected to decrease at a much lower rate. During the bear market, CSIF I is likely to outperform the market.
Risk-Adjusted Performance
22 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in CSIF I Real are ranked lower than 22 (%) of all funds and portfolios of funds over the last 90 days. Despite nearly abnormal technical and fundamental indicators, CSIF I may actually be approaching a critical reversion point that can send shares even higher in January 2025.
...moreCSIF |
CSIF I Relative Risk vs. Return Landscape
If you would invest 182,246 in CSIF I Real on September 20, 2024 and sell it today you would earn a total of 18,755 from holding CSIF I Real or generate 10.29% return on investment over 90 days. CSIF I Real is generating 0.1547% of daily returns and assumes 0.5526% volatility on return distribution over the 90 days horizon. Simply put, 4% of funds are less volatile than CSIF, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CSIF I Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CSIF I's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as CSIF I Real, and traders can use it to determine the average amount a CSIF I'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 = 0.2799
| Best Portfolio | Best Equity | |||
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| Small Returns | 0P0000G2P5 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.55 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.15 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.28 actual daily | 22 78% of assets perform better |
Based on monthly moving average CSIF I is performing at about 22% 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 CSIF I by adding it to a well-diversified portfolio.
Things to note about CSIF I Real performance evaluation
Checking the ongoing alerts about CSIF I for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for CSIF I Real help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating CSIF I's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate CSIF I's fund performance include:- Analyzing CSIF I'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 CSIF I's stock is overvalued or undervalued compared to its peers.
- Examining CSIF I'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 CSIF I's management team can have a significant impact on its success or failure. Reviewing the track record and experience of CSIF I's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of CSIF I's fund. These opinions can provide insight into CSIF I's potential for growth and whether the stock is currently undervalued or overvalued.
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments |