Russell Investments Global Fund Manager Performance Evaluation
| 0P0000YW39 | 16.69 0.02 0.12% |
The fund holds a Beta of 0.0386, which implies not very significant fluctuations relative to the market. As returns on the market increase, Russell Investments' returns are expected to increase less than the market. However, during the bear market, the loss of holding Russell Investments is expected to be smaller as well.
Risk-Adjusted Performance
18 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Russell Investments Global are ranked lower than 18 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak basic indicators, Russell Investments may actually be approaching a critical reversion point that can send shares even higher in December 2024.
...moreRussell |
Russell Investments Relative Risk vs. Return Landscape
If you would invest 1,554 in Russell Investments Global on August 31, 2024 and sell it today you would earn a total of 115.00 from holding Russell Investments Global or generate 7.4% return on investment over 90 days. Russell Investments Global is generating 0.1184% of daily returns and assumes 0.5159% volatility on return distribution over the 90 days horizon. Simply put, 4% of funds are less volatile than Russell, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Russell Investments Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Russell Investments' investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Russell Investments Global, and traders can use it to determine the average amount a Russell Investments' 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 = 0.2295
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| Cash | 0P0000YW39 | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.52 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 18 82% of assets perform better |
Based on monthly moving average Russell Investments is performing at about 18% 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 Russell Investments by adding it to a well-diversified portfolio.
Things to note about Russell Investments performance evaluation
Checking the ongoing alerts about Russell Investments for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Russell Investments help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Russell Investments' performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Russell Investments' fund performance include:- Analyzing Russell Investments' 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 Russell Investments' stock is overvalued or undervalued compared to its peers.
- Examining Russell Investments' 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 Russell Investments' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Russell Investments' management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Russell Investments' fund. These opinions can provide insight into Russell Investments' potential for growth and whether the stock is currently undervalued or overvalued.
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