CSIF III (Switzerland) Manager Performance Evaluation
| 0P0000YXR4 | 2,059 0.00 0.00% |
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, CSIF III's returns are expected to increase less than the market. However, during the bear market, the loss of holding CSIF III is expected to be smaller as well.
Risk-Adjusted Performance
5 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in CSIF III Equity are ranked lower than 5 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, CSIF III is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors.
...moreCSIF |
CSIF III Relative Risk vs. Return Landscape
If you would invest 198,102 in CSIF III Equity on September 25, 2024 and sell it today you would earn a total of 7,841 from holding CSIF III Equity or generate 3.96% return on investment over 90 days. CSIF III Equity is generating 0.0658% of daily returns and assumes 0.923% volatility on return distribution over the 90 days horizon. Simply put, 8% of funds are less volatile than CSIF, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CSIF III Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CSIF III's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as CSIF III Equity, and traders can use it to determine the average amount a CSIF III'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 = 0.0713
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | 0P0000YXR4 | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.92 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average CSIF III is performing at about 5% 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 III by adding it to a well-diversified portfolio.
Things to note about CSIF III Equity performance evaluation
Checking the ongoing alerts about CSIF III for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for CSIF III Equity help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating CSIF III's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate CSIF III's fund performance include:- Analyzing CSIF III'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 III's stock is overvalued or undervalued compared to its peers.
- Examining CSIF III'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 III's management team can have a significant impact on its success or failure. Reviewing the track record and experience of CSIF III's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of CSIF III's fund. These opinions can provide insight into CSIF III's potential for growth and whether the stock is currently undervalued or overvalued.
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like |