FDO INV (Brazil) Manager Performance Evaluation
| AGRX11 Fund | 7.60 0.15 1.94% |
The fund shows a Beta (market volatility) of 0.33, which means possible diversification benefits within a given portfolio. As returns on the market increase, FDO INV's returns are expected to increase less than the market. However, during the bear market, the loss of holding FDO INV is expected to be smaller as well.
Risk-Adjusted Performance
Insignificant
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in FDO INV CAD are ranked lower than 4 (%) of all funds and portfolios of funds over the last 90 days. Despite somewhat weak basic indicators, FDO INV may actually be approaching a critical reversion point that can send shares even higher in March 2025.
...moreFDO |
FDO INV Relative Risk vs. Return Landscape
If you would invest 709.00 in FDO INV CAD on November 19, 2024 and sell it today you would earn a total of 51.00 from holding FDO INV CAD or generate 7.19% return on investment over 90 days. FDO INV CAD is generating 0.1905% of daily returns and assumes 3.1583% volatility on return distribution over the 90 days horizon. Simply put, 28% of funds are less volatile than FDO, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
FDO INV Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FDO INV's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as FDO INV CAD, and traders can use it to determine the average amount a FDO INV'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 = 0.0603
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | AGRX11 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 3.16 actual daily | 28 72% of assets are more volatile |
Expected Return
| 0.19 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average FDO INV is performing at about 4% 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 FDO INV by adding it to a well-diversified portfolio.
Things to note about FDO INV CAD performance evaluation
Checking the ongoing alerts about FDO INV for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for FDO INV CAD help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| FDO INV CAD had very high historical volatility over the last 90 days |
- Analyzing FDO INV'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 FDO INV's stock is overvalued or undervalued compared to its peers.
- Examining FDO INV'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 FDO INV's management team can have a significant impact on its success or failure. Reviewing the track record and experience of FDO INV's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of FDO INV's fund. These opinions can provide insight into FDO INV's potential for growth and whether the stock is currently undervalued or overvalued.
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