Astor Longshort Fund Manager Performance Evaluation
| ASTZX Fund | USD 13.14 0.05 0.38% |
The fund shows a Beta (market volatility) of 0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Astor Long/short's returns are expected to increase less than the market. However, during the bear market, the loss of holding Astor Long/short is expected to be smaller as well.
Risk-Adjusted Performance
12 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Astor Longshort Fund are ranked lower than 12 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Astor Long/short 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 | 28th of November 2022 | |
| Expense Ratio | 2.3000 |
Astor |
Astor Long/short Relative Risk vs. Return Landscape
If you would invest 1,265 in Astor Longshort Fund on August 27, 2024 and sell it today you would earn a total of 49.00 from holding Astor Longshort Fund or generate 3.87% return on investment over 90 days. Astor Longshort Fund is currently producing 0.0601% returns and takes up 0.381% volatility of returns over 90 trading days. Put another way, 3% of traded mutual funds are less volatile than Astor, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Astor Long/short Current Valuation
Fairly Valued
Today
Please note that Astor Long/short's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Astor Long/short shows a prevailing Real Value of $13.05 per share. The current price of the fund is $13.14. We determine the value of Astor Long/short from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will blend.
Since Astor Long/short is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Astor Mutual Fund. However, Astor Long/short'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 13.14 | Real 13.05 | Hype 13.14 | Naive 13.09 |
The intrinsic value of Astor Long/short'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 Astor Long/short'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 Astor Longshort Fund helps investors to forecast how Astor 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 Astor Long/short more accurately as focusing exclusively on Astor Long/short's fundamentals will not take into account other important factors: Astor Long/short Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Astor Long/short's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Astor Longshort Fund, and traders can use it to determine the average amount a Astor Long/short'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 = 0.1578
| Best Portfolio | Best Equity | |||
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| Cash | ASTZX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.38 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Astor Long/short is performing at about 12% 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 Astor Long/short by adding it to a well-diversified portfolio.
Astor Long/short Fundamentals Growth
Astor Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Astor Long/short, and Astor Long/short 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 Astor Mutual Fund performance.
| Price To Earning | 18.92 X | ||||
| Price To Book | 2.33 X | ||||
| Price To Sales | 1.62 X | ||||
| Total Asset | 17.28 M | ||||
About Astor Long/short Performance
Evaluating Astor Long/short's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Astor Long/short 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 Astor Long/short 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 predominantly in exchange-traded funds that each invest primarily in domestic or foreign equity securities, fixed-income securities, alternativespecialty securities or cash equivalents. The adviser defines equity securities to include ETFs that invest primarily in equity securities, such as common and preferred stocks. It invests at least 80 percent of its assets measured at the time of purchase in ETFs.Things to note about Astor Long/short performance evaluation
Checking the ongoing alerts about Astor Long/short for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Astor Long/short help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund holds about 20.28% of its assets under management (AUM) in fixed income securities |
- Analyzing Astor Long/short'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 Astor Long/short's stock is overvalued or undervalued compared to its peers.
- Examining Astor Long/short'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 Astor Long/short's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Astor Long/short's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Astor Long/short's mutual fund. These opinions can provide insight into Astor Long/short's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Astor Mutual Fund
Astor Long/short financial ratios help investors to determine whether Astor 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 Astor with respect to the benefits of owning Astor Long/short security.
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