The Brown Capital Fund Manager Performance Evaluation
The entity has a beta of 0.38, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, the Brown's returns are expected to increase less than the market. However, during the bear market, the loss of holding the Brown is expected to be smaller as well.
Risk-Adjusted Performance
3 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in The Brown Capital are ranked lower than 3 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong technical and fundamental indicators, The Brown 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 | 1st of August 2022 | |
| Expense Ratio | 1.0600 |
The |
The Brown Relative Risk vs. Return Landscape
If you would invest 2,464 in The Brown Capital on August 30, 2024 and sell it today you would earn a total of 55.00 from holding The Brown Capital or generate 2.23% return on investment over 90 days. The Brown Capital is currently producing 0.038% returns and takes up 0.7741% volatility of returns over 90 trading days. Put another way, 6% of traded mutual funds are less volatile than The, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
The Brown Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for The Brown's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as The Brown Capital, and traders can use it to determine the average amount a The Brown'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 = 0.0491
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | BCSFX |
Estimated Market Risk
| 0.77 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 3 97% of assets perform better |
Based on monthly moving average The Brown is performing at about 3% 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 The Brown by adding it to a well-diversified portfolio.
The Brown Fundamentals Growth
The Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of The Brown, and The Brown 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 The Mutual Fund performance.
| Total Asset | 2.34 B | ||||
Things to note about Brown Capital performance evaluation
Checking the ongoing alerts about The Brown for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Brown Capital help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Brown Capital is not yet fully synchronised with the market data | |
| Brown Capital has some characteristics of a very speculative penny stock | |
| The fund generated three year return of -5.0% | |
| Brown Capital holds 98.73% of its assets under management (AUM) in equities |
- Analyzing The Brown'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 The Brown's stock is overvalued or undervalued compared to its peers.
- Examining The Brown'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 The Brown's management team can have a significant impact on its success or failure. Reviewing the track record and experience of The Brown's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of The Brown's mutual fund. These opinions can provide insight into The Brown's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in census. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Other Tools for The Mutual Fund
When running The Brown's price analysis, check to measure The Brown's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy The Brown is operating at the current time. Most of The Brown's value examination focuses on studying past and present price action to predict the probability of The Brown's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move The Brown's price. Additionally, you may evaluate how the addition of The Brown to your portfolios can decrease your overall portfolio volatility.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device |