SPARTA FIAGRO (Brazil) Manager Performance Evaluation
| CRAA11 Fund | 99.20 0.30 0.30% |
The entity owns a Beta (Systematic Risk) of -0.25, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SPARTA FIAGRO are expected to decrease at a much lower rate. During the bear market, SPARTA FIAGRO is likely to outperform the market.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days SPARTA FIAGRO FDO has generated negative risk-adjusted returns adding no value to fund investors. Despite somewhat strong basic indicators, SPARTA FIAGRO is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreSPARTA |
SPARTA FIAGRO Relative Risk vs. Return Landscape
If you would invest 10,074 in SPARTA FIAGRO FDO on August 26, 2024 and sell it today you would lose (154.00) from holding SPARTA FIAGRO FDO or give up 1.53% of portfolio value over 90 days. SPARTA FIAGRO FDO is generating negative expected returns and assumes 0.8314% volatility on return distribution over the 90 days horizon. Simply put, 7% of funds are less volatile than SPARTA, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SPARTA FIAGRO Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPARTA FIAGRO's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as SPARTA FIAGRO FDO, and traders can use it to determine the average amount a SPARTA FIAGRO'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 = -0.0249
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CRAA11 |
Estimated Market Risk
| 0.83 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SPARTA FIAGRO is not performing at its full potential. However, 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 SPARTA FIAGRO by adding SPARTA FIAGRO to a well-diversified portfolio.
Things to note about SPARTA FIAGRO FDO performance evaluation
Checking the ongoing alerts about SPARTA FIAGRO for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for SPARTA FIAGRO FDO help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| SPARTA FIAGRO FDO generated a negative expected return over the last 90 days |
- Analyzing SPARTA FIAGRO'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 SPARTA FIAGRO's stock is overvalued or undervalued compared to its peers.
- Examining SPARTA FIAGRO'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 SPARTA FIAGRO's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SPARTA FIAGRO's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of SPARTA FIAGRO's fund. These opinions can provide insight into SPARTA FIAGRO's potential for growth and whether the stock is currently undervalued or overvalued.
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Global Correlations Find global opportunities by holding instruments from different markets |