First Trust Managed Fund Manager Performance Evaluation
| CWAAX Fund | 20.49 0.03 0.15% |
The fund shows a Beta (market volatility) of 0.0069, which means not very significant fluctuations relative to the market. As returns on the market increase, First Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding First Trust is expected to be smaller as well.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in First Trust Managed are ranked lower than 18 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, First Trust is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
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First Trust Relative Risk vs. Return Landscape
If you would invest 2,025 in First Trust Managed on October 9, 2025 and sell it today you would earn a total of 24.00 from holding First Trust Managed or generate 1.19% return on investment over 90 days. First Trust Managed is currently producing 0.0194% returns and takes up 0.0836% volatility of returns over 90 trading days. Put another way, 0% of traded mutual funds are less volatile than First, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
First Trust Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for First Trust's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as First Trust Managed, and traders can use it to determine the average amount a First Trust'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 = 0.2316
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| CWAAX |
Based on monthly moving average First Trust is performing at about 18% 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 First Trust by adding it to a well-diversified portfolio.
Things to note about First Trust Managed performance evaluation
Checking the ongoing alerts about First Trust for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for First Trust Managed help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating First Trust's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate First Trust's mutual fund performance include:- Analyzing First Trust'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 First Trust's stock is overvalued or undervalued compared to its peers.
- Examining First Trust'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 First Trust's management team can have a significant impact on its success or failure. Reviewing the track record and experience of First Trust's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of First Trust's mutual fund. These opinions can provide insight into First Trust's potential for growth and whether the stock is currently undervalued or overvalued.
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
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| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets |