FDO INV (Brazil) Manager Performance Evaluation
| CXCI11 Fund | 65.50 1.96 3.08% |
The fund shows a Beta (market volatility) of -0.097, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FDO INV are expected to decrease at a much lower rate. During the bear market, FDO INV is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days FDO INV IMOB has generated negative risk-adjusted returns adding no value to fund investors. Despite latest weak performance, the Fund's fundamental indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the fund investors.
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FDO INV Relative Risk vs. Return Landscape
If you would invest 7,176 in FDO INV IMOB on November 4, 2024 and sell it today you would lose (626.00) from holding FDO INV IMOB or give up 8.72% of portfolio value over 90 days. FDO INV IMOB is generating negative expected returns and assumes 1.4757% volatility on return distribution over the 90 days horizon. Simply put, 13% of funds are less volatile than FDO, and 99% 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 IMOB, 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 = -0.0958
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CXCI11 |
Estimated Market Risk
| 1.48 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.14 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average FDO INV 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 FDO INV by adding FDO INV to a well-diversified portfolio.
Things to note about FDO INV IMOB 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 IMOB help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| FDO INV IMOB generated a negative expected return 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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