Fdzbpx Fund Manager Performance Evaluation
| FDZBPX Fund | 10.07 0.07 0.70% |
The fund shows a Beta (market volatility) of 0.085, which means not very significant fluctuations relative to the market. As returns on the market increase, Fdzbpx's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fdzbpx 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 Fdzbpx are ranked lower than 12 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Fdzbpx is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreFdzbpx |
Fdzbpx Relative Risk vs. Return Landscape
If you would invest 991.00 in Fdzbpx on October 25, 2024 and sell it today you would earn a total of 16.00 from holding Fdzbpx or generate 1.61% return on investment over 90 days. Fdzbpx is generating 0.0961% of daily returns assuming 0.6184% volatility of returns over the 90 days investment horizon. Simply put, 5% of all funds have less volatile historical return distribution than Fdzbpx, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Fdzbpx Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fdzbpx's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Fdzbpx, and traders can use it to determine the average amount a Fdzbpx'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 = 0.1553
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | FDZBPX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.62 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.1 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 Fdzbpx 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 Fdzbpx by adding it to a well-diversified portfolio.
Things to note about Fdzbpx performance evaluation
Checking the ongoing alerts about Fdzbpx for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Fdzbpx help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Fdzbpx's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Fdzbpx's fund performance include:- Analyzing Fdzbpx'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 Fdzbpx's stock is overvalued or undervalued compared to its peers.
- Examining Fdzbpx'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 Fdzbpx's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Fdzbpx's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Fdzbpx's fund. These opinions can provide insight into Fdzbpx's potential for growth and whether the stock is currently undervalued or overvalued.
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities |