Fpddjx Fund Manager Performance Evaluation
| FPDDJX Fund | 9.14 0.06 0.66% |
The fund shows a Beta (market volatility) of 0.0668, which means not very significant fluctuations relative to the market. As returns on the market increase, Fpddjx's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fpddjx is expected to be smaller as well.
Risk-Adjusted Performance
76 of 100
Weak | Strong |
Market Crasher
Compared to the overall equity markets, risk-adjusted returns on investments in Fpddjx are ranked lower than 76 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak fundamental indicators, Fpddjx showed solid returns over the last few months and may actually be approaching a breakup point.
...moreFpddjx |
Fpddjx Relative Risk vs. Return Landscape
If you would invest 855.00 in Fpddjx on October 22, 2024 and sell it today you would earn a total of 59.00 from holding Fpddjx or generate 6.9% return on investment over 90 days. Fpddjx is generating 0.4468% of daily returns assuming 0.4573% volatility of returns over the 90 days investment horizon. Simply put, 4% of all funds have less volatile historical return distribution than Fpddjx, and 92% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Fpddjx Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fpddjx's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Fpddjx, and traders can use it to determine the average amount a Fpddjx'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 = 0.9772
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | FPDDJX | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.46 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.45 actual daily | 8 92% of assets have higher returns |
Risk-Adjusted Return
| 0.98 actual daily | 76 76% of assets perform worse |
Based on monthly moving average Fpddjx is performing at about 76% 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 Fpddjx by adding it to a well-diversified portfolio.
Things to note about Fpddjx performance evaluation
Checking the ongoing alerts about Fpddjx for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Fpddjx help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Fpddjx's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Fpddjx's fund performance include:- Analyzing Fpddjx'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 Fpddjx's stock is overvalued or undervalued compared to its peers.
- Examining Fpddjx'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 Fpddjx's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Fpddjx's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Fpddjx's fund. These opinions can provide insight into Fpddjx's potential for growth and whether the stock is currently undervalued or overvalued.
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