Fzsvmx Fund Manager Performance Evaluation
| FZSVMX Fund | 10.80 0.00 0.00% |
The fund shows a Beta (market volatility) of 0.0491, which means not very significant fluctuations relative to the market. As returns on the market increase, Fzsvmx's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fzsvmx is expected to be smaller as well.
Risk-Adjusted Performance
9 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Fzsvmx are ranked lower than 9 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Fzsvmx is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreFzsvmx |
Fzsvmx Relative Risk vs. Return Landscape
If you would invest 1,069 in Fzsvmx on November 3, 2024 and sell it today you would earn a total of 11.00 from holding Fzsvmx or generate 1.03% return on investment over 90 days. Fzsvmx is generating 0.075% of daily returns assuming 0.6241% volatility of returns over the 90 days investment horizon. Simply put, 5% of all funds have less volatile historical return distribution than Fzsvmx, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Fzsvmx Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fzsvmx's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Fzsvmx, and traders can use it to determine the average amount a Fzsvmx'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 = 0.1201
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| Cash | FZSVMX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.62 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average Fzsvmx is performing at about 9% 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 Fzsvmx by adding it to a well-diversified portfolio.
Things to note about Fzsvmx performance evaluation
Checking the ongoing alerts about Fzsvmx for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Fzsvmx help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Fzsvmx is not yet fully synchronised with the market data |
- Analyzing Fzsvmx'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 Fzsvmx's stock is overvalued or undervalued compared to its peers.
- Examining Fzsvmx'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 Fzsvmx's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Fzsvmx's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Fzsvmx's fund. These opinions can provide insight into Fzsvmx's potential for growth and whether the stock is currently undervalued or overvalued.
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