HEDGE OFFICE (Brazil) Manager Performance Evaluation
| HOFC11 Fund | 24.40 0.21 0.87% |
The fund retains a Market Volatility (i.e., Beta) of 0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, HEDGE OFFICE's returns are expected to increase less than the market. However, during the bear market, the loss of holding HEDGE OFFICE is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days HEDGE OFFICE INCOME has generated negative risk-adjusted returns adding no value to fund investors. Despite weak performance in the last few months, the Fund's technical and fundamental indicators remain somewhat strong which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long term up-swing for the fund investors.
...moreHEDGE |
HEDGE OFFICE Relative Risk vs. Return Landscape
If you would invest 3,150 in HEDGE OFFICE INCOME on September 2, 2024 and sell it today you would lose (710.00) from holding HEDGE OFFICE INCOME or give up 22.54% of portfolio value over 90 days. HEDGE OFFICE INCOME is generating negative expected returns and assumes 2.2573% volatility on return distribution over the 90 days horizon. Simply put, 20% of funds are less volatile than HEDGE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
HEDGE OFFICE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for HEDGE OFFICE's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as HEDGE OFFICE INCOME, and traders can use it to determine the average amount a HEDGE OFFICE'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 = -0.1653
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | HOFC11 |
Estimated Market Risk
| 2.26 actual daily | 20 80% of assets are more volatile |
Expected Return
| -0.37 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average HEDGE OFFICE 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 HEDGE OFFICE by adding HEDGE OFFICE to a well-diversified portfolio.
Things to note about HEDGE OFFICE INCOME performance evaluation
Checking the ongoing alerts about HEDGE OFFICE for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for HEDGE OFFICE INCOME help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| HEDGE OFFICE INCOME generated a negative expected return over the last 90 days |
- Analyzing HEDGE OFFICE'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 HEDGE OFFICE's stock is overvalued or undervalued compared to its peers.
- Examining HEDGE OFFICE'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 HEDGE OFFICE's management team can have a significant impact on its success or failure. Reviewing the track record and experience of HEDGE OFFICE's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of HEDGE OFFICE's fund. These opinions can provide insight into HEDGE OFFICE's potential for growth and whether the stock is currently undervalued or overvalued.
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