Jbfo Fof (Brazil) Manager Performance Evaluation
| JBFO11 Fund | 82.01 11.73 16.69% |
The fund retains a Market Volatility (i.e., Beta) of -0.31, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Jbfo Fof are expected to decrease at a much lower rate. During the bear market, Jbfo Fof is likely to outperform the market.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Jbfo Fof Fundo are ranked lower than 10 (%) of all funds and portfolios of funds over the last 90 days. Despite somewhat weak technical and fundamental indicators, Jbfo Fof sustained solid returns over the last few months and may actually be approaching a breakup point.
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Jbfo Fof Relative Risk vs. Return Landscape
If you would invest 7,028 in Jbfo Fof Fundo on September 14, 2024 and sell it today you would earn a total of 1,173 from holding Jbfo Fof Fundo or generate 16.69% return on investment over 90 days. Jbfo Fof Fundo is generating 0.2692% of daily returns and assumes 2.1197% volatility on return distribution over the 90 days horizon. Simply put, 18% of funds are less volatile than Jbfo, and 95% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Jbfo Fof Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jbfo Fof's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Jbfo Fof Fundo, and traders can use it to determine the average amount a Jbfo Fof'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 = 0.127
| Best Portfolio | Best Equity | |||
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| Small Returns | JBFO11 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.12 actual daily | 18 82% of assets are more volatile |
Expected Return
| 0.27 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average Jbfo Fof is performing at about 10% 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 Jbfo Fof by adding it to a well-diversified portfolio.
Things to note about Jbfo Fof Fundo performance evaluation
Checking the ongoing alerts about Jbfo Fof for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Jbfo Fof Fundo help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Jbfo Fof's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Jbfo Fof's fund performance include:- Analyzing Jbfo Fof'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 Jbfo Fof's stock is overvalued or undervalued compared to its peers.
- Examining Jbfo Fof'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 Jbfo Fof's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Jbfo Fof's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Jbfo Fof's fund. These opinions can provide insight into Jbfo Fof's potential for growth and whether the stock is currently undervalued or overvalued.
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