PANORAMA REAL (Brazil) Manager Performance Evaluation
| PNRC11 Fund | 105.95 0.00 0.00% |
The entity holds a Beta of 0.51, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PANORAMA REAL's returns are expected to increase less than the market. However, during the bear market, the loss of holding PANORAMA REAL is expected to be smaller as well.
Risk-Adjusted Performance
10 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in PANORAMA REAL ESTATE are ranked lower than 10 (%) of all funds and portfolios of funds over the last 90 days. Despite somewhat weak basic indicators, PANORAMA REAL sustained solid returns over the last few months and may actually be approaching a breakup point.
...morePANORAMA |
PANORAMA REAL Relative Risk vs. Return Landscape
If you would invest 8,208 in PANORAMA REAL ESTATE on November 2, 2024 and sell it today you would earn a total of 2,387 from holding PANORAMA REAL ESTATE or generate 29.08% return on investment over 90 days. PANORAMA REAL ESTATE is generating 0.4973% of daily returns and assumes 3.675% volatility on return distribution over the 90 days horizon. Simply put, 32% of funds are less volatile than PANORAMA, and 91% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
PANORAMA REAL Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for PANORAMA REAL's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as PANORAMA REAL ESTATE, and traders can use it to determine the average amount a PANORAMA REAL'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 = 0.1353
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | PNRC11 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 3.68 actual daily | 32 68% of assets are more volatile |
Expected Return
| 0.5 actual daily | 9 91% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 10 90% of assets perform better |
Based on monthly moving average PANORAMA REAL 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 PANORAMA REAL by adding it to a well-diversified portfolio.
Things to note about PANORAMA REAL ESTATE performance evaluation
Checking the ongoing alerts about PANORAMA REAL for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for PANORAMA REAL ESTATE help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| PANORAMA REAL ESTATE had very high historical volatility over the last 90 days |
- Analyzing PANORAMA REAL'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 PANORAMA REAL's stock is overvalued or undervalued compared to its peers.
- Examining PANORAMA REAL'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 PANORAMA REAL's management team can have a significant impact on its success or failure. Reviewing the track record and experience of PANORAMA REAL's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of PANORAMA REAL's fund. These opinions can provide insight into PANORAMA REAL's potential for growth and whether the stock is currently undervalued or overvalued.
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets |