Quantified Global Fund Manager Performance Evaluation
| QGBLX Fund | 9.56 0.15 1.54% |
The fund holds a Beta of 0.19, which implies not very significant fluctuations relative to the market. As returns on the market increase, Quantified Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Quantified Global is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Quantified Global has generated negative risk-adjusted returns adding no value to fund investors. In spite of latest weak performance, the Fund's essential indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the fund investors.
...moreQuantified |
Quantified Global Relative Risk vs. Return Landscape
If you would invest 1,045 in Quantified Global on November 28, 2024 and sell it today you would lose (89.00) from holding Quantified Global or give up 8.52% of portfolio value over 90 days. Quantified Global is currently producing negative expected returns and takes up 1.6359% volatility of returns over 90 trading days. Put another way, 14% of traded mutual funds are less volatile than Quantified, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Quantified Global Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quantified Global's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Quantified Global, and traders can use it to determine the average amount a Quantified Global'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 = -0.0853
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | QGBLX |
Estimated Market Risk
| 1.64 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.14 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Quantified Global 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 Quantified Global by adding Quantified Global to a well-diversified portfolio.
Things to note about Quantified Global performance evaluation
Checking the ongoing alerts about Quantified Global for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Quantified Global help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Quantified Global generated a negative expected return over the last 90 days |
- Analyzing Quantified Global'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 Quantified Global's stock is overvalued or undervalued compared to its peers.
- Examining Quantified Global'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 Quantified Global's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Quantified Global's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Quantified Global's mutual fund. These opinions can provide insight into Quantified Global's potential for growth and whether the stock is currently undervalued or overvalued.
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