Redwood Managed Volatility Fund Manager Performance Evaluation
| RWDIX Fund | USD 11.60 0.03 0.26% |
The fund holds a Beta of 0.087, which implies not very significant fluctuations relative to the market. As returns on the market increase, Redwood Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Redwood Managed is expected to be smaller as well.
Risk-Adjusted Performance
14 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Redwood Managed Volatility are ranked lower than 14 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong forward indicators, Redwood Managed is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 1.6900 |
Redwood |
Redwood Managed Relative Risk vs. Return Landscape
If you would invest 1,142 in Redwood Managed Volatility on August 29, 2024 and sell it today you would earn a total of 18.00 from holding Redwood Managed Volatility or generate 1.58% return on investment over 90 days. Redwood Managed Volatility is currently producing 0.0245% returns and takes up 0.1354% volatility of returns over 90 trading days. Put another way, 1% of traded mutual funds are less volatile than Redwood, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Redwood Managed Current Valuation
Overvalued
Today
Please note that Redwood Managed's price fluctuation is very steady at this time. At this time, the fund appears to be overvalued. Redwood Managed Vola holds a recent Real Value of $10.65 per share. The prevailing price of the fund is $11.6. We determine the value of Redwood Managed Vola from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we support acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will merge together.
Since Redwood Managed is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Redwood Mutual Fund. However, Redwood Managed's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 11.6 | Real 10.65 | Hype 11.6 | Naive 11.58 |
The intrinsic value of Redwood Managed's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Redwood Managed's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Redwood Managed Volatility helps investors to forecast how Redwood mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Redwood Managed more accurately as focusing exclusively on Redwood Managed's fundamentals will not take into account other important factors: Redwood Managed Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Redwood Managed's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Redwood Managed Volatility, and traders can use it to determine the average amount a Redwood Managed'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 = 0.1812
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | RWDIX |
Estimated Market Risk
| 0.14 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.18 actual daily | 14 86% of assets perform better |
Based on monthly moving average Redwood Managed is performing at about 14% 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 Redwood Managed by adding it to a well-diversified portfolio.
Redwood Managed Fundamentals Growth
Redwood Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Redwood Managed, and Redwood Managed fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Redwood Mutual Fund performance.
| Price To Earning | 19.76 X | |||
| Price To Book | 1.42 X | |||
| Price To Sales | 4.19 X | |||
| Total Asset | 290.82 M | |||
About Redwood Managed Performance
Evaluating Redwood Managed's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Redwood Managed has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Redwood Managed has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The adviser uses a trend-following strategy that seeks to identify the critical turning points in the markets for high yield bonds and bank loans. The funds adviser uses a quantitatively driven process that seeks to invest in diversified high yield bond, bank loan, and other fixed income exposure with similar characteristics when the high yield bond and bank loan markets are trending upwards, and short-term fixed income securities when the high yield bond and bank loan markets are trending downwards.Things to note about Redwood Managed Vola performance evaluation
Checking the ongoing alerts about Redwood Managed for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Redwood Managed Vola help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Redwood Managed Vola generated five year return of -1.0% | |
| This fund maintains about 48.22% of its assets in cash |
- Analyzing Redwood Managed'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 Redwood Managed's stock is overvalued or undervalued compared to its peers.
- Examining Redwood Managed'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 Redwood Managed's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Redwood Managed's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Redwood Managed's mutual fund. These opinions can provide insight into Redwood Managed's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Redwood Mutual Fund
Redwood Managed financial ratios help investors to determine whether Redwood Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Redwood with respect to the benefits of owning Redwood Managed security.
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| 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 | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals |