Redwood Alphafactor Tactical Fund Manager Performance Evaluation
| RWIIX Fund | USD 14.48 0.09 0.63% |
The fund holds a Beta of 0.24, which implies not very significant fluctuations relative to the market. As returns on the market increase, Redwood Alphafactor's returns are expected to increase less than the market. However, during the bear market, the loss of holding Redwood Alphafactor is expected to be smaller as well.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days Redwood Alphafactor Tactical has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong forward indicators, Redwood Alphafactor is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 1.5500 |
Redwood |
Redwood Alphafactor Relative Risk vs. Return Landscape
If you would invest 1,488 in Redwood Alphafactor Tactical on August 29, 2024 and sell it today you would lose (40.00) from holding Redwood Alphafactor Tactical or give up 2.69% of portfolio value over 90 days. Redwood Alphafactor Tactical is currently producing negative expected returns and takes up 0.7736% volatility of returns over 90 trading days. Put another way, 6% 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 Alphafactor Current Valuation
Fairly Valued
Today
Please note that Redwood Alphafactor's price fluctuation is very steady at this time. At this time, the fund appears to be fairly valued. Redwood Alphafactor holds a recent Real Value of $14.49 per share. The prevailing price of the fund is $14.48. We determine the value of Redwood Alphafactor 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 Alphafactor is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Redwood Mutual Fund. However, Redwood Alphafactor'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 14.48 | Real 14.49 | Hype 14.39 | Naive 14.24 |
The intrinsic value of Redwood Alphafactor'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 Alphafactor'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 Alphafactor Tactical 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 Alphafactor more accurately as focusing exclusively on Redwood Alphafactor's fundamentals will not take into account other important factors: Redwood Alphafactor Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Redwood Alphafactor's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Redwood Alphafactor Tactical, and traders can use it to determine the average amount a Redwood Alphafactor'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 = -0.0512
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | RWIIX |
Estimated Market Risk
| 0.77 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Redwood Alphafactor 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 Redwood Alphafactor by adding Redwood Alphafactor to a well-diversified portfolio.
Redwood Alphafactor Fundamentals Growth
Redwood Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Redwood Alphafactor, and Redwood Alphafactor 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.
| Total Asset | 207 M | |||
About Redwood Alphafactor Performance
Evaluating Redwood Alphafactor's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Redwood Alphafactor 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 Alphafactor 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 employs an investment approach designed to track the performance of the Advisers proprietary index, the Redwood AlphaFactor Tactical International Index. The index utilizes a quantitative, factor-based, investment methodology focused on large and middle capitalization common stocks of both developed and emerging markets outside of the United States, typically of companies with market capitalizations of greater than 2 billion.Things to note about Redwood Alphafactor performance evaluation
Checking the ongoing alerts about Redwood Alphafactor for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Redwood Alphafactor help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Redwood Alphafactor generated a negative expected return over the last 90 days | |
| The fund maintains about 18.32% of its assets in cash |
- Analyzing Redwood Alphafactor'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 Alphafactor's stock is overvalued or undervalued compared to its peers.
- Examining Redwood Alphafactor'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 Alphafactor's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Redwood Alphafactor's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Redwood Alphafactor's mutual fund. These opinions can provide insight into Redwood Alphafactor's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Redwood Mutual Fund
Redwood Alphafactor 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 Alphafactor security.
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