Swan Defined Risk Fund Manager Performance Evaluation
| SDJCX Fund | USD 9.42 0.02 0.21% |
The entity has a beta of 0.27, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Swan Defined's returns are expected to increase less than the market. However, during the bear market, the loss of holding Swan Defined is expected to be smaller as well.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Swan Defined Risk has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong fundamental indicators, Swan Defined is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 2.7100 |
Swan |
Swan Defined Relative Risk vs. Return Landscape
If you would invest 992.00 in Swan Defined Risk on August 27, 2024 and sell it today you would lose (50.00) from holding Swan Defined Risk or give up 5.04% of portfolio value over 90 days. Swan Defined Risk is currently producing negative expected returns and takes up 0.5795% volatility of returns over 90 trading days. Put another way, 5% of traded mutual funds are less volatile than Swan, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Swan Defined Current Valuation
Fairly Valued
Today
Please note that Swan Defined's price fluctuation is very steady at this time. At this time, the fund appears to be fairly valued. Swan Defined Risk has a current Real Value of $9.5 per share. The regular price of the fund is $9.42. We determine the value of Swan Defined Risk from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will draw towards each other.
Since Swan Defined is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Swan Mutual Fund. However, Swan Defined'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 9.42 | Real 9.5 | Hype 9.42 | Naive 9.32 |
The intrinsic value of Swan Defined'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 Swan Defined'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 Swan Defined Risk helps investors to forecast how Swan 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 Swan Defined more accurately as focusing exclusively on Swan Defined's fundamentals will not take into account other important factors: Swan Defined Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Swan Defined's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Swan Defined Risk, and traders can use it to determine the average amount a Swan Defined'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 = -0.1365
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SDJCX |
Estimated Market Risk
| 0.58 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Swan Defined 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 Swan Defined by adding Swan Defined to a well-diversified portfolio.
Swan Defined Fundamentals Growth
Swan Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Swan Defined, and Swan Defined 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 Swan Mutual Fund performance.
| Total Asset | 31.16 M | ||||
About Swan Defined Performance
Evaluating Swan Defined's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Swan Defined 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 Swan Defined 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 fund seeks to achieve its investment objective by primarily investing directly, or indirectly through ETFs, in foreign equity securities including ADRs of any market capitalization, exchange-traded long-term put options on U.S. exchanges for hedging purposes, and buying and selling exchange-traded put and call options on various ETFs and foreign equity indices to generate additional returns.Things to note about Swan Defined Risk performance evaluation
Checking the ongoing alerts about Swan Defined for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Swan Defined Risk help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Swan Defined Risk generated a negative expected return over the last 90 days | |
| The fund generated three year return of 0.0% | |
| Swan Defined Risk maintains 97.18% of its assets in stocks |
- Analyzing Swan Defined'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 Swan Defined's stock is overvalued or undervalued compared to its peers.
- Examining Swan Defined'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 Swan Defined's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Swan Defined's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Swan Defined's mutual fund. These opinions can provide insight into Swan Defined's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Swan Mutual Fund
Swan Defined financial ratios help investors to determine whether Swan 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 Swan with respect to the benefits of owning Swan Defined security.
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities |