Sdit Gnma Fund Manager Performance Evaluation
| SEGMX Fund | USD 8.97 0.02 0.22% |
The entity has a beta of -0.0413, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sdit Gnma are expected to decrease at a much lower rate. During the bear market, Sdit Gnma is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days Sdit Gnma Fund has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong primary indicators, Sdit Gnma is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio Date | 31st of May 2023 | |
| Expense Ratio | 0.6300 |
Sdit |
Sdit Gnma Relative Risk vs. Return Landscape
If you would invest 907.00 in Sdit Gnma Fund on August 30, 2024 and sell it today you would lose (10.00) from holding Sdit Gnma Fund or give up 1.1% of portfolio value over 90 days. Sdit Gnma Fund is currently producing negative expected returns and takes up 0.2798% volatility of returns over 90 trading days. Put another way, 2% of traded mutual funds are less volatile than Sdit, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Sdit Gnma Current Valuation
Overvalued
Today
Please note that Sdit Gnma's price fluctuation is very steady at this time. At this time, the fund appears to be overvalued. Sdit Gnma Fund has a current Real Value of $8.76 per share. The regular price of the fund is $8.97. We determine the value of Sdit Gnma Fund 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 Sdit Gnma is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Sdit Mutual Fund. However, Sdit Gnma'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 8.97 | Real 8.76 | Hype 8.97 | Naive 8.99 |
The intrinsic value of Sdit Gnma'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 Sdit Gnma'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 Sdit Gnma Fund helps investors to forecast how Sdit 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 Sdit Gnma more accurately as focusing exclusively on Sdit Gnma's fundamentals will not take into account other important factors: Sdit Gnma Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sdit Gnma's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Sdit Gnma Fund, and traders can use it to determine the average amount a Sdit Gnma'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 = -0.0605
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SEGMX |
Estimated Market Risk
| 0.28 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sdit Gnma 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 Sdit Gnma by adding Sdit Gnma to a well-diversified portfolio.
Sdit Gnma Fundamentals Growth
Sdit Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Sdit Gnma, and Sdit Gnma 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 Sdit Mutual Fund performance.
| Total Asset | 46.14 M | ||||
About Sdit Gnma Performance
Evaluating Sdit Gnma's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Sdit Gnma 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 Sdit Gnma 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 invests at least 80 percent of its net assets in mortgage-backed securities issued by the Government National Mortgage Association . It may also invest in U.S. Treasury securities and U.S. government securities obligations, and repurchase agreements collateralized by such obligations. The fund may enter into dollar roll transactions with selected banks and broker-dealers and invest in to-be-announced mortgage-backed securities, futures contracts and forward contracts.Things to note about Sdit Gnma Fund performance evaluation
Checking the ongoing alerts about Sdit Gnma for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Sdit Gnma Fund help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sdit Gnma Fund generated a negative expected return over the last 90 days | |
| Sdit Gnma Fund generated five year return of -1.0% | |
| This fund maintains about 14.1% of its assets in cash |
- Analyzing Sdit Gnma'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 Sdit Gnma's stock is overvalued or undervalued compared to its peers.
- Examining Sdit Gnma'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 Sdit Gnma's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sdit Gnma's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Sdit Gnma's mutual fund. These opinions can provide insight into Sdit Gnma's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Sdit Mutual Fund
Sdit Gnma financial ratios help investors to determine whether Sdit 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 Sdit with respect to the benefits of owning Sdit Gnma security.
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