FUNDO DE (Brazil) Manager Performance Evaluation
| SPXS11 Fund | 7.83 0.01 0.13% |
The fund shows a Beta (market volatility) of -0.0545, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FUNDO DE are expected to decrease at a much lower rate. During the bear market, FUNDO DE is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days FUNDO DE INVESTIMENTO has generated negative risk-adjusted returns adding no value to fund investors. Despite weak performance in the last few months, the Fund's basic indicators remain somewhat strong which may send shares a bit higher in March 2025. The current disturbance may also be a sign of long term up-swing for the fund investors.
...moreFUNDO |
FUNDO DE Relative Risk vs. Return Landscape
If you would invest 924.00 in FUNDO DE INVESTIMENTO on November 2, 2024 and sell it today you would lose (141.00) from holding FUNDO DE INVESTIMENTO or give up 15.26% of portfolio value over 90 days. FUNDO DE INVESTIMENTO is generating negative expected returns and assumes 2.1914% volatility on return distribution over the 90 days horizon. Simply put, 19% of funds are less volatile than FUNDO, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
FUNDO DE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FUNDO DE's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as FUNDO DE INVESTIMENTO, and traders can use it to determine the average amount a FUNDO DE'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 = -0.1194
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SPXS11 |
Estimated Market Risk
| 2.19 actual daily | 19 81% of assets are more volatile |
Expected Return
| -0.26 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average FUNDO DE 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 FUNDO DE by adding FUNDO DE to a well-diversified portfolio.
Things to note about FUNDO DE INVESTIMENTO performance evaluation
Checking the ongoing alerts about FUNDO DE for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for FUNDO DE INVESTIMENTO help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| FUNDO DE generated a negative expected return over the last 90 days |
- Analyzing FUNDO DE'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 FUNDO DE's stock is overvalued or undervalued compared to its peers.
- Examining FUNDO DE'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 FUNDO DE's management team can have a significant impact on its success or failure. Reviewing the track record and experience of FUNDO DE's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of FUNDO DE's fund. These opinions can provide insight into FUNDO DE's potential for growth and whether the stock is currently undervalued or overvalued.
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
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