Fundo Investimento (Brazil) Manager Performance Evaluation
| VTLT11 Fund | BRL 90.64 0.66 0.73% |
The fund shows a Beta (market volatility) of 0.11, which means not very significant fluctuations relative to the market. As returns on the market increase, Fundo Investimento's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fundo Investimento is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Fundo Investimento Imobiliario has generated negative risk-adjusted returns adding no value to fund investors. Despite somewhat strong essential indicators, Fundo Investimento is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Fifty Two Week Low | 99.99 | |
| Fifty Two Week High | 100.39 |
Fundo |
Fundo Investimento Relative Risk vs. Return Landscape
If you would invest 9,574 in Fundo Investimento Imobiliario on August 26, 2024 and sell it today you would lose (510.00) from holding Fundo Investimento Imobiliario or give up 5.33% of portfolio value over 90 days. Fundo Investimento Imobiliario is generating negative expected returns and assumes 0.6511% volatility on return distribution over the 90 days horizon. Simply put, 5% 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 Investimento Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fundo Investimento's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Fundo Investimento Imobiliario, and traders can use it to determine the average amount a Fundo Investimento'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 = -0.1281
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| Negative Returns | VTLT11 |
Estimated Market Risk
| 0.65 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
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Fundo Investimento 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 Investimento by adding Fundo Investimento to a well-diversified portfolio.
About Fundo Investimento Performance
By analyzing Fundo Investimento's fundamental ratios, stakeholders can gain valuable insights into Fundo Investimento's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Fundo Investimento 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 Fundo Investimento has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Fundo Investimento performance evaluation
Checking the ongoing alerts about Fundo Investimento for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Fundo Investimento help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Fundo Investimento generated a negative expected return over the last 90 days |
- Analyzing Fundo Investimento'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 Investimento's stock is overvalued or undervalued compared to its peers.
- Examining Fundo Investimento'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 Investimento's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Fundo Investimento's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Fundo Investimento's fund. These opinions can provide insight into Fundo Investimento's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Fundo Fund
Fundo Investimento financial ratios help investors to determine whether Fundo 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 Fundo with respect to the benefits of owning Fundo Investimento security.
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