Julius Baer (Switzerland) Manager Performance Evaluation
| 0P00016XV3 | 151.58 0.19 0.13% |
The fund retains a Market Volatility (i.e., Beta) of -0.0565, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Julius Baer are expected to decrease at a much lower rate. During the bear market, Julius Baer is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days Julius Baer Edelweiss has generated negative risk-adjusted returns adding no value to fund investors. Despite somewhat strong basic indicators, Julius Baer is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreJulius |
Julius Baer Relative Risk vs. Return Landscape
If you would invest 15,699 in Julius Baer Edelweiss on October 15, 2024 and sell it today you would lose (541.00) from holding Julius Baer Edelweiss or give up 3.45% of portfolio value over 90 days. Julius Baer Edelweiss is generating negative expected returns and assumes 0.6455% volatility on return distribution over the 90 days horizon. Simply put, 5% of funds are less volatile than Julius, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Julius Baer Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Julius Baer's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Julius Baer Edelweiss, and traders can use it to determine the average amount a Julius Baer'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 = -0.0921
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| Negative Returns | 0P00016XV3 |
Estimated Market Risk
| 0.65 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Julius Baer 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 Julius Baer by adding Julius Baer to a well-diversified portfolio.
Things to note about Julius Baer Edelweiss performance evaluation
Checking the ongoing alerts about Julius Baer for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Julius Baer Edelweiss help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Julius Baer generated a negative expected return over the last 90 days |
- Analyzing Julius Baer'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 Julius Baer's stock is overvalued or undervalued compared to its peers.
- Examining Julius Baer'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 Julius Baer's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Julius Baer's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Julius Baer's fund. These opinions can provide insight into Julius Baer's potential for growth and whether the stock is currently undervalued or overvalued.
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
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| Transaction History View history of all your transactions and understand their impact on performance |