FDO INV (Brazil) Manager Performance Evaluation
| BVAR11 Fund | BRL 1,450 0.00 0.00% |
The fund shows a Beta (market volatility) of -0.36, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning FDO INV are expected to decrease at a much lower rate. During the bear market, FDO INV is likely to outperform the market.
Risk-Adjusted Performance
4 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in FDO INV IMOB are ranked lower than 4 (%) of all funds and portfolios of funds over the last 90 days. Despite somewhat strong basic indicators, FDO INV is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreFDO |
FDO INV Relative Risk vs. Return Landscape
If you would invest 138,282 in FDO INV IMOB on September 13, 2024 and sell it today you would earn a total of 6,718 from holding FDO INV IMOB or generate 4.86% return on investment over 90 days. FDO INV IMOB is generating 0.0874% of daily returns and assumes 1.5009% volatility on return distribution over the 90 days horizon. Simply put, 13% of funds are less volatile than FDO, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
FDO INV Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FDO INV's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as FDO INV IMOB, and traders can use it to determine the average amount a FDO INV'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 = 0.0582
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| Cash | Small Risk | BVAR11 | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.5 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average FDO INV is performing at about 4% of its full potential. 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 FDO INV by adding it to a well-diversified portfolio.
Things to note about FDO INV IMOB performance evaluation
Checking the ongoing alerts about FDO INV for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for FDO INV IMOB help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating FDO INV's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate FDO INV's fund performance include:- Analyzing FDO INV'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 FDO INV's stock is overvalued or undervalued compared to its peers.
- Examining FDO INV'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 FDO INV's management team can have a significant impact on its success or failure. Reviewing the track record and experience of FDO INV's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of FDO INV's fund. These opinions can provide insight into FDO INV's potential for growth and whether the stock is currently undervalued or overvalued.
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