Blackstone Alternative Multi Strategy Fund Manager Performance Evaluation
| BXMYX Fund | USD 11.26 0.02 0.18% |
The fund shows a Beta (market volatility) of 0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Blackstone Alternative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blackstone Alternative is expected to be smaller as well.
Risk-Adjusted Performance
16 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Blackstone Alternative Multi Strategy are ranked lower than 16 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Blackstone Alternative is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 5.1400 |
Blackstone |
Blackstone Alternative Relative Risk vs. Return Landscape
If you would invest 1,100 in Blackstone Alternative Multi Strategy on September 16, 2024 and sell it today you would earn a total of 26.00 from holding Blackstone Alternative Multi Strategy or generate 2.36% return on investment over 90 days. Blackstone Alternative Multi Strategy is currently producing 0.0361% returns and takes up 0.1742% volatility of returns over 90 trading days. Put another way, 1% of traded mutual funds are less volatile than Blackstone, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Blackstone Alternative Current Valuation
Overvalued
Today
Please note that Blackstone Alternative's price fluctuation is very steady at this time. At this time, the entity appears to be overvalued. Blackstone Alternative shows a prevailing Real Value of $10.33 per share. The current price of the fund is $11.26. We determine the value of Blackstone Alternative from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will blend.
Since Blackstone Alternative is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Blackstone Mutual Fund. However, Blackstone Alternative'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 11.26 | Real 10.33 | Hype 11.26 | Naive 11.27 |
The intrinsic value of Blackstone Alternative'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 Blackstone Alternative'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 Blackstone Alternative Multi Strategy helps investors to forecast how Blackstone 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 Blackstone Alternative more accurately as focusing exclusively on Blackstone Alternative's fundamentals will not take into account other important factors: Blackstone Alternative Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackstone Alternative's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Blackstone Alternative Multi Strategy, and traders can use it to determine the average amount a Blackstone Alternative'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 = 0.2073
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | BXMYX |
Estimated Market Risk
| 0.17 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.21 actual daily | 16 84% of assets perform better |
Based on monthly moving average Blackstone Alternative is performing at about 16% 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 Blackstone Alternative by adding it to a well-diversified portfolio.
Blackstone Alternative Fundamentals Growth
Blackstone Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Blackstone Alternative, and Blackstone Alternative 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 Blackstone Mutual Fund performance.
| Total Asset | 5.14 B | ||||
About Blackstone Alternative Performance
Evaluating Blackstone Alternative's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Blackstone Alternative 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 Blackstone Alternative 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 seeks to achieve its objective by allocating its assets among a variety of non-traditional or alternative investment strategies. The adviser allocates the funds assets among sub-advisers with experience managing alternative investment strategies and among investment funds. The adviser also manages a portion of the funds assets directly and, from time to time, may instruct sub-advisers with respect to particular investments.Things to note about Blackstone Alternative performance evaluation
Checking the ongoing alerts about Blackstone Alternative for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Blackstone Alternative help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund holds 95.76% of its assets under management (AUM) in equities |
- Analyzing Blackstone Alternative'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 Blackstone Alternative's stock is overvalued or undervalued compared to its peers.
- Examining Blackstone Alternative'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 Blackstone Alternative's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Blackstone Alternative's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Blackstone Alternative's mutual fund. These opinions can provide insight into Blackstone Alternative's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Blackstone Mutual Fund
Blackstone Alternative financial ratios help investors to determine whether Blackstone 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 Blackstone with respect to the benefits of owning Blackstone Alternative security.
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities |