HUSI11 (Brazil) Manager Performance Evaluation
| HUSI11 Fund | 1,200 0.00 0.00% |
The fund retains a Market Volatility (i.e., Beta) of -0.4, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning HUSI11 are expected to decrease at a much lower rate. During the bear market, HUSI11 is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days HUSI11 has generated negative risk-adjusted returns adding no value to fund investors. Despite somewhat strong basic indicators, HUSI11 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreHUSI11 |
HUSI11 Relative Risk vs. Return Landscape
If you would invest 121,635 in HUSI11 on December 5, 2024 and sell it today you would lose (1,635) from holding HUSI11 or give up 1.34% of portfolio value over 90 days. HUSI11 is generating 0.0341% of daily returns and assumes 3.4349% volatility on return distribution over the 90 days horizon. Simply put, 30% of funds are less volatile than HUSI11, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
HUSI11 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for HUSI11's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as HUSI11, and traders can use it to determine the average amount a HUSI11'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 = 0.0099
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | HUSI11 |
Estimated Market Risk
| 3.43 actual daily | 30 70% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average HUSI11 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 HUSI11 by adding HUSI11 to a well-diversified portfolio.
Things to note about HUSI11 performance evaluation
Checking the ongoing alerts about HUSI11 for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for HUSI11 help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| HUSI11 had very high historical volatility over the last 90 days |
- Analyzing HUSI11'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 HUSI11's stock is overvalued or undervalued compared to its peers.
- Examining HUSI11'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 HUSI11's management team can have a significant impact on its success or failure. Reviewing the track record and experience of HUSI11's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of HUSI11's fund. These opinions can provide insight into HUSI11's potential for growth and whether the stock is currently undervalued or overvalued.
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
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