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, HUSI11's returns are expected to increase less than the market. However, during the bear market, the loss of holding HUSI11 is expected to be smaller as well.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in HUSI11 are ranked lower than 1 (%) of all funds and portfolios of funds over the last 90 days. 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 119,956 in HUSI11 on December 18, 2024 and sell it today you would earn a total of 44.00 from holding HUSI11 or generate 0.04% return on investment over 90 days. HUSI11 is generating 0.0578% of daily returns and assumes 3.4386% 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 = 0.0168
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | HUSI11 | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 3.44 actual daily | 30 70% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average HUSI11 is performing at about 1% 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 HUSI11 by adding it 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.
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk |