UBS 100 (Switzerland) Manager Performance Evaluation
| 0P00013BS3 | 143.88 0.00 0.00% |
The entity has a beta of -0.24, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning UBS 100 are expected to decrease at a much lower rate. During the bear market, UBS 100 is likely to outperform the market.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days UBS 100 Index Fund has generated negative risk-adjusted returns adding no value to fund investors. Despite somewhat strong basic indicators, UBS 100 is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors.
...moreUBS |
UBS 100 Relative Risk vs. Return Landscape
If you would invest 14,925 in UBS 100 Index Fund on October 5, 2024 and sell it today you would lose (537.00) from holding UBS 100 Index Fund or give up 3.6% of portfolio value over 90 days. UBS 100 Index Fund is generating negative expected returns and assumes 0.6689% volatility on return distribution over the 90 days horizon. Simply put, 5% of funds are less volatile than UBS, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
UBS 100 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for UBS 100's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as UBS 100 Index Fund, and traders can use it to determine the average amount a UBS 100'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 = -0.0895
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 0P00013BS3 |
Estimated Market Risk
| 0.67 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 UBS 100 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 UBS 100 by adding UBS 100 to a well-diversified portfolio.
Things to note about UBS 100 Index performance evaluation
Checking the ongoing alerts about UBS 100 for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for UBS 100 Index help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| UBS 100 Index is not yet fully synchronised with the market data | |
| UBS 100 Index generated a negative expected return over the last 90 days |
- Analyzing UBS 100'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 UBS 100's stock is overvalued or undervalued compared to its peers.
- Examining UBS 100'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 UBS 100's management team can have a significant impact on its success or failure. Reviewing the track record and experience of UBS 100's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of UBS 100's fund. These opinions can provide insight into UBS 100's potential for growth and whether the stock is currently undervalued or overvalued.
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm |