Julius Baer (Switzerland) Manager Performance Evaluation

0P00016XV3   146.65  0.15  0.10%   
The fund retains a Market Volatility (i.e., Beta) of 0.0941, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Julius Baer's returns are expected to increase less than the market. However, during the bear market, the loss of holding Julius Baer is expected to be smaller as well.

Risk-Adjusted Performance

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Over the last 90 days Julius Baer Edelweiss has generated negative risk-adjusted returns adding no value to fund investors. Despite latest unsteady performance, the Fund's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the fund investors.
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Julius Baer Relative Risk vs. Return Landscape

If you would invest  15,774  in Julius Baer Edelweiss on September 26, 2024 and sell it today you would lose (1,109) from holding Julius Baer Edelweiss or give up 7.03% of portfolio value over 90 days. Julius Baer Edelweiss is generating negative expected returns and assumes 0.6125% volatility on return distribution over the 90 days horizon. Simply put, 5% of funds are less volatile than Julius, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
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Assuming the 90 days trading horizon Julius Baer is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.32 times less risky than the market. the firm trades about -0.19 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.06 of returns per unit of risk over similar time horizon.

Julius Baer Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Julius Baer's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Julius Baer Edelweiss, and traders can use it to determine the average amount a Julius Baer'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 = -0.1858

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Estimated Market Risk

 0.61
  actual daily
5
95% of assets are more volatile

Expected Return

 -0.11
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Most of other assets have higher returns

Risk-Adjusted Return

 -0.19
  actual daily
0
Most of other assets perform better
Based on monthly moving average Julius Baer 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 Julius Baer by adding Julius Baer to a well-diversified portfolio.

Things to note about Julius Baer Edelweiss performance evaluation

Checking the ongoing alerts about Julius Baer for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Julius Baer Edelweiss help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Julius Baer generated a negative expected return over the last 90 days
Evaluating Julius Baer's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Julius Baer's fund performance include:
  • Analyzing Julius Baer'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 Julius Baer's stock is overvalued or undervalued compared to its peers.
  • Examining Julius Baer'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 Julius Baer's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Julius Baer's management team can help you assess the Fund's leadership.
  • Pay attention to analyst opinions and ratings of Julius Baer's fund. These opinions can provide insight into Julius Baer's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Julius Baer's fund performance is not an exact science, and many factors can impact Julius Baer's fund market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.
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