ALM ES (Germany) Manager Performance Evaluation
| 0P0001NBQF | 117.50 1.00 0.86% |
The fund shows a Beta (market volatility) of 0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ALM ES's returns are expected to increase less than the market. However, during the bear market, the loss of holding ALM ES is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days ALM ES Actions has generated negative risk-adjusted returns adding no value to fund investors. In spite of latest weak performance, the Fund's basic indicators remain healthy and the recent disarray on Wall Street may also be a sign of long period gains for the fund investors.
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ALM ES Relative Risk vs. Return Landscape
If you would invest 12,937 in ALM ES Actions on December 16, 2024 and sell it today you would lose (1,187) from holding ALM ES Actions or give up 9.18% of portfolio value over 90 days. ALM ES Actions is generating negative expected returns and assumes 0.837% volatility on return distribution over the 90 days horizon. Simply put, 7% of funds are less volatile than ALM, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ALM ES Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ALM ES's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as ALM ES Actions, and traders can use it to determine the average amount a ALM ES'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 = -0.1906
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 0P0001NBQF |
Estimated Market Risk
| 0.84 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.16 actual daily | 0 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 ALM ES 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 ALM ES by adding ALM ES to a well-diversified portfolio.
Things to note about ALM ES Actions performance evaluation
Checking the ongoing alerts about ALM ES for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for ALM ES Actions help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ALM ES Actions generated a negative expected return over the last 90 days |
- Analyzing ALM ES'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 ALM ES's stock is overvalued or undervalued compared to its peers.
- Examining ALM ES'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 ALM ES's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ALM ES's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of ALM ES's fund. These opinions can provide insight into ALM ES's potential for growth and whether the stock is currently undervalued or overvalued.
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