Btsp II (Brazil) Manager Performance Evaluation
| BTSI11 Fund | 111.60 0.00 0.00% |
The fund shows a Beta (market volatility) of 0.0295, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Btsp II's returns are expected to increase less than the market. However, during the bear market, the loss of holding Btsp II is expected to be smaller as well.
Risk-Adjusted Performance
6 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Btsp II Fundo are ranked lower than 6 (%) of all funds and portfolios of funds over the last 90 days. Despite somewhat strong basic indicators, Btsp II is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
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Btsp II Relative Risk vs. Return Landscape
If you would invest 11,083 in Btsp II Fundo on October 24, 2024 and sell it today you would earn a total of 77.00 from holding Btsp II Fundo or generate 0.69% return on investment over 90 days. Btsp II Fundo is generating 0.0121% of daily returns and assumes 0.1545% volatility on return distribution over the 90 days horizon. Simply put, 1% of funds are less volatile than Btsp, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Btsp II Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Btsp II's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Btsp II Fundo, and traders can use it to determine the average amount a Btsp II'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 = 0.078
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| Negative Returns | BTSI11 |
Estimated Market Risk
| 0.15 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average Btsp II is performing at about 6% 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 Btsp II by adding it to a well-diversified portfolio.
Things to note about Btsp II Fundo performance evaluation
Checking the ongoing alerts about Btsp II for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Btsp II Fundo help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Btsp II's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Btsp II's fund performance include:- Analyzing Btsp II'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 Btsp II's stock is overvalued or undervalued compared to its peers.
- Examining Btsp II'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 Btsp II's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Btsp II's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Btsp II's fund. These opinions can provide insight into Btsp II's potential for growth and whether the stock is currently undervalued or overvalued.
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