Fondo De (Chile) Performance
| CFIETFGE | CLP 2,520 28.00 1.10% |
The etf shows a Beta (market volatility) of 0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, Fondo De's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fondo De is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Fondo De Inversion has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, Fondo De is not utilizing all of its potentials. The latest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| Fifty Two Week Low | 1,142.00 | |
| Fifty Two Week High | 1,894.90 |
Fondo |
Fondo De Relative Risk vs. Return Landscape
If you would invest 260,560 in Fondo De Inversion on November 28, 2024 and sell it today you would lose (8,550) from holding Fondo De Inversion or give up 3.28% of portfolio value over 90 days. Fondo De Inversion is generating negative expected returns and assumes 0.8663% volatility on return distribution over the 90 days horizon. Simply put, 7% of etfs are less volatile than Fondo, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Fondo De Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fondo De's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Fondo De Inversion, and traders can use it to determine the average amount a Fondo De'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 = -0.0589
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CFIETFGE |
Estimated Market Risk
| 0.87 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Fondo De 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 Fondo De by adding Fondo De to a well-diversified portfolio.
About Fondo De Performance
By analyzing Fondo De's fundamental ratios, stakeholders can gain valuable insights into Fondo De's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Fondo De has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Fondo De has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| Fondo De Inversion generated a negative expected return over the last 90 days |
Other Information on Investing in Fondo Etf
Fondo De financial ratios help investors to determine whether Fondo Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Fondo with respect to the benefits of owning Fondo De security.