Fondo Mutuo (Chile) Performance
| CFMDIVO Etf | CLP 1,367 5.30 0.39% |
The etf shows a Beta (market volatility) of -0.1, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fondo Mutuo are expected to decrease at a much lower rate. During the bear market, Fondo Mutuo is likely to outperform the market.
Risk-Adjusted Performance
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in Fondo Mutuo ETF are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy fundamental indicators, Fondo Mutuo is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
| Fifty Two Week Low | 1,235.00 | |
| Fifty Two Week High | 1,540.50 |
Fondo |
Fondo Mutuo Relative Risk vs. Return Landscape
If you would invest 134,861 in Fondo Mutuo ETF on September 1, 2024 and sell it today you would earn a total of 1,879 from holding Fondo Mutuo ETF or generate 1.39% return on investment over 90 days. Fondo Mutuo ETF is generating 0.0253% of daily returns and assumes 0.6746% volatility on return distribution over the 90 days horizon. Simply put, 6% 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 |
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Fondo Mutuo Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fondo Mutuo's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Fondo Mutuo ETF, and traders can use it to determine the average amount a Fondo Mutuo'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 = 0.0375
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Estimated Market Risk
| 0.67 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 2 98% of assets perform better |
Based on monthly moving average Fondo Mutuo is performing at about 2% 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 Fondo Mutuo by adding it to a well-diversified portfolio.
About Fondo Mutuo Performance
By examining Fondo Mutuo's fundamental ratios, stakeholders can obtain critical insights into Fondo Mutuo's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Fondo Mutuo is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.