Fondo Mutuo (Chile) Performance
| CFMITNIPSA | CLP 3,763 3.60 0.1% |
The etf shows a Beta (market volatility) of 0.16, which means not very significant fluctuations relative to the market. As returns on the market increase, Fondo Mutuo's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fondo Mutuo is expected to be smaller as well.
Risk-Adjusted Performance
Strong
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Fondo Mutuo ETF are ranked lower than 26 (%) of all global equities and portfolios over the last 90 days. Despite fairly unsteady forward indicators, Fondo Mutuo demonstrated solid returns over the last few months and may actually be approaching a breakup point. ...more
| Fifty Two Week Low | 3,385.00 | |
| Fifty Two Week High | 3,990.00 |
Fondo |
Fondo Mutuo Relative Risk vs. Return Landscape
If you would invest 330,960 in Fondo Mutuo ETF on December 21, 2024 and sell it today you would earn a total of 45,680 from holding Fondo Mutuo ETF or generate 13.8% return on investment over 90 days. Fondo Mutuo ETF is generating 0.2107% of daily returns and assumes 0.6345% volatility on return distribution over the 90 days horizon. Simply put, 5% of etfs are less volatile than Fondo, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
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 = 0.3321
| Best Portfolio | Best Equity | |||
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| Small Returns | CFMITNIPSA | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.63 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.21 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.33 actual daily | 26 74% of assets perform better |
Based on monthly moving average Fondo Mutuo is performing at about 26% 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 evaluating Fondo Mutuo's fundamental ratios, stakeholders can gain valuable insights into Fondo Mutuo's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Fondo Mutuo 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 Mutuo has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.