Ci Global Alpha Fund Manager Performance Evaluation
| CIG18006 | 95.95 0.14 0.15% |
The fund owns a Beta (Systematic Risk) of -0.0636, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CI Global are expected to decrease at a much lower rate. During the bear market, CI Global is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days CI Global Alpha has generated negative risk-adjusted returns adding no value to fund investors. Despite unfluctuating performance in the last few months, the Fund's basic indicators remain somewhat strong which may send shares a bit higher in April 2025. The current disturbance may also be a sign of long term up-swing for the fund investors.
...moreCIG18006 |
CI Global Relative Risk vs. Return Landscape
If you would invest 11,215 in CI Global Alpha on December 24, 2024 and sell it today you would lose (1,620) from holding CI Global Alpha or give up 14.44% of portfolio value over 90 days. CI Global Alpha is generating negative expected returns and assumes 1.8115% volatility on return distribution over the 90 days horizon. Simply put, 16% of funds are less volatile than CIG18006, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CI Global Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CI Global's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as CI Global Alpha, and traders can use it to determine the average amount a CI Global'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 = -0.1343
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CIG18006 |
Estimated Market Risk
| 1.81 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.24 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CI Global 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 CI Global by adding CI Global to a well-diversified portfolio.
Things to note about CI Global Alpha performance evaluation
Checking the ongoing alerts about CI Global for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for CI Global Alpha help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| CI Global Alpha generated a negative expected return over the last 90 days |
- Analyzing CI Global'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 CI Global's stock is overvalued or undervalued compared to its peers.
- Examining CI Global'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 CI Global's management team can have a significant impact on its success or failure. Reviewing the track record and experience of CI Global's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of CI Global's fund. These opinions can provide insight into CI Global's potential for growth and whether the stock is currently undervalued or overvalued.
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