Campbell Systematic Macro Fund Manager Performance Evaluation
| EBSIX Fund | USD 9.69 0.02 0.21% |
The fund shows a Beta (market volatility) of 0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Campbell Systematic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Campbell Systematic is expected to be smaller as well.
Risk-Adjusted Performance
1 of 100
Weak | Strong |
Weak
Compared to the overall equity markets, risk-adjusted returns on investments in Campbell Systematic Macro are ranked lower than 1 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong forward indicators, Campbell Systematic is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio Date | 1st of February 2020 | |
| Expense Ratio | 1.7500 |
Campbell |
Campbell Systematic Relative Risk vs. Return Landscape
If you would invest 960.00 in Campbell Systematic Macro on September 23, 2024 and sell it today you would earn a total of 9.00 from holding Campbell Systematic Macro or generate 0.94% return on investment over 90 days. Campbell Systematic Macro is currently producing 0.0165% returns and takes up 0.6546% volatility of returns over 90 trading days. Put another way, 5% of traded mutual funds are less volatile than Campbell, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Campbell Systematic Current Valuation
Fairly Valued
Today
Please note that Campbell Systematic's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Campbell Systematic Macro shows a prevailing Real Value of $9.66 per share. The current price of the fund is $9.69. We determine the value of Campbell Systematic Macro from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will blend.
Since Campbell Systematic is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Campbell Mutual Fund. However, Campbell Systematic's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 9.69 | Real 9.66 | Hype 9.69 |
The intrinsic value of Campbell Systematic's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Campbell Systematic's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Campbell Systematic Macro helps investors to forecast how Campbell mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Campbell Systematic more accurately as focusing exclusively on Campbell Systematic's fundamentals will not take into account other important factors: Campbell Systematic Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Campbell Systematic's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Campbell Systematic Macro, and traders can use it to determine the average amount a Campbell Systematic'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 = 0.0252
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | EBSIX |
Estimated Market Risk
| 0.65 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 1 99% of assets perform better |
Based on monthly moving average Campbell Systematic is performing at about 1% 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 Campbell Systematic by adding it to a well-diversified portfolio.
Campbell Systematic Fundamentals Growth
Campbell Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Campbell Systematic, and Campbell Systematic fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Campbell Mutual Fund performance.
| Total Asset | 137.83 M | ||||
About Campbell Systematic Performance
Evaluating Campbell Systematic's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Campbell Systematic 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 Campbell Systematic 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.
The fund pursues its investment objective by investing its assets pursuant to the Campbell Systematic Macro Program allocating up to 25 percent of its total assets in its wholly-owned subsidiary, Campbell Systematic Macro Offshore Limited , which is organized under the acts of the Cayman Islands and employs the Advisers Campbell Systematic Macro Program, and allocating the remainder of its assets directly in a portfolio of investment grade securities for cash management purposes. It is non-diversified.Things to note about Campbell Systematic Macro performance evaluation
Checking the ongoing alerts about Campbell Systematic for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Campbell Systematic Macro help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund retains about 58.18% of its assets under management (AUM) in cash |
- Analyzing Campbell Systematic'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 Campbell Systematic's stock is overvalued or undervalued compared to its peers.
- Examining Campbell Systematic'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 Campbell Systematic's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Campbell Systematic's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Campbell Systematic's mutual fund. These opinions can provide insight into Campbell Systematic's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Campbell Mutual Fund
Campbell Systematic financial ratios help investors to determine whether Campbell Mutual Fund 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 Campbell with respect to the benefits of owning Campbell Systematic security.
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