Frost Low Duration Fund Manager Performance Evaluation
| FADLX Fund | USD 9.85 0.02 0.20% |
The fund shows a Beta (market volatility) of 0.0053, which means not very significant fluctuations relative to the market. As returns on the market increase, Frost Low's returns are expected to increase less than the market. However, during the bear market, the loss of holding Frost Low is expected to be smaller as well.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days Frost Low Duration has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong essential indicators, Frost Low 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 | 28th of November 2022 | |
| Expense Ratio | 0.6900 |
Frost |
Frost Low Relative Risk vs. Return Landscape
If you would invest 994.00 in Frost Low Duration on September 16, 2024 and sell it today you would lose (9.00) from holding Frost Low Duration or give up 0.91% of portfolio value over 90 days. Frost Low Duration is currently producing negative expected returns and takes up 0.1185% volatility of returns over 90 trading days. Put another way, 1% of traded mutual funds are less volatile than Frost, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Frost Low Current Valuation
Fairly Valued
Today
Please note that Frost Low's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Frost Low Duration shows a prevailing Real Value of $9.76 per share. The current price of the fund is $9.85. We determine the value of Frost Low Duration from reviewing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we advise acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will submerge.
Since Frost Low is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Frost Mutual Fund. However, Frost Low'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 9.85 | Real 9.76 | Hype 9.85 | Naive 9.85 |
The intrinsic value of Frost Low'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 Frost Low'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 Frost Low Duration helps investors to forecast how Frost 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 Frost Low more accurately as focusing exclusively on Frost Low's fundamentals will not take into account other important factors: Frost Low Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frost Low's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Frost Low Duration, and traders can use it to determine the average amount a Frost Low'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 = -0.1175
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FADLX |
Estimated Market Risk
| 0.12 actual daily | 1 99% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Frost Low 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 Frost Low by adding Frost Low to a well-diversified portfolio.
Frost Low Fundamentals Growth
Frost Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Frost Low, and Frost Low 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 Frost Mutual Fund performance.
| Total Asset | 18.02 M | ||||
About Frost Low Performance
Evaluating Frost Low's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Frost Low 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 Frost Low 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 invests at least 80 percent of its net assets, plus any borrowings for investment purposes, in fixed income securities. Its emphasis is on total return with low volatility by investing primarily in shorter-term investment grade securities. The fund invests in a diversified mix of taxable fixed income securities. The Adviser actively manages the maturity of the fund and purchases securities which will, on average, mature in less than 5 years.Things to note about Frost Low Duration performance evaluation
Checking the ongoing alerts about Frost Low for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Frost Low Duration help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Frost Low Duration generated a negative expected return over the last 90 days | |
| The fund retains about 8.62% of its assets under management (AUM) in fixed income securities |
- Analyzing Frost Low'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 Frost Low's stock is overvalued or undervalued compared to its peers.
- Examining Frost Low'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 Frost Low's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Frost Low's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Frost Low's mutual fund. These opinions can provide insight into Frost Low's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Frost Mutual Fund
Frost Low financial ratios help investors to determine whether Frost 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 Frost with respect to the benefits of owning Frost Low security.
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