Mackenzie All Cap Fund Manager Performance Evaluation
| MFC4644 Fund | 62.13 1.09 1.79% |
The fund secures a Beta (Market Risk) of 0.51, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mackenzie All's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mackenzie All is expected to be smaller as well.
Risk-Adjusted Performance
21 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Mackenzie All Cap are ranked lower than 21 (%) of all funds and portfolios of funds over the last 90 days. Despite somewhat unfluctuating basic indicators, Mackenzie All sustained solid returns over the last few months and may actually be approaching a breakup point.
...moreMackenzie |
Mackenzie All Relative Risk vs. Return Landscape
If you would invest 5,295 in Mackenzie All Cap on September 14, 2024 and sell it today you would earn a total of 918.00 from holding Mackenzie All Cap or generate 17.34% return on investment over 90 days. Mackenzie All Cap is generating 0.2585% of daily returns and assumes 0.9439% volatility on return distribution over the 90 days horizon. Simply put, 8% of funds are less volatile than Mackenzie, and 95% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Mackenzie All Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mackenzie All's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Mackenzie All Cap, and traders can use it to determine the average amount a Mackenzie All'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 = 0.2739
| Best Portfolio | Best Equity | |||
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| Small Returns | MFC4644 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.94 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.26 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.27 actual daily | 21 79% of assets perform better |
Based on monthly moving average Mackenzie All is performing at about 21% 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 Mackenzie All by adding it to a well-diversified portfolio.
About Mackenzie All Performance
By analyzing Mackenzie All's fundamental ratios, stakeholders can gain valuable insights into Mackenzie All's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Mackenzie All 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 Mackenzie All has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Mackenzie All is entity of Canada. It is traded as Fund on TO exchange.Things to note about Mackenzie All Cap performance evaluation
Checking the ongoing alerts about Mackenzie All for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Mackenzie All Cap help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Mackenzie All's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Mackenzie All's fund performance include:- Analyzing Mackenzie All'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 Mackenzie All's stock is overvalued or undervalued compared to its peers.
- Examining Mackenzie All'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 Mackenzie All's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Mackenzie All's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Mackenzie All's fund. These opinions can provide insight into Mackenzie All's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Mackenzie Fund
Mackenzie All financial ratios help investors to determine whether Mackenzie 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 Mackenzie with respect to the benefits of owning Mackenzie All security.
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