Performa Real (Brazil) Manager Performance Evaluation
| PEMA11 Fund | 30.50 0.50 1.67% |
The fund holds a Beta of -0.86, which implies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Performa Real are expected to decrease slowly. On the other hand, during market turmoil, Performa Real is expected to outperform it slightly.
Risk-Adjusted Performance
3 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Performa Real Estate are ranked lower than 3 (%) of all funds and portfolios of funds over the last 90 days. Despite somewhat weak primary indicators, Performa Real sustained solid returns over the last few months and may actually be approaching a breakup point.
...morePerforma |
Performa Real Relative Risk vs. Return Landscape
If you would invest 2,847 in Performa Real Estate on September 18, 2024 and sell it today you would earn a total of 203.00 from holding Performa Real Estate or generate 7.13% return on investment over 90 days. Performa Real Estate is generating 0.2464% of daily returns and assumes 5.1863% volatility on return distribution over the 90 days horizon. Simply put, 46% of funds are less volatile than Performa, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Performa Real Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Performa Real's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Performa Real Estate, and traders can use it to determine the average amount a Performa Real'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 = 0.0475
| Best Portfolio | Best Equity | |||
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| Small Returns | PEMA11 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 5.19 actual daily | 46 54% of assets are more volatile |
Expected Return
| 0.25 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 3 97% of assets perform better |
Based on monthly moving average Performa Real is performing at about 3% 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 Performa Real by adding it to a well-diversified portfolio.
Things to note about Performa Real Estate performance evaluation
Checking the ongoing alerts about Performa Real for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Performa Real Estate help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Performa Real Estate had very high historical volatility over the last 90 days |
- Analyzing Performa Real'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 Performa Real's stock is overvalued or undervalued compared to its peers.
- Examining Performa Real'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 Performa Real's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Performa Real's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Performa Real's fund. These opinions can provide insight into Performa Real's potential for growth and whether the stock is currently undervalued or overvalued.
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