REAL INVESTOR (Brazil) Manager Performance Evaluation
| RINV11 Fund | 94.96 0.79 0.83% |
The fund owns a Beta (Systematic Risk) of -0.1, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning REAL INVESTOR are expected to decrease at a much lower rate. During the bear market, REAL INVESTOR is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days REAL INVESTOR FUNDO has generated negative risk-adjusted returns adding no value to fund investors. Despite somewhat strong basic indicators, REAL INVESTOR is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreREAL |
REAL INVESTOR Relative Risk vs. Return Landscape
If you would invest 10,094 in REAL INVESTOR FUNDO on October 20, 2024 and sell it today you would lose (598.00) from holding REAL INVESTOR FUNDO or give up 5.92% of portfolio value over 90 days. REAL INVESTOR FUNDO is generating negative expected returns and assumes 1.0293% volatility on return distribution over the 90 days horizon. Simply put, 9% of funds are less volatile than REAL, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
REAL INVESTOR Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for REAL INVESTOR's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as REAL INVESTOR FUNDO, and traders can use it to determine the average amount a REAL INVESTOR'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 = -0.0937
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | RINV11 |
Estimated Market Risk
| 1.03 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.1 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average REAL INVESTOR 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 REAL INVESTOR by adding REAL INVESTOR to a well-diversified portfolio.
Things to note about REAL INVESTOR FUNDO performance evaluation
Checking the ongoing alerts about REAL INVESTOR for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for REAL INVESTOR FUNDO help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| REAL INVESTOR FUNDO generated a negative expected return over the last 90 days |
- Analyzing REAL INVESTOR'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 REAL INVESTOR's stock is overvalued or undervalued compared to its peers.
- Examining REAL INVESTOR'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 REAL INVESTOR's management team can have a significant impact on its success or failure. Reviewing the track record and experience of REAL INVESTOR's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of REAL INVESTOR's fund. These opinions can provide insight into REAL INVESTOR's potential for growth and whether the stock is currently undervalued or overvalued.
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities |