Swissinvest Real (Switzerland) Manager Performance Evaluation
| SREF Fund | 206.00 3.00 1.44% |
The entity has a beta of 0.0634, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Swissinvest Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Swissinvest Real is expected to be smaller as well.
Risk-Adjusted Performance
2 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Swissinvest Real Estate are ranked lower than 2 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly stable basic indicators, Swissinvest Real is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors.
...moreSwissinvest |
Swissinvest Real Relative Risk vs. Return Landscape
If you would invest 20,200 in Swissinvest Real Estate on September 27, 2024 and sell it today you would earn a total of 400.00 from holding Swissinvest Real Estate or generate 1.98% return on investment over 90 days. Swissinvest Real Estate is generating 0.0354% of daily returns and assumes 0.9329% volatility on return distribution over the 90 days horizon. Simply put, 8% of funds are less volatile than Swissinvest, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Swissinvest Real Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Swissinvest Real's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Swissinvest Real Estate, and traders can use it to determine the average amount a Swissinvest 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 = 0.038
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SREF |
Estimated Market Risk
| 0.93 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 2 98% of assets perform better |
Based on monthly moving average Swissinvest Real is performing at about 2% 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 Swissinvest Real by adding it to a well-diversified portfolio.
Things to note about Swissinvest Real Estate performance evaluation
Checking the ongoing alerts about Swissinvest Real for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Swissinvest Real Estate help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Swissinvest Real's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Swissinvest Real's fund performance include:- Analyzing Swissinvest 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 Swissinvest Real's stock is overvalued or undervalued compared to its peers.
- Examining Swissinvest 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 Swissinvest Real's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Swissinvest Real's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Swissinvest Real's fund. These opinions can provide insight into Swissinvest Real's potential for growth and whether the stock is currently undervalued or overvalued.
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities |