Alphacentric Symmetry Strategy Fund Manager Performance Evaluation

SYMAX Fund  USD 12.75  0.07  0.55%   
The fund shows a Beta (market volatility) of 0.0658, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Alphacentric Symmetry's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alphacentric Symmetry is expected to be smaller as well.

Risk-Adjusted Performance

6 of 100

 
Weak
 
Strong
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Alphacentric Symmetry Strategy are ranked lower than 6 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Alphacentric Symmetry is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
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Expense Ratio1.9600
  

Alphacentric Symmetry Relative Risk vs. Return Landscape

If you would invest  1,234  in Alphacentric Symmetry Strategy on September 11, 2024 and sell it today you would earn a total of  41.00  from holding Alphacentric Symmetry Strategy or generate 3.32% return on investment over 90 days. Alphacentric Symmetry Strategy is currently producing 0.0539% returns and takes up 0.6452% volatility of returns over 90 trading days. Put another way, 5% of traded mutual funds are less volatile than Alphacentric, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days horizon Alphacentric Symmetry is expected to generate 2.5 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.14 times less risky than the market. It trades about 0.08 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.18 of returns per unit of risk over similar time horizon.

Alphacentric Symmetry Current Valuation

Fairly Valued
Today
12.75
Please note that Alphacentric Symmetry's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Alphacentric Symmetry shows a prevailing Real Value of $12.65 per share. The current price of the fund is $12.75. We determine the value of Alphacentric Symmetry from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will blend.
Since Alphacentric Symmetry is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Alphacentric Mutual Fund. However, Alphacentric Symmetry'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  12.75 Real  12.65 Hype  12.75 Naive  12.79
The intrinsic value of Alphacentric Symmetry'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 Alphacentric Symmetry'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.
12.65
Real Value
13.29
Upside
Estimating the potential upside or downside of Alphacentric Symmetry Strategy helps investors to forecast how Alphacentric 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 Alphacentric Symmetry more accurately as focusing exclusively on Alphacentric Symmetry's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
12.6112.6912.78
Details
Hype
Prediction
LowEstimatedHigh
12.1112.7513.39
Details
Naive
Forecast
LowNext ValueHigh
12.1512.7913.43
Details

Alphacentric Symmetry Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Alphacentric Symmetry's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Alphacentric Symmetry Strategy, and traders can use it to determine the average amount a Alphacentric Symmetry'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 = 0.0836

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Estimated Market Risk

 0.65
  actual daily
5
95% of assets are more volatile

Expected Return

 0.05
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 0.08
  actual daily
6
94% of assets perform better
Based on monthly moving average Alphacentric Symmetry is performing at about 6% 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 Alphacentric Symmetry by adding it to a well-diversified portfolio.

Alphacentric Symmetry Fundamentals Growth

Alphacentric Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Alphacentric Symmetry, and Alphacentric Symmetry 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 Alphacentric Mutual Fund performance.

About Alphacentric Symmetry Performance

Evaluating Alphacentric Symmetry's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Alphacentric Symmetry 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 Alphacentric Symmetry 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 funds investment sub-advisor, Mount Lucas Management LP , seeks to achieve its investment objective by employing two complementary strategies Traditional Component Strategy and Alternative Component Strategy. The Sub-Advisor invests without restriction as to capitalization, country, credit quality, and debt maturity. The fund may invest in below investment grade debt instruments including securities that are in default. It is non-diversified.

Things to note about Alphacentric Symmetry performance evaluation

Checking the ongoing alerts about Alphacentric Symmetry for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Alphacentric Symmetry help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
The fund maintains about 24.38% of its assets in cash
Evaluating Alphacentric Symmetry's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Alphacentric Symmetry's mutual fund performance include:
  • Analyzing Alphacentric Symmetry'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 Alphacentric Symmetry's stock is overvalued or undervalued compared to its peers.
  • Examining Alphacentric Symmetry'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 Alphacentric Symmetry's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Alphacentric Symmetry's management team can help you assess the Mutual Fund's leadership.
  • Pay attention to analyst opinions and ratings of Alphacentric Symmetry's mutual fund. These opinions can provide insight into Alphacentric Symmetry's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Alphacentric Symmetry's mutual fund performance is not an exact science, and many factors can impact Alphacentric Symmetry's mutual fund market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Other Information on Investing in Alphacentric Mutual Fund

Alphacentric Symmetry financial ratios help investors to determine whether Alphacentric 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 Alphacentric with respect to the benefits of owning Alphacentric Symmetry security.
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