Fabwx Fund Manager Performance Evaluation
| FABWX Fund | USD 15.20 0.09 0.60% |
The fund shows a Beta (market volatility) of -0.0621, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fabwx are expected to decrease at a much lower rate. During the bear market, Fabwx is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Fabwx has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, Fabwx is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreFabwx |
Fabwx Relative Risk vs. Return Landscape
If you would invest 1,558 in Fabwx on February 19, 2025 and sell it today you would lose (38.00) from holding Fabwx or give up 2.44% of portfolio value over 90 days. Fabwx is currently producing negative expected returns and takes up 2.0871% volatility of returns over 90 trading days. Put another way, 18% of traded mutual funds are less volatile than Fabwx, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Fabwx Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fabwx's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Fabwx, and traders can use it to determine the average amount a Fabwx'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 = -0.0086
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FABWX |
Estimated Market Risk
| 2.09 actual daily | 18 82% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Fabwx 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 Fabwx by adding Fabwx to a well-diversified portfolio.
About Fabwx Performance
Evaluating Fabwx's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Fabwx 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 Fabwx 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.
Fabwx is entity of United States. It is traded as Fund on NMFQS exchange.Things to note about Fabwx performance evaluation
Checking the ongoing alerts about Fabwx for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Fabwx help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Fabwx generated a negative expected return over the last 90 days |
- Analyzing Fabwx'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 Fabwx's stock is overvalued or undervalued compared to its peers.
- Examining Fabwx'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 Fabwx's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Fabwx's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Fabwx's mutual fund. These opinions can provide insight into Fabwx's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Fabwx Mutual Fund
Fabwx financial ratios help investors to determine whether Fabwx 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 Fabwx with respect to the benefits of owning Fabwx security.
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