FD Invest (Brazil) Manager Performance Evaluation
The fund owns a Beta (Systematic Risk) of 0.44, which means possible diversification benefits within a given portfolio. As returns on the market increase, FD Invest's returns are expected to increase less than the market. However, during the bear market, the loss of holding FD Invest is expected to be smaller as well.
Risk-Adjusted Performance
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Weak
Over the last 90 days FD Invest Imob has generated negative risk-adjusted returns adding no value to fund investors. Despite somewhat strong basic indicators, FD Invest is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Fifty Two Week Low | 168.25 | |
| Fifty Two Week High | 174.99 |
HTMX11 |
FD Invest Relative Risk vs. Return Landscape
If you would invest 17,202 in FD Invest Imob on February 2, 2024 and sell it today you would earn a total of 398.00 from holding FD Invest Imob or generate 2.31% return on investment over 90 days. FD Invest Imob is generating 0.0531% of daily returns and assumes 1.7356% volatility on return distribution over the 90 days horizon. Simply put, 15% of funds are less volatile than HTMX11, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
FD Invest Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FD Invest's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as FD Invest Imob, and traders can use it to determine the average amount a FD Invest'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 = 0.0306
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
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| Cash | Small Risk | HTMX11 | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.74 actual daily | 15 85% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average FD Invest 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 FD Invest by adding it to a well-diversified portfolio.
About FD Invest Performance
To evaluate FD Invest Imob Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when FD Invest generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare HTMX11 Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand FD Invest Imob market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents HTMX11's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Things to note about FD Invest Imob performance evaluation
Checking the ongoing alerts about FD Invest for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for FD Invest Imob help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating FD Invest's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate FD Invest's fund performance include:- Analyzing FD Invest'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 FD Invest's stock is overvalued or undervalued compared to its peers.
- Examining FD Invest'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 FD Invest's management team can have a significant impact on its success or failure. Reviewing the track record and experience of FD Invest's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of FD Invest's fund. These opinions can provide insight into FD Invest's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in FD Invest Imob. Also, note that the market value of any fund could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Please note, there is a significant difference between FD Invest's value and its price as these two are different measures arrived at by different means. Investors typically determine if FD Invest is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FD Invest's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.