Fondo De (Chile) Performance
| CFIETFCC | CLP 1,402 1.00 0.07% |
The etf shows a Beta (market volatility) of -0.0173, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fondo De are expected to decrease at a much lower rate. During the bear market, Fondo De is likely to outperform the market.
Risk-Adjusted Performance
12 of 100
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Good
Compared to the overall equity markets, risk-adjusted returns on investments in Fondo De Inversion are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound basic indicators, Fondo De is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
| Fifty Two Week Low | 1,038.20 | |
| Fifty Two Week High | 1,054.60 |
Fondo |
Fondo De Relative Risk vs. Return Landscape
If you would invest 138,440 in Fondo De Inversion on August 30, 2024 and sell it today you would earn a total of 1,790 from holding Fondo De Inversion or generate 1.29% return on investment over 90 days. Fondo De Inversion is generating 0.0215% of daily returns and assumes 0.1349% volatility on return distribution over the 90 days horizon. Simply put, 1% of etfs are less volatile than Fondo, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Fondo De Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fondo De's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Fondo De Inversion, and traders can use it to determine the average amount a Fondo De'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 = 0.1594
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| Negative Returns | CFIETFCC |
Estimated Market Risk
| 0.13 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Fondo De is performing at about 12% 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 Fondo De by adding it to a well-diversified portfolio.
About Fondo De Performance
By analyzing Fondo De's fundamental ratios, stakeholders can gain valuable insights into Fondo De's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Fondo De 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 Fondo De has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.