Itau Fundo (Brazil) Manager Performance Evaluation
| IFRI11 Fund | 86.40 1.00 1.14% |
The fund retains a Market Volatility (i.e., Beta) of -0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Itau Fundo are expected to decrease at a much lower rate. During the bear market, Itau Fundo is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days Itau Fundo De has generated negative risk-adjusted returns adding no value to fund investors. Despite weak performance in the last few months, the Fund's basic indicators remain somewhat strong which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long term up-swing for the fund investors.
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Itau Fundo Relative Risk vs. Return Landscape
If you would invest 10,034 in Itau Fundo De on September 13, 2024 and sell it today you would lose (1,394) from holding Itau Fundo De or give up 13.89% of portfolio value over 90 days. Itau Fundo De is generating negative expected returns and assumes 0.9201% volatility on return distribution over the 90 days horizon. Simply put, 8% of funds are less volatile than Itau, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Itau Fundo Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Itau Fundo's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Itau Fundo De, and traders can use it to determine the average amount a Itau Fundo'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 = -0.2573
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| Negative Returns | IFRI11 |
Estimated Market Risk
| 0.92 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.24 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.26 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Itau Fundo 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 Itau Fundo by adding Itau Fundo to a well-diversified portfolio.
Things to note about Itau Fundo De performance evaluation
Checking the ongoing alerts about Itau Fundo for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Itau Fundo De help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Itau Fundo De generated a negative expected return over the last 90 days |
- Analyzing Itau Fundo'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 Itau Fundo's stock is overvalued or undervalued compared to its peers.
- Examining Itau Fundo'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 Itau Fundo's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Itau Fundo's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Itau Fundo's fund. These opinions can provide insight into Itau Fundo's potential for growth and whether the stock is currently undervalued or overvalued.
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