Jhancock Global Climate Fund Manager Performance Evaluation
| JLFSX Fund | 11.07 0.64 5.47% |
The fund retains a Market Volatility (i.e., Beta) of 0.48, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Jhancock Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jhancock Global is expected to be smaller as well.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days Jhancock Global Climate has generated negative risk-adjusted returns adding no value to fund investors. In spite of latest weak performance, the Fund's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the fund investors.
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Jhancock Global Relative Risk vs. Return Landscape
If you would invest 1,192 in Jhancock Global Climate on September 24, 2024 and sell it today you would lose (85.00) from holding Jhancock Global Climate or give up 7.13% of portfolio value over 90 days. Jhancock Global Climate is currently producing negative expected returns and takes up 0.9521% volatility of returns over 90 trading days. Put another way, 8% of traded mutual funds are less volatile than Jhancock, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Jhancock Global Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jhancock Global's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Jhancock Global Climate, and traders can use it to determine the average amount a Jhancock Global'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 = -0.1166
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| Negative Returns | JLFSX |
Estimated Market Risk
| 0.95 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Jhancock Global 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 Jhancock Global by adding Jhancock Global to a well-diversified portfolio.
Things to note about Jhancock Global Climate performance evaluation
Checking the ongoing alerts about Jhancock Global for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Jhancock Global Climate help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Jhancock Global generated a negative expected return over the last 90 days |
- Analyzing Jhancock Global'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 Jhancock Global's stock is overvalued or undervalued compared to its peers.
- Examining Jhancock Global'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 Jhancock Global's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Jhancock Global's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Jhancock Global's mutual fund. These opinions can provide insight into Jhancock Global's potential for growth and whether the stock is currently undervalued or overvalued.
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