Managed Volatility Fund Manager Performance Evaluation
| BRBPX Fund | USD 10.85 0.00 0.00% |
The fund secures a Beta (Market Risk) of 0.0038, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Managed Volatility's returns are expected to increase less than the market. However, during the bear market, the loss of holding Managed Volatility is expected to be smaller as well.
Risk-Adjusted Performance
26 of 100
Weak | Strong |
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Managed Volatility Fund are ranked lower than 26 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Managed Volatility is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio Date | 31st of October 2022 | |
| Expense Ratio | 0.9500 |
Managed |
Managed Volatility Relative Risk vs. Return Landscape
If you would invest 1,079 in Managed Volatility Fund on September 26, 2024 and sell it today you would earn a total of 6.00 from holding Managed Volatility Fund or generate 0.56% return on investment over 90 days. Managed Volatility Fund is currently producing 0.0097% returns and takes up 0.0286% volatility of returns over 90 trading days. Put another way, 0% of traded mutual funds are less volatile than Managed, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Managed Volatility Current Valuation
Fairly Valued
Today
Please note that Managed Volatility's price fluctuation is very steady at this time. At this time, the fund appears to be fairly valued. Managed Volatility secures a last-minute Real Value of $10.79 per share. The latest price of the fund is $10.85. We determine the value of Managed Volatility from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will merge together.
Since Managed Volatility is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Managed Mutual Fund. However, Managed Volatility's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 10.85 | Real 10.79 | Hype 10.85 |
The intrinsic value of Managed Volatility's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Managed Volatility's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Managed Volatility Fund helps investors to forecast how Managed mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Managed Volatility more accurately as focusing exclusively on Managed Volatility's fundamentals will not take into account other important factors: Managed Volatility Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Managed Volatility's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Managed Volatility Fund, and traders can use it to determine the average amount a Managed Volatility'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 = 0.34
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| BRBPX |
Based on monthly moving average Managed Volatility is performing at about 26% 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 Managed Volatility by adding it to a well-diversified portfolio.
Managed Volatility Fundamentals Growth
Managed Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Managed Volatility, and Managed Volatility fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Managed Mutual Fund performance.
| Price To Earning | 16.53 X | ||||
| Price To Book | 2.57 X | ||||
| Price To Sales | 1.45 X | ||||
About Managed Volatility Performance
Evaluating Managed Volatility's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Managed Volatility 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 Managed Volatility 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.
Up to 75 percent of its total assets may be invested in common stocks and options on any size companies on which options are traded on a national securities exchange. At all times, at least 25 percent of its total assets will be invested in equities. The fund may invest up to 15 percent of its total assets in foreign securities. The Adviser normally invests at least 25 percent of its total assets in money market funds or fixed-income securities.Things to note about Managed Volatility performance evaluation
Checking the ongoing alerts about Managed Volatility for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Managed Volatility help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Managed Volatility is not yet fully synchronised with the market data | |
| The fund holds about 39.23% of its assets under management (AUM) in cash |
- Analyzing Managed Volatility'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 Managed Volatility's stock is overvalued or undervalued compared to its peers.
- Examining Managed Volatility'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 Managed Volatility's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Managed Volatility's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Managed Volatility's mutual fund. These opinions can provide insight into Managed Volatility's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Managed Mutual Fund
Managed Volatility financial ratios help investors to determine whether Managed 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 Managed with respect to the benefits of owning Managed Volatility security.
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