Alphacentric Hedged Market Fund Manager Performance Evaluation
| HMXIX Fund | USD 29.77 0.13 0.44% |
The fund shows a Beta (market volatility) of 0.61, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Alphacentric Hedged's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alphacentric Hedged is expected to be smaller as well.
Risk-Adjusted Performance
17 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Alphacentric Hedged Market are ranked lower than 17 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak forward indicators, Alphacentric Hedged may actually be approaching a critical reversion point that can send shares even higher in January 2025.
...more| Expense Ratio Date | 1st of August 2022 | |
| Expense Ratio | 2.0200 |
Alphacentric |
Alphacentric Hedged Relative Risk vs. Return Landscape
If you would invest 2,769 in Alphacentric Hedged Market on September 2, 2024 and sell it today you would earn a total of 208.00 from holding Alphacentric Hedged Market or generate 7.51% return on investment over 90 days. Alphacentric Hedged Market is currently producing 0.1145% returns and takes up 0.5148% volatility of returns over 90 trading days. Put another way, 4% of traded mutual funds are less volatile than Alphacentric, and 98% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Alphacentric Hedged Current Valuation
Fairly Valued
Today
Please note that Alphacentric Hedged's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Alphacentric Hedged shows a prevailing Real Value of $29.47 per share. The current price of the fund is $29.77. We determine the value of Alphacentric Hedged from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will blend.
Since Alphacentric Hedged is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Alphacentric Mutual Fund. However, Alphacentric Hedged'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 29.77 | Real 29.47 | Hype 29.77 | Naive 29.85 |
The intrinsic value of Alphacentric Hedged'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 Alphacentric Hedged'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 Alphacentric Hedged Market helps investors to forecast how Alphacentric 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 Alphacentric Hedged more accurately as focusing exclusively on Alphacentric Hedged's fundamentals will not take into account other important factors: Alphacentric Hedged Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alphacentric Hedged's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Alphacentric Hedged Market, and traders can use it to determine the average amount a Alphacentric Hedged'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 = 0.2225
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| Cash | HMXIX | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.51 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.22 actual daily | 17 83% of assets perform better |
Based on monthly moving average Alphacentric Hedged is performing at about 17% 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 Alphacentric Hedged by adding it to a well-diversified portfolio.
Alphacentric Hedged Fundamentals Growth
Alphacentric Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Alphacentric Hedged, and Alphacentric Hedged 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 Alphacentric Mutual Fund performance.
| Total Asset | 80.14 M | ||||
About Alphacentric Hedged Performance
Evaluating Alphacentric Hedged's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Alphacentric Hedged 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 Alphacentric Hedged 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.
Under normal circumstances, the fund seeks to achieve its investment objective by investing primarily in long and short futures and call and put options on futures on the SP 500 Index futures contracts on the Cboe Volatility Index and cash and cash equivalents. It may also invest in securities that represent the return of a securities index volatility exchange traded funds and income securities of any maturity or credit quality, and investment companies that invest in such income securities .Things to note about Alphacentric Hedged performance evaluation
Checking the ongoing alerts about Alphacentric Hedged for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Alphacentric Hedged help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund retains about 65.33% of its assets under management (AUM) in cash |
- Analyzing Alphacentric Hedged'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 Alphacentric Hedged's stock is overvalued or undervalued compared to its peers.
- Examining Alphacentric Hedged'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 Alphacentric Hedged's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Alphacentric Hedged's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Alphacentric Hedged's mutual fund. These opinions can provide insight into Alphacentric Hedged's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Alphacentric Mutual Fund
Alphacentric Hedged financial ratios help investors to determine whether Alphacentric 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 Alphacentric with respect to the benefits of owning Alphacentric Hedged security.
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