Trx Real (Brazil) Manager Performance Evaluation
| TRXB11 Fund | BRL 135.73 1.23 0.91% |
The entity has a beta of -1.13, which indicates a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Trx Real are expected to decrease slowly. On the other hand, during market turmoil, Trx Real is expected to outperform it slightly.
Risk-Adjusted Performance
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Over the last 90 days Trx Real Estate 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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Trx Real Relative Risk vs. Return Landscape
If you would invest 16,300 in Trx Real Estate on September 5, 2024 and sell it today you would lose (2,727) from holding Trx Real Estate or give up 16.73% of portfolio value over 90 days. Trx Real Estate is generating negative expected returns and assumes 3.5805% volatility on return distribution over the 90 days horizon. Simply put, 31% of funds are less volatile than Trx, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Trx Real Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Trx Real's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Trx Real Estate, and traders can use it to determine the average amount a Trx Real'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 = -0.0663
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | TRXB11 |
Estimated Market Risk
| 3.58 actual daily | 31 69% of assets are more volatile |
Expected Return
| -0.24 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Trx Real 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 Trx Real by adding Trx Real to a well-diversified portfolio.
About Trx Real Performance
By analyzing Trx Real's fundamental ratios, stakeholders can gain valuable insights into Trx Real's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Trx Real 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 Trx Real has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Trx Real Estate performance evaluation
Checking the ongoing alerts about Trx Real for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Trx Real Estate help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Trx Real Estate generated a negative expected return over the last 90 days | |
| Trx Real Estate has high historical volatility and very poor performance |
- Analyzing Trx Real'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 Trx Real's stock is overvalued or undervalued compared to its peers.
- Examining Trx Real'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 Trx Real's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Trx Real's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Trx Real's fund. These opinions can provide insight into Trx Real's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Trx Fund
Trx Real financial ratios help investors to determine whether Trx 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 Trx with respect to the benefits of owning Trx Real security.
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm |