The Sector Rotation Fund Manager Performance Evaluation
| NAVFX Fund | USD 14.85 0.28 1.85% |
The entity has a beta of 0.0387, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sector Rotation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sector Rotation is expected to be smaller as well.
Risk-Adjusted Performance
1 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in The Sector Rotation are ranked lower than 1 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong technical and fundamental indicators, Sector Rotation 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 | 1st of February 2023 | |
| Expense Ratio | 2.1800 |
Sector |
Sector Rotation Relative Risk vs. Return Landscape
If you would invest 1,477 in The Sector Rotation on February 2, 2024 and sell it today you would earn a total of 8.00 from holding The Sector Rotation or generate 0.54% return on investment over 90 days. The Sector Rotation is currently producing 0.0118% returns and takes up 0.7864% volatility of returns over 90 trading days. Put another way, 6% of traded mutual funds are less volatile than Sector, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Sector Rotation Current Valuation
Undervalued
Today
Please note that Sector Rotation's price fluctuation is out of control at this time. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. Sector Rotation current Real Value cannot be determined due to lack of data. The regular price of Sector Rotation is $14.85. We determine the value of Sector Rotation from inspecting 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 draw towards each other.
Our valuation method for The Sector Rotation is useful when determining the fair value of the Sector mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Sector Rotation. Since Sector Rotation is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Sector Mutual Fund. However, Sector Rotation'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 14.85 | Real 0.0 | Hype 0.0 | Naive 15.16 |
The real value of Sector Mutual Fund, also known as its intrinsic value, is the underlying worth of Sector Rotation Mutual Fund, which is reflected in its stock price. It is based on Sector Rotation's financial performance, assets, liabilities, growth prospects, management team, or industry conditions. The intrinsic value of Sector Rotation'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 Sector Rotation'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 The Sector Rotation helps investors to forecast how Sector 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 Sector Rotation more accurately as focusing exclusively on Sector Rotation's fundamentals will not take into account other important factors: Sector Rotation Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sector Rotation's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as The Sector Rotation, and traders can use it to determine the average amount a Sector Rotation'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 = 0.015
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | NAVFX |
Estimated Market Risk
| 0.79 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average Sector Rotation is performing at about 1% 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 Sector Rotation by adding it to a well-diversified portfolio.
Sector Rotation Fundamentals Growth
Sector Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Sector Rotation, and Sector Rotation 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 Sector Mutual Fund performance.
| Price To Earning | 19.93 X | |||
| Price To Book | 2.96 X | |||
| Price To Sales | 1.52 X | |||
About Sector Rotation Performance
To evaluate Sector Rotation Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Sector Rotation generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Sector Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Sector Rotation market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Sector's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Under normal circumstances, the fund invests in shares of exchange-traded funds . An ETF is an open-end investment company that holds a portfolio of investments designed to track a particular market segment or underlying index. In seeking to achieve the funds investment objectives, the Advisor may allocate fund assets among equity ETFs representing various domestic and foreign markets, regions and countries. The fund may invest in ETFs that hold foreign securities and American Depositary Receipts but will not invest in emerging market securities to a significant extent.Things to note about Sector Rotation performance evaluation
Checking the ongoing alerts about Sector Rotation for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Sector Rotation help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund maintains about 9.14% of its assets in cash |
- Analyzing Sector Rotation'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 Sector Rotation's stock is overvalued or undervalued compared to its peers.
- Examining Sector Rotation'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 Sector Rotation's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sector Rotation's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Sector Rotation's mutual fund. These opinions can provide insight into Sector Rotation's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in The Sector Rotation. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in census. Note that the Sector Rotation information on this page should be used as a complementary analysis to other Sector Rotation's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.