Ab Cap Manager Performance Evaluation

GCEYX -- USA Fund  

USD 14.19  0.10  0.70%

The organization owns Beta (Systematic Risk) of -0.3287 which signifies that as returns on market increase, returns on owning Ab Cap are expected to decrease at a much smaller rate. During bear market, Ab Cap is likely to outperform the market. Although it is extremely important to respect Ab Cap Fund existing price patterns, it is better to be realistic regarding the information on equity price patterns. The approach towards foreseeing future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining Ab Cap Fund technical indicators you can at this time evaluate if the expected return of 0.0262% will be sustainable into the future.

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Ab Cap Fund Inc - Ab Global Core Equity Portfo are ranked lower than 1 (%) of all funds and portfolios of funds over the last 30 days. Inspite fairly strong basic indicators, Ab Cap is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Fifty Two Week Low12.44
Fifty Two Week High14.46
Annual Report Expense Ratio0.90%

Ab Cap Fund Relative Risk vs. Return Landscape

If you would invest  1,400  in Ab Cap Fund Inc - Ab Global Core Equity Portfo on January 25, 2020 and sell it today you would earn a total of  19.00  from holding Ab Cap Fund Inc - Ab Global Core Equity Portfo or generate 1.36% return on investment over 30 days. Ab Cap Fund Inc - Ab Global Core Equity Portfo is currently producing 0.0262% returns and takes up 1.0144% volatility of returns over 30 trading days. Put another way, 9% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
 Daily Expected Return (%) 
  Risk (%) 
Assuming 30 trading days horizon, Ab Cap is expected to generate 2.03 times less return on investment than the market. In addition to that, the company is 1.26 times more volatile than its market benchmark. It trades about 0.03 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.07 per unit of volatility.

Ab Cap Current Valuation

Fairly Valued
February 24, 2020
Real Value
Ab Cap is not too volatile asset. Ab Cap Fund owns latest Real Value of $14.15 per share. The recent price of the fund is $14.19. At this time the entity appears to be fairly valued. We determine the value of Ab Cap Fund from examining fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to invest in undervalued equities and to trade away overvalued equities since at some future date instruments prices and their ongoing real values will grow together.

Ab Cap Market Risk Analysis

Sharpe Ratio = 0.0258
Good Returns
Average Returns
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Negative ReturnsGCEYX

Ab Cap Relative Performance Indicators

Estimated Market Risk
  actual daily
 9 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
Based on monthly moving average Ab Cap 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 Ab Cap by adding it to a well-diversified portfolio.

Ab Cap Alerts

Equity Alerts and Improvement Suggestions

The fund retains 99.36% of its assets under management (AUM) in equities
Please check Risk vs Return Analysis. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
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