Japan 2x Strategy Fund Manager Performance Evaluation
| RYJTX Fund | USD 118.41 1.42 1.21% |
The fund retains a Market Volatility (i.e., Beta) of 2.38, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Japan 2x will likely underperform.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Japan 2x Strategy has generated negative risk-adjusted returns adding no value to fund investors. In spite of latest weak performance, the Fund's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the fund investors.
...more| Expense Ratio | 2.3200 |
Japan |
Japan 2x Relative Risk vs. Return Landscape
If you would invest 13,444 in Japan 2x Strategy on February 27, 2024 and sell it today you would lose (1,603) from holding Japan 2x Strategy or give up 11.92% of portfolio value over 90 days. Japan 2x Strategy is currently producing negative expected returns and takes up 2.1938% volatility of returns over 90 trading days. Put another way, 19% of traded mutual funds are less volatile than Japan, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Japan 2x Current Valuation
Overvalued
Today
Please note that Japan 2x's price fluctuation is very steady at this time. At this time, the entity appears to be overvalued. Japan 2x Strategy retains a regular Real Value of $104.2 per share. The prevalent price of the fund is $118.41. We determine the value of Japan 2x Strategy from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will come together.
Our valuation method for Japan 2x Strategy is useful when determining the fair value of the Japan mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Japan 2x. Since Japan 2x is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Japan Mutual Fund. However, Japan 2x'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 118.41 | Real 104.2 | Hype 118.41 | Naive 110.55 |
The real value of Japan Mutual Fund, also known as its intrinsic value, is the underlying worth of Japan 2x Strategy Mutual Fund, which is reflected in its stock price. It is based on Japan 2x's financial performance, assets, liabilities, growth prospects, management team, or industry conditions. The intrinsic value of Japan 2x'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 Japan 2x'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 Japan 2x Strategy helps investors to forecast how Japan 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 Japan 2x more accurately as focusing exclusively on Japan 2x's fundamentals will not take into account other important factors: Japan 2x Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Japan 2x's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Japan 2x Strategy, and traders can use it to determine the average amount a Japan 2x'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 = -0.0795
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| Negative Returns | RYJTX |
Estimated Market Risk
| 2.19 actual daily | 19 81% of assets are more volatile |
Expected Return
| -0.17 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Japan 2x 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 Japan 2x by adding Japan 2x to a well-diversified portfolio.
Japan 2x Fundamentals Growth
Japan Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Japan 2x, and Japan 2x 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 Japan Mutual Fund performance.
| Total Asset | 1.17 M | ||||
About Japan 2x Performance
To evaluate Japan 2x Strategy 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 Japan 2x 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 Japan 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 Japan 2x Strategy market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Japan'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.The fund employs as its investment strategy a program of investing in the common stock of companies that are generally within the capitalization range of the underlying index and derivative instruments. It will invest at least 80 percent of its net assets, plus any borrowings for investment purposes, in securities of companies in the underlying index and derivatives and other instruments whose performance is expected to correspond to that of the underlying index. The fund is non-diversified.Things to note about Japan 2x Strategy performance evaluation
Checking the ongoing alerts about Japan 2x for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Japan 2x Strategy help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Japan 2x Strategy generated a negative expected return over the last 90 days | |
| The fund generated three year return of -9.0% | |
| Japan 2x Strategy maintains about 72.3% of its assets in cash |
- Analyzing Japan 2x'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 Japan 2x's stock is overvalued or undervalued compared to its peers.
- Examining Japan 2x'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 Japan 2x's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Japan 2x's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Japan 2x's mutual fund. These opinions can provide insight into Japan 2x's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Japan 2x Strategy. 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 estimate. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.