Fondo De (Chile) Performance

CFIETFCC  CLP 1,396  6.40  0.46%   
The etf shows a Beta (market volatility) of 0.0061, which means not very significant fluctuations relative to the market. As returns on the market increase, Fondo De's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fondo De is expected to be smaller as well.

Risk-Adjusted Performance

14 of 100

 
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Compared to the overall equity markets, risk-adjusted returns on investments in Fondo De Inversion are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound basic indicators, Fondo De is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
Fifty Two Week Low1,038.20
Fifty Two Week High1,054.60
  

Fondo De Relative Risk vs. Return Landscape

If you would invest  137,590  in Fondo De Inversion on August 10, 2024 and sell it today you would earn a total of  2,030  from holding Fondo De Inversion or generate 1.48% return on investment over 90 days. Fondo De Inversion is generating 0.0249% of daily returns and assumes 0.1366% volatility on return distribution over the 90 days horizon. Simply put, 1% of etfs are less volatile than Fondo, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
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Assuming the 90 days trading horizon Fondo De is expected to generate 7.1 times less return on investment than the market. But when comparing it to its historical volatility, the company is 5.62 times less risky than the market. It trades about 0.18 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.23 of returns per unit of risk over similar time horizon.

Fondo De Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Fondo De's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Fondo De Inversion, and traders can use it to determine the average amount a Fondo De'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 = 0.1824

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Estimated Market Risk

 0.14
  actual daily
1
99% of assets are more volatile

Expected Return

 0.02
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 0.18
  actual daily
14
86% of assets perform better
Based on monthly moving average Fondo De is performing at about 14% 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 Fondo De by adding it to a well-diversified portfolio.

About Fondo De Performance

By analyzing Fondo De's fundamental ratios, stakeholders can gain valuable insights into Fondo De's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Fondo De 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 Fondo De has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.