Sector Mutual Fund Manager Performance Evaluation

NAVFX -  USA Fund  

USD 15.38  0.00  0.00%

The entity has a beta of -0.1518, which indicates not very significant fluctuations relative to the market. Let's try to break down what Sector's beta means in this case. As returns on the market increase, returns on owning Sector Rotation are expected to decrease at a much lower rate. During the bear market, Sector Rotation is likely to outperform the market. Even though it is essential to pay attention to Sector Rotation current price movements, it is always good to be careful when utilizing equity historical returns. Our philosophy towards measuring any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Sector Rotation exposes twenty-one different technical indicators, which can help you to evaluate its performance.

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 Sector Performance
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Over the last 90 days Sector Rotation has generated negative risk-adjusted returns adding no value to fund investors. 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.
Fifty Two Week Low12.47
Fifty Two Week High15.94
Annual Report Expense Ratio2.27%

Sector Rotation Relative Risk vs. Return Landscape

If you would invest  1,540  in Sector Rotation on June 26, 2021 and sell it today you would lose (2.00)  from holding Sector Rotation or give up 0.13% of portfolio value over 90 days. Sector Rotation is currently producing negative expected returns and takes up 0.5731% volatility of returns over 90 trading days. Put another way, 4% 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.
 Daily Expected Return (%) 
      Risk (%) 
Assuming the 90 days horizon Sector Rotation is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.25 times less risky than the market. the firm trades about 0.0 of its potential returns per unit of risk. The DOW is currently generating roughly 0.0 of returns per unit of risk over similar time horizon.

Sector Rotation Current Valuation

Fairly Valued
Today
15.38
24th of September 2021
Share
Please note that Sector Rotation's price fluctuation is very steady at this time.
Sector Rotation has a current Real Value of $15.11 per share. The regular price of the fund is $15.38. At this time, the fund appears to be fairly valued. 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 stocks and dropping overvalued stocks since, at some point, stock prices and their ongoing real values will draw towards each other.
Our valuation method for 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.
15.11
Real Value
15.68
Upside
Estimating the potential upside or downside of 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:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
15.3715.7016.03
Details
Hype
Prediction
LowEstimated ValueHigh
14.8115.3815.95
Details
Potential
Annual Dividend
LowIncome Per ShareHigh
0.410.410.42
Details

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 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 = -0.001

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Estimated Market Risk
 0.57
  actual daily
 
 4 %
of total potential
 
44
Expected Return
 0.0
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 0.0
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 0 %
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00
Based on monthly moving average Sector Rotation is performing at about 0% 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.

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 stock market performance in a much more refined way. At Macroaxis, we take it even further. 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 . Sector Rotation is traded on NASDAQ Exchange in the United States.

Things to note about Sector Rotation

Checking the ongoing alerts about Sector Rotation for important developments is a great way to find new opportunities for your next move. Our stock 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.

Sector Rotation Alerts

Equity Alerts and Improvement Suggestions

Sector Rotation generates negative expected return over the last 90 days
Sector Rotation is unlikely to experience financial distress in the next 2 years
Latest headline from www.dividendinvestor.com: NASDAQPAALX All Asset Fd Admin ClPimco Funds Pacific Investment Management Series Dividend Announcement 0.4094 per share - Dividend Investor
The fund maintains about 9.14% of its assets in cash
Additionally, see Stocks Correlation. 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 Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.

Complementary Tools for Sector Mutual Fund analysis

When running Sector Rotation price analysis, check to measure Sector Rotation's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Sector Rotation is operating at the current time. Most of Sector Rotation's value examination focuses on studying past and present price action to predict the probability of Sector Rotation's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Sector Rotation's price. Additionally, you may evaluate how the addition of Sector Rotation to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Sector Rotation's value and its price as these two are different measures arrived at by different means. Investors typically determine Sector Rotation value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sector Rotation's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.