Multifactor Mutual Fund Manager Performance Evaluation

RTISX -  USA Fund  

USD 11.05  0.06  0.54%

The fund secures a Beta (Market Risk) of 0.8092, which conveys possible diversification benefits within a given portfolio. Let's try to break down what Multifactor's beta means in this case. As returns on the market increase, Multifactor International returns are expected to increase less than the market. However, during the bear market, the loss on holding Multifactor International will be expected to be smaller as well. Although it is extremely important to respect Multifactor International price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating 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 analyzing Multifactor International technical indicators, you can presently evaluate if the expected return of 0.0364% will be sustainable into the future.

Multifactor Mutual Fund Performance 

 
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 Multifactor Performance
3 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in Multifactor International Equity are ranked lower than 3 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Multifactor International is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
Fifty Two Week Low8.26
Fifty Two Week High11.28
Annual Report Expense Ratio0.64%

Multifactor International Relative Risk vs. Return Landscape

If you would invest  1,088  in Multifactor International Equity on July 23, 2021 and sell it today you would earn a total of  23.00  from holding Multifactor International Equity or generate 2.11% return on investment over 90 days. Multifactor International Equity is currently producing 0.0364% returns and takes up 0.8008% volatility of returns over 90 trading days. Put another way, 6% of traded mutual funds are less volatile than Multifactor, 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 Multifactor International is expected to generate 1.12 times more return on investment than the market. However, the company is 1.12 times more volatile than its market benchmark. It trades about 0.05 of its potential returns per unit of risk. The DOW is currently generating roughly 0.03 per unit of risk.

Multifactor International Current Valuation

Fairly Valued
Today
11.05
21st of October 2021
Share
Please note that Multifactor International's price fluctuation is very steady at this time.
Multifactor International secures a last-minute Real Value of $11.03 per share. The latest price of the fund is $11.05. At this time, the fund appears to be fairly valued. We determine the value of Multifactor International from analyzing 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 merge together.
Our valuation method for Multifactor International Equity is useful when determining the fair value of the Multifactor mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Multifactor International. Since Multifactor International is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Multifactor Mutual Fund. However, Multifactor International'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.
11.03
Real Value
11.83
Upside
Estimating the potential upside or downside of Multifactor International Equity helps investors to forecast how Multifactor 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 Multifactor International more accurately as focusing exclusively on Multifactor International's fundamentals will not take into account other important factors:
Hype
Prediction
LowEstimated ValueHigh
10.2511.0511.85
Details

Multifactor International Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Multifactor International's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Multifactor International Equity, and traders can use it to determine the average amount a Multifactor International'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 = 0.0454

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Estimated Market Risk
 0.8
  actual daily
 
 6 %
of total potential
 
66
Expected Return
 0.04
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 0 %
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00
Risk-Adjusted Return
 0.05
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 3 %
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33
Based on monthly moving average Multifactor International is performing at about 3% 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 Multifactor International by adding it to a well-diversified portfolio.

About Multifactor International Performance

To evaluate Multifactor International 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 Multifactor International 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 Multifactor 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 Multifactor International 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 Multifactor'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 has a non-fundamental policy to invest, under normal circumstances, at least 80 percent of the value of its net assets plus borrowings for investment purposes in equity securities. Multifactor International is traded on NASDAQ Exchange in the United States.

Things to note about Multifactor International

Checking the ongoing alerts about Multifactor International for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Multifactor International help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Multifactor International Alerts

Equity Alerts and Improvement Suggestions

Multifactor International generated five year return of -1.0%
This fund maintains 94.95% of its assets in stocks
Additionally, take a look at Your Equity Center. Note that the Multifactor International information on this page should be used as a complementary analysis to other Multifactor International'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 Shere Portfolio module to track or share privately all of your investments from the convenience of any device.

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When running Multifactor International price analysis, check to measure Multifactor International'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 Multifactor International is operating at the current time. Most of Multifactor International's value examination focuses on studying past and present price action to predict the probability of Multifactor International's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Multifactor International's price. Additionally, you may evaluate how the addition of Multifactor International to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Multifactor International's value and its price as these two are different measures arrived at by different means. Investors typically determine Multifactor International value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Multifactor International'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.