Mawer Global Equity Fund Manager Performance Evaluation
| MAW120 Fund | 47.38 0.01 0.02% |
The fund secures a Beta (Market Risk) of 0.12, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mawer Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mawer Global is expected to be smaller as well.
Risk-Adjusted Performance
6 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Mawer Global Equity are ranked lower than 6 (%) of all funds and portfolios of funds over the last 90 days. Despite somewhat strong basic indicators, Mawer Global is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more1 | Euro stocks more than a wallflower - The Globe and Mail | 05/15/2024 |
Mawer |
Mawer Global Relative Risk vs. Return Landscape
If you would invest 4,625 in Mawer Global Equity on February 20, 2024 and sell it today you would earn a total of 113.00 from holding Mawer Global Equity or generate 2.44% return on investment over 90 days. Mawer Global Equity is generating 0.0395% of daily returns and assumes 0.4835% volatility on return distribution over the 90 days horizon. Simply put, 4% of funds are less volatile than Mawer, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Mawer Global Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mawer Global's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Mawer Global Equity, and traders can use it to determine the average amount a Mawer Global'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 = 0.0816
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MAW120 |
Estimated Market Risk
| 0.48 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average Mawer Global is performing at about 6% 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 Mawer Global by adding it to a well-diversified portfolio.
Things to note about Mawer Global Equity performance evaluation
Checking the ongoing alerts about Mawer Global for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Mawer Global Equity help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Mawer Global's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Mawer Global's fund performance include:- Analyzing Mawer Global'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 Mawer Global's stock is overvalued or undervalued compared to its peers.
- Examining Mawer Global'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 Mawer Global's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Mawer Global's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Mawer Global's fund. These opinions can provide insight into Mawer Global's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any fund could be tightly coupled with the direction of predictive economic indicators such as signals in nation. Note that the Mawer Global Equity information on this page should be used as a complementary analysis to other Mawer Global'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 the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.