Great-West Mutual Fund Manager Performance Evaluation

SFBPX
 Fund
  

USD 10.28  0.15  1.44%   

The fund retains a Market Volatility (i.e., Beta) of 0.6048, which attests to possible diversification benefits within a given portfolio. Let's try to break down what Great-West's beta means in this case. As returns on the market increase, Great-West Securefoundation returns are expected to increase less than the market. However, during the bear market, the loss on holding Great-West Securefoundation will be expected to be smaller as well. Even though it is essential to pay attention to Great-West Securefoundation current price history, it is always good to be careful when utilizing equity current price movements. Our philosophy towards determining 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. Great-West Securefoundation exposes twenty-one different technical indicators, which can help you to evaluate its performance.
  
Great-West Performance
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Over the last 90 days Great-West Securefoundation Balanced 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.
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Great-West Price Channel

Fifty Two Week Low10.55
Fifty Two Week High14.57
Annual Report Expense Ratio0.28%

Great-West Securefoundation Relative Risk vs. Return Landscape

If you would invest  1,101  in Great-West Securefoundation Balanced on June 27, 2022 and sell it today you would lose (73.00)  from holding Great-West Securefoundation Balanced or give up 6.63% of portfolio value over 90 days. Great-West Securefoundation Balanced is currently producing negative expected returns and takes up 0.8928% volatility of returns over 90 trading days. Put another way, 7% of traded mutual funds are less volatile than Great-West, 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 Great-West Securefoundation is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.23 times less risky than the market. the firm trades about -0.12 of its potential returns per unit of risk. The DOW is currently generating roughly -0.08 of returns per unit of risk over similar time horizon.

Great-West Securefoundation Current Valuation

Fairly Valued
Today 10.28
Please note that Great-West Securefoundation's price fluctuation is very steady at this time.
Great-West Securefoundation retains a regular Real Value of $10.46 per share. The prevalent price of the fund is $10.28. At this time, the entity appears to be fairly valued. We determine the value of Great-West Securefoundation 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 Great-West Securefoundation Balanced is useful when determining the fair value of the Great-West mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Great-West Securefoundation. Since Great-West Securefoundation is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Great-West Mutual Fund. However, Great-West Securefoundation'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.
10.46
Real Value
11.35
Upside
Estimating the potential upside or downside of Great-West Securefoundation Balanced helps investors to forecast how Great-West 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 Great-West Securefoundation more accurately as focusing exclusively on Great-West Securefoundation's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
10.1610.5410.93
Details
Hype
Prediction
LowEstimated ValueHigh
9.3910.2811.17
Details
Potential
Annual Dividend
LowIncome Per ShareHigh
1.051.171.29
Details

Great-West Securefoundation Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Great-West Securefoundation's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Great-West Securefoundation Balanced, and traders can use it to determine the average amount a Great-West Securefoundation'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 = -0.1156

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Negative ReturnsSFBPX
Estimated Market Risk
 0.89
  actual daily
 
 7 %
of total potential
 
77
Expected Return
 -0.1
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.12
  actual daily
 
 0 %
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00
Based on monthly moving average Great-West Securefoundation 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 Great-West Securefoundation by adding it to a well-diversified portfolio.

About Great-West Securefoundation Performance

To evaluate Great-West Securefoundation 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 Great-West Securefoundation 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 Great-West 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 Great-West Securefoundation market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Great-West'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 normally invests 50-70 percent of its net assets in underlying ETFs that invest primarily in equity securities and 30-50 percent of its net assets in underlying ETFs that invest primarily in fixed income securities. Great-West Securefoundation is traded on NASDAQ Exchange in the United States.

Things to note about Great-West Securefoundation

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

Great-West Securefoundation Alerts

Equity Alerts and Improvement Suggestions

Great-West Securefoundation generated a negative expected return over the last 90 days
Great-West Securefoundation is unlikely to experience financial distress in the next 2 years
On 9th of September 2022 Great-West Securefoundation paid $ 0.2101 per share dividend to its current shareholders
The fund maintains about 39.4% of its assets in bonds
Additionally, take a look at World Market Map. You can also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.

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