Cohen Steers Manager Performance Evaluation

XUTFX -- USA Fund  

USD 27.29  0.13  0.48%

The organization shows Beta (market volatility) of 0.4673 which signifies that as returns on market increase, Cohen Steers returns are expected to increase less than the market. However during bear market, the loss on holding Cohen Steers will be expected to be smaller as well. Although it is extremely important to respect Cohen Steers Infrast historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing 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 Cohen Steers Infrast technical indicators you can presently evaluate if the expected return of 0.0675% will be sustainable into the future.
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Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Cohen Steers Infrastructure F are ranked lower than 6 (%) of all funds and portfolios of funds over the last 30 days. Inspite fairly strong basic indicators, Cohen Steers is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Horizon     30 Days    Login   to change

Cohen Steers Infrast Relative Risk vs. Return Landscape

If you would invest  2,618  in Cohen Steers Infrastructure F on September 23, 2019 and sell it today you would earn a total of  111.00  from holding Cohen Steers Infrastructure F or generate 4.24% return on investment over 30 days. Cohen Steers Infrastructure F is currently producing 0.0675% returns and takes up 0.7215% volatility of returns over 30 trading days. Put another way, 6% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, Cohen Steers is expected to generate 0.73 times more return on investment than the market. However, the company is 1.38 times less risky than the market. It trades about 0.09 of its potential returns per unit of risk. The DOW is currently generating roughly -0.02 per unit of risk.

Cohen Steers Market Risk Analysis

Sharpe Ratio = 0.0935
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Cohen Steers Relative Performance Indicators

Estimated Market Risk
 0.72
  actual daily
 
 6 %
of total potential
 
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Expected Return
 0.07
  actual daily
 
 1 %
of total potential
 
11
Risk-Adjusted Return
 0.09
  actual daily
 
 6 %
of total potential
 
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Based on monthly moving average Cohen Steers 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 Cohen Steers by adding it to a well-diversified portfolio.
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