ENG. ABDEL RAOUF HUSSEIN FOUNDER & CONSULTANT MR. MOHAMED ABDEL RAOUF CEO EDUCATIONAL BACKGROUND: - BACHELOR OF FINANCE AND INTERNATIONAL BUSINESS - CERTIFICATE IN CONSTRUCTION PROJECT MGT(UNIVERSITY OF TORONTO) - CERTIFICATE IN FINANCIAL MARKETS AND OPTIONS STRATEGIES(UNIVERSITY OF TORONTO) - CERTIFICAT...
Turnover Percent in the Annual Report as of Dec 31, 2024 21% Portfolio Characteristics R-Squared (3y) as of Mar 31, 2025 99.44 Fund Standard Deviation (3y) as of Mar 31, 2025 13.07 Best 3-Month Return Over the Last 3 Years
correlated with the fluctuations of its benchmark index, such as the S&P 500. For example, a fund with an R-squared of 0.80 indicates that 80% of the fund's past fluctuations were explained by fluctuations in the benchmark index. Generally, the higher the R2, the more meaningful the ...
Turnover Percent in the Annual Report as of Dec 31, 2024 9% Portfolio Characteristics R-Squared (3y) as of Mar 31, 2025 99.34 Fund Standard Deviation (3y) as of Mar 31, 2025 17.08 Best 3-Month Return Over the Last 3 Years 3 months ending Jan 31, 2024 ...
What does R-squared mean in mutual funds? Investment Objectives: Mutual funds provide a way to invest in the stock market without choosing and buying specific stocks. Because mutual funds have many different investment objectives and may have different risk factors, it is important to understand ho...
Reflects the percentage of a portfolio's movements that can be explained by movements in its benchmark index. An R-squared of 100 indicates that all movements of a fund can be explained by movements in the benchmark index.Back Rate of Change (ROC) The Price Rate of Change (ROC) indicator...
Several steps are necessary to calculate a fund's R-squared, so it's best to view your fund's performance information where the value is generally published. Put simply, variances—the spread between numbers in a data set—are used to determine R-squared. Brokerages generally show a fund...
R-squared 98 98 Beta 0.96 0.88 Capture Ratio (Downside/Upside) 95/101 86/94 American Funds Benchmark for the 10 Years ending 3/31/25 (updated monthly). Morningstar Benchmark for the 10 Years ending 3/31/25 (updated monthly). Quality Summary 3 Read important investment disclosures ...
In investing, R-squared is generally interpreted as the percentage of a fund’s or security’s movements that can be explained by movements in a benchmark index. For example, an R-squared for afixed-income securityvs. a bond index identifies the security’s proportion of price movement that...
R-squared, on the other hand, does have its limitations. One of the most essential limits to using this model is that R-squared cannot be used to determine whether or not the coefficient estimates and predictions are biased. Furthermore, in multiple linear regression, the R-squared cannot...