Manulife Fundamental Competition
| MFUN Etf | 10.56 0.20 1.93% |
Manulife Fundamental vs Manulife Smart Correlation Snapshot
Weak diversification
Across the chosen horizon, Manulife Fundamental and Manulife Smart show a correlation of 0.44 and fall into the Weak diversification bucket. A 0.44 reading means Manulife Fundamental and Manulife Smart have partial price overlap, offering some diversification benefit.
Moving together with Manulife Etf
Mean reversion analysis in Manulife Fundamental's involves identifying price extremes that diverge materially from the historical norm. High prices may deter value investors, while unusually low prices often attract buyers anticipating a recovery. Mean reversion in Manulife Fundamental is distinct from trend following, which rides momentum rather than betting on reversals. Momentum identifies the trend while mean reversion identifies when it has extended beyond sustainable levels.
Manulife Fundamental Competition Correlation Matrix
Correlation analysis between Manulife Fundamental Equity and its competitors provides context for understanding whether diversification is real or only superficial inside the same peer group. A reading near +1 usually means prices have moved in tandem, a reading near -1 suggests opposite movement, and a reading near zero points to weaker historical dependence.
High positive correlations
| High negative correlations
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Manulife Fundamental Constituents Risk-Adjusted Indicators
Evaluating Manulife Etf requires separating price momentum from underlying operating strength versus competitors. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| MFUN | 0.47 | -0.02 | 0.00 | -0.11 | 0.00 | 0.85 | 3.42 | |||
| MUMC | 0.76 | 0.00 | 0.05 | -0.20 | 1.05 | 1.60 | 8.53 | |||
| IDEF-B | 0.61 | 0.15 | 0.16 | -1.02 | 0.47 | 1.00 | 12.75 | |||
| MCOR | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| TERM | 0.10 | -0.01 | 0.30 | -0.22 | 0.13 | 0.21 | 0.62 | |||
| CBND | 0.17 | -0.01 | 0.00 | -0.12 | 0.00 | 0.33 | 1.20 | |||
| MINT | 0.59 | 0.05 | 0.08 | 0.03 | 0.90 | 0.97 | 4.14 | |||
| MINT-B | 0.80 | -0.04 | 0.00 | -0.48 | 0.00 | 1.43 | 6.12 | |||
| UDIV | 0.68 | 0.09 | 0.12 | 0.06 | 0.84 | 1.25 | 4.60 |
Manulife Fundamental Competitive Analysis
| Better Than Average | Worse Than Peers | View Performance Chart |
Manulife Fundamental Competition Peer Performance Charts
How to Analyze Manulife Fundamental Against Peers
Manulife Fundamental's peer analysis compares Manulife Fundamental with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:- Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
- Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
- Check valuation dispersion: Review whether Manulife Fundamental trades at a premium or discount versus peers and why.
- Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
- Document the thesis: Record where Manulife Fundamental leads or lags and what catalysts could close or widen the gap.
Peer Comparison Metrics & Methodology
Earnings revisions for Manulife Fundamental have trended more positive than for its closest peers over the last 90 days. Two companies in the same sector can have very different risk profiles once you look past revenue size. Competition analysis can clarify whether Manulife Fundamental is priced richly or cheaply relative to similar exposures.
This section for Manulife Fundamental Equity is built from fund disclosures and market reference feeds, with reporting definitions aligned before display. Values may update on different source schedules.