Muzinich Glbl (Ireland) Backtesting

IE00BF5S8N25 -- Ireland Fund  

GBp 9,721  20.00  0.21%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Muzinich Glbl Tctl Crdt Hgd GBP and determine expected loss or profit from investing in Muzinich Glbl over given investment horizon. Please also check Muzinich Glbl Hype Analysis, Muzinich Glbl Correlation, Portfolio Optimization, Muzinich Glbl Volatility as well as analyze Muzinich Glbl Alpha and Beta and Muzinich Glbl Performance.
 Time Horizon     30 Days    Login   to change

Muzinich Glbl 'What if' Analysis

June 20, 2018
No Change 0.00  0.0%
In 31 days
July 20, 2018
If you would invest  0.00  in Muzinich Glbl on June 20, 2018 and sell it all today you would earn a total of 0.00 from holding Muzinich Glbl Tctl Crdt Hgd GBP or generate 0.0% return on investment in Muzinich Glbl over 30 days. The investment objective of the Sub-Fund is to achieve consistent attractive total returns on a risk-adjusted basis over...

Muzinich Glbl Upside/Downside Indicators

Information Ratio0.50
Maximum Drawdown2.55

Muzinich Glbl Market Premium Indicators

Risk Adjusted Performance0.13
Jensen Alpha0.19
Total Risk Alpha0.26
Treynor Ratio0.30

Muzinich Glbl Tctl Backtested Returns

We consider Muzinich Glbl not too risky. Muzinich Glbl Tctl has Sharpe Ratio of 0.0513 which conveys that Muzinich Glbl Tctl had 0.0513% of return per unit of risk over the last 1 month. Our philosophy towards estimating volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Muzinich Glbl which you can use to evaluate future volatility of the organization. Please verify Muzinich Glbl Tctl Crdt Hgd GBP Mean Deviation of 0.2197 and Risk Adjusted Performance of 0.13 to check out if risk estimate we provide are consistent with the epected return of 0.0081%. The fund secures Beta (Market Risk) of 0.4185 which conveys that as returns on market increase, Muzinich Glbl returns are expected to increase less than the market. However during bear market, the loss on holding Muzinich Glbl will be expected to be smaller as well.. Although it is extremely important to respect Muzinich Glbl Tctl price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating 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 Muzinich Glbl Tctl technical indicators you can presently evaluate if the expected return of 0.0081% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.06 

Virtually no predictability

Muzinich Glbl Tctl Crdt Hgd GBP has virtually no predictability. Overlapping area represents the amount of predictability between Muzinich Glbl time series from June 20, 2018 to July 5, 2018 and July 5, 2018 to July 20, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Muzinich Glbl Tctl price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Muzinich Glbl price fluctuation can be explain by its past prices.
Correlation Coefficient 0.06
Price Variance 64.5
Lagged Price Variance 146.19
Average Price 9703.0

Muzinich Glbl Tctl lagged returns against current returns

 Current and Lagged Values 

Muzinich Glbl regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Muzinich Glbl Lagged Returns

 Regressed Prices 

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Please also check Muzinich Glbl Hype Analysis, Muzinich Glbl Correlation, Portfolio Optimization, Muzinich Glbl Volatility as well as analyze Muzinich Glbl Alpha and Beta and Muzinich Glbl Performance. Please also try Money Managers module to screen money managers from public funds and etfs managed around the world.