JAN PERK (Ireland) Manager Performance Evaluation

11848654 -- Ireland Fund  

USD 13.83  0.49  3.67%

The entity retains Market Volatility (i.e. Beta) of -0.016 which attests that as returns on market increase, returns on owning JAN PERK are expected to decrease at a much smaller rate. During bear market, JAN PERK is likely to outperform the market.. Although it is extremely important to respect JAN PERK USD current price history, it is better to be realistic regarding the information on equity current price movements. The way of determining 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 examining JAN PERK USD technical indicators you can today evaluate if the expected return of 0.0325% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

JAN PERK USD Relative Risk vs. Return Landscape

If you would invest  1,334  in JAN PERK USD B ACC on June 22, 2018 and sell it today you would earn a total of  0.00  from holding JAN PERK USD B ACC or generate 0.0% return on investment over 30 days. JAN PERK USD B ACC is generating 0.0325% of daily returns and assumes 2.9462% volatility on return distribution over the 30 days horizon. Simply put, 27% of equities are less volatile than JAN PERK USD B ACC and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, JAN PERK USD B ACC is expected to generate 2.09 times less return on investment than the market. In addition to that, the company is 5.17 times more volatile than its market benchmark. It trades about 0.01 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.12 per unit of volatility.

JAN PERK Market Risk Analysis

Sharpe Ratio = 0.011
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JAN PERK Relative Performance Indicators

Estimated Market Risk
  actual daily
 73 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
Based on monthly moving average JAN PERK 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 JAN PERK by adding it to a well-diversified portfolio.

Performance Rating

JAN PERK USD B ACC Risk Adjusted Performance Analysis

Risk-Adjusted Fund Performance

Over the last 30 days JAN PERK USD B ACC has generated negative risk-adjusted returns adding no value to fund investors.
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