BAB SR (Ireland) Manager Performance Evaluation

13087739 -- Ireland Fund  

GBP 101.45  1.70  1.65%

The entity owns Beta (Systematic Risk) of 0.0 which signifies that the returns on MARKET and BAB SR are completely uncorrelated. Although it is extremely important to respect BAB SR SEC existing price patterns, it is better to be realistic regarding the information on equity price patterns. The approach to 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 examining BAB SR SEC technical indicators you can at this time evaluate if the expected return of 0.0055% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

BAB SR SEC Relative Risk vs. Return Landscape

If you would invest  10,315  in BAB SR SEC GBP TRA on June 22, 2018 and sell it today you would earn a total of  0.00  from holding BAB SR SEC GBP TRA or generate 0.0% return on investment over 30 days. BAB SR SEC GBP TRA is generating 0.0055% of daily returns and assumes 1.1752% volatility on return distribution over the 30 days horizon. Simply put, 10% of equities are less volatile than BAB SR SEC GBP TRA 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, BAB SR SEC GBP TRA is expected to generate 12.78 times less return on investment than the market. In addition to that, the company is 2.02 times more volatile than its market benchmark. It trades about 0.0 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.12 per unit of volatility.

BAB SR Market Risk Analysis

Sharpe Ratio = 0.0047
Good Returns
Average Returns
Small Returns
Negative Returns13087739

BAB SR Relative Performance Indicators

Estimated Market Risk
  actual daily
 90 %
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 BAB SR 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 BAB SR by adding it to a well-diversified portfolio.

Performance Rating

BAB SR SEC GBP TRA Risk Adjusted Performance Analysis

Risk-Adjusted Fund Performance

Over the last 30 days BAB SR SEC GBP TRA has generated negative risk-adjusted returns adding no value to fund investors.
Check also Trending Equities. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.