2116411 (Ireland) Manager Performance Evaluation

2116411 -- Ireland Fund  

CHF 127.79  5.56  4.17%

The entity owns Beta (Systematic Risk) of 0.0 which signifies that the returns on MARKET and 2116411 are completely uncorrelated. Although it is extremely important to respect 2116411 existing price patterns, it is better to be realistic regarding the information on equity price patterns. The way in which we are 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 evaluating 2116411 technical indicators you can at this moment evaluate if the expected return of 0.0259% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

2116411 Relative Risk vs. Return Landscape

If you would invest  12,779  in 2116411 on June 23, 2018 and sell it today you would earn a total of  0.00  from holding 2116411 or generate 0.0% return on investment over 30 days. 2116411 is generating 0.0259% of daily returns and assumes 2.46% volatility on return distribution over the 30 days horizon. Simply put, 22% of equities are less volatile than 2116411 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, 2116411 is expected to generate 4.56 times less return on investment than the market. In addition to that, the company is 4.81 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 0.23 per unit of volatility.

2116411 Market Risk Analysis

Sharpe Ratio = 0.0105
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2116411 Relative Performance Indicators

Estimated Market Risk
 2.46
  actual daily
 
 78 %
of total potential
  
Expected Return
 0.03
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.01
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average 2116411 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 2116411 by adding it to a well-diversified portfolio.

Performance Rating

2116411 Risk Adjusted Performance Analysis
0 

Risk-Adjusted Fund Performance

Over the last 30 days 2116411 has generated negative risk-adjusted returns adding no value to fund investors.
Check also Trending Equities. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
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