TT INTL (Ireland) Manager Performance Evaluation

2724097 -- Ireland Fund  

EUR 13.03  3.15  31.88%

The entity owns Beta (Systematic Risk) of 7.9924 which indicates as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, TT INTL will likely underperform.. Although it is essential to pay attention to TT INTL EUR existing price patterns, it is also good to be reasonable about what you can actually do with equity price patterns. Macroaxis approach towards measuring future performance of any fund is to look not only at its past charts but also at the business as a whole, including all available fundamental and technical indicators. To evaluate if TT INTL expected return of 6.3765 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable.
 Time Horizon     30 Days    Login   to change

TT INTL EUR Relative Risk vs. Return Landscape

If you would invest  988.00  in TT INTL EUR EQTY B on June 19, 2018 and sell it today you would earn a total of  315.00  from holding TT INTL EUR EQTY B or generate 31.88% return on investment over 30 days. TT INTL EUR EQTY B is generating 6.3765% of daily returns and assumes 14.2583% volatility on return distribution over the 30 days horizon. Simply put, majority of traded equity instruments are less risky than TT INTL EUR EQTY B on the bases of their historical return distribution and most 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, TT INTL EUR EQTY B is expected to generate 24.22 times more return on investment than the market. However, the company is 24.22 times more volatile than its market benchmark. It trades about 0.45 of its potential returns per unit of risk. The DOW is currently generating roughly 0.12 per unit of risk.

TT INTL Market Risk Analysis

Sharpe Ratio = 0.4472
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TT INTL Relative Performance Indicators

Estimated Market Risk
 14.26
  actual daily
 
 4 %
of total potential
  
Expected Return
 5.28
  actual daily
 
 96 %
of total potential
  
Risk-Adjusted Return
 0.45
  actual daily
 
 29 %
of total potential
  
Based on monthly moving average TT INTL is performing at about 29% 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 TT INTL by adding it to a well-diversified portfolio.

Performance Rating

TT INTL EUR EQTY B Risk Adjusted Performance Analysis
29 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in TT INTL EUR EQTY B are ranked lower than 29 (%) of all funds and portfolios of funds over the last 30 days.

TT INTL Alerts

Equity Alerts and Improvement Suggestions
TT INTL EUR appears to be very risky and stock price may revert if volatility continues
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