PRIN GBL (Ireland) Manager Performance Evaluation

28284865 -- Ireland Fund  

JPY 1,265  2.66  0.21%

The fund holds Beta of 0.5191 which implies as returns on market increase, PRIN GBL returns are expected to increase less than the market. However during bear market, the loss on holding PRIN GBL will be expected to be smaller as well.. Even though it is essential to pay attention to PRIN GBL PRO current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis approach towards forecasting future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. PRIN GBL PRO exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

PRIN GBL PRO Relative Risk vs. Return Landscape

If you would invest  128,372  in PRIN GBL PRO JPY I on July 21, 2018 and sell it today you would lose (1,912)  from holding PRIN GBL PRO JPY I or give up 1.49% of portfolio value over 30 days. PRIN GBL PRO JPY I is generating negative expected returns and assumes 0.3013% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than PRIN GBL PRO JPY I 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, PRIN GBL PRO JPY I is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.87 times less risky than the market. the firm trades about -0.62 of its potential returns per unit of risk. The DOW is currently generating roughly 0.21 of returns per unit of risk over similar time horizon.

PRIN GBL Market Risk Analysis

Sharpe Ratio = -0.6207
Good Returns
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Negative Returns28284865

PRIN GBL Relative Performance Indicators

Estimated Market Risk
  actual daily
 98 %
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 PRIN GBL 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 PRIN GBL by adding it to a well-diversified portfolio.

Performance Rating

PRIN GBL PRO JPY I Risk Adjusted Performance Analysis

Risk-Adjusted Fund Performance

Over the last 30 days PRIN GBL PRO JPY I has generated negative risk-adjusted returns adding no value to fund investors.


Equity Alerts and Improvement Suggestions
PRIN GBL PRO generates negative expected return over the last 30 days
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