Aviva Artemis (Ireland) Manager Performance Evaluation

BYQSNG2 -- Ireland Fund  

GBp 1,554  164.00  9.55%

The organization shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and Aviva Artemis are completely uncorrelated. Even though it is essential to pay attention to Aviva Artemis US historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing 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. Aviva Artemis US Select GBP Int S3 exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Aviva Artemis US Relative Risk vs. Return Landscape

If you would invest  175,900  in Aviva Artemis US Select GBP Int S3 on September 19, 2018 and sell it today you would lose (20,500)  from holding Aviva Artemis US Select GBP Int S3 or give up 11.65% of portfolio value over 30 days. Aviva Artemis US Select GBP Int S3 is generating negative expected returns and assumes 3.5758% volatility on return distribution over the 30 days horizon. Simply put, 32% of equities are less volatile than Aviva Artemis US Select GBP Int S3 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, Aviva Artemis US Select GBP Int S3 is expected to under-perform the market. In addition to that, the company is 3.36 times more volatile than its market benchmark. It trades about -0.37 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.15 per unit of volatility.

Aviva Artemis Current Valuation

Not valued
October 19, 2018
1,554
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Aviva Artemis is Unknown risk asset. Aviva Artemis US prevailing Real Value cannot be determined due to lack of data. The current price of Aviva Artemis US is p;1554.0. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Aviva Artemis US from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to go long with undervalued instruments and to trade away overvalued instruments since at some point assets prices and their ongoing real values will blend.

Aviva Artemis Market Risk Analysis

Sharpe Ratio = -0.3657
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Aviva Artemis Relative Performance Indicators

Estimated Market Risk
 3.58
  actual daily
 
 68 %
of total potential
  
Expected Return
 -1.31
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.37
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Aviva Artemis 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 Aviva Artemis by adding it to a well-diversified portfolio.

Aviva Artemis Performance Rating

Aviva Artemis US Select GBP Int S3 Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Aviva Artemis US Select GBP Int S3 has generated negative risk-adjusted returns adding no value to fund investors.

Aviva Artemis Alerts

Equity Alerts and Improvement Suggestions

Aviva Artemis US is not yet fully synchronised with the market data
Aviva Artemis US generates negative expected return over the last 30 days
Aviva Artemis US has high historical volatility and very poor performance
The fund holds 97.86% of its assets under management (AUM) in equities

Aviva Artemis Performance Indicators

Aviva Artemis US Basic Price Performance Measures

Fifty Two Week Low11.4710
Fifty Two Week High11.4710
Annual Report Expense Ratio0.00%
Check also Trending Equities. Please also try Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.
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