Gbl Evolution (Germany) Manager Performance Evaluation

The fund retains Market Volatility (i.e. Beta) of -0.0811 which attests that as returns on market increase, returns on owning Gbl Evolution are expected to decrease at a much smaller rate. During bear market, Gbl Evolution is likely to outperform the market.. Although it is vital to follow to Gbl Evolution Fds current price history, it is good to be conservative about what you can actually do with the information regarding equity current price movements. The philosophy towards determining 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 Gbl Evolution Fds technical indicators you can presently evaluate if the expected return of 0.4057% will be sustainable into the future.
Horizon     30 Days    Login   to change

Gbl Evolution Fds Relative Risk vs. Return Landscape

If you would invest  13,827  in Gbl Evolution Fds Front Mkts Na on November 12, 2018 and sell it today you would earn a total of  160.00  from holding Gbl Evolution Fds Front Mkts Na or generate 1.16% return on investment over 30 days. Gbl Evolution Fds Front Mkts Na is generating 0.4057% of daily returns and assumes 2.5474% volatility on return distribution over the 30 days horizon. Simply put, 23% of equities are less volatile than Gbl Evolution Fds Front Mkts Na and 93% 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, Gbl Evolution Fds Front Mkts Na is expected to generate 1.95 times more return on investment than the market. However, the company is 1.95 times more volatile than its market benchmark. It trades about 0.16 of its potential returns per unit of risk. The DOW is currently generating roughly -0.07 per unit of risk.

Gbl Evolution Market Risk Analysis

Sharpe Ratio = 0.1593
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Gbl Evolution Relative Performance Indicators

Estimated Market Risk
 2.55
  actual daily
 
 23 %
of total potential
 
23
Expected Return
 0.41
  actual daily
 
 7 %
of total potential
 
7
Risk-Adjusted Return
 0.16
  actual daily
 
 10 %
of total potential
 
10
Based on monthly moving average Gbl Evolution is performing at about 10% 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 Gbl Evolution by adding it to a well-diversified portfolio.

Gbl Evolution Performance Rating

Gbl Evolution Fds Front Mkts Na Risk Adjusted Performance Analysis

10

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Gbl Evolution Fds Front Mkts Na are ranked lower than 10 (%) of all funds and portfolios of funds over the last 30 days.

Gbl Evolution Alerts

Equity Alerts and Improvement Suggestions

Gbl Evolution Fds is not yet fully synchronised with the market data
Gbl Evolution Fds has some characteristics of a very speculative penny stock
Check also Trending Equities. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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