Delaware Value Manager Performance Evaluation

DE
DDZRX -- USA Fund  

USD 22.67  0.06  0.26%

The organization shows Beta (market volatility) of 0.0936 which denotes to the fact that as returns on market increase, Delaware Value returns are expected to increase less than the market. However during bear market, the loss on holding Delaware Value will be expected to be smaller as well. Although it is extremely important to respect Delaware Value Fund historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards predicting 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 reviewing Delaware Value Fund technical indicators you can presently evaluate if the expected return of 0.0743% will be sustainable into the future.
77

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Delaware Value Fund Class R6 are ranked lower than 7 (%) of all funds and portfolios of funds over the last 30 days. Inspite fairly strong basic indicators, Delaware Value is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Fifty Two Week Low20.26
Fifty Two Week High22.87
Annual Report Expense Ratio0.58%
Horizon     30 Days    Login   to change

Delaware Value Fund Relative Risk vs. Return Landscape

If you would invest  2,163  in Delaware Value Fund Class R6 on December 20, 2019 and sell it today you would earn a total of  104.00  from holding Delaware Value Fund Class R6 or generate 4.81% return on investment over 30 days. Delaware Value Fund Class R6 is currently producing 0.0743% returns and takes up 0.6428% volatility of returns over 30 trading days. Put another way, 5% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
 Daily Expected Return (%) 
    
  Risk (%) 
Assuming 30 trading days horizon, Delaware Value is expected to generate 1.9 times less return on investment than the market. In addition to that, the company is 1.38 times more volatile than its market benchmark. It trades about 0.12 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.3 per unit of volatility.

Delaware Value Current Valuation

Fairly Valued
Today
22.67
January 19, 2020
22.58
Real Value
24.50
Upside
Delaware Value is very steady asset. Delaware Value Fund shows prevailing Real Value of $22.58 per share. The current price of the fund is $22.67. At this time the entity appears to be fairly valued. We determine the value of Delaware Value Fund from reviewing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we advise to go long with undervalued instruments and to sell out overvalued instruments since at some point assets prices and their ongoing real values will submerge.

Delaware Value Market Risk Analysis

Sharpe Ratio = 0.1156
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Delaware Value Relative Performance Indicators

Estimated Market Risk
 0.64
  actual daily
 
 5 %
of total potential
 
55
Expected Return
 0.07
  actual daily
 
 1 %
of total potential
 
11
Risk-Adjusted Return
 0.12
  actual daily
 
 7 %
of total potential
 
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Based on monthly moving average Delaware Value is performing at about 7% 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 Delaware Value by adding it to a well-diversified portfolio.

Delaware Value Alerts

Equity Alerts and Improvement Suggestions

The fund retains 98.91% of its assets under management (AUM) in equities
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