SABADELL INVERSI (Spain) Manager Performance Evaluation

ES0182543019 -- Spain Fund  

EUR 1,274  4.84  0.38%

The entity owns a Beta (Systematic Risk) of 0.0275, which indicates as returns on market increase, SABADELL INVERSI returns are expected to increase less than the market. However, during bear market, the loss on holding SABADELL INVERSI will be expected to be smaller as well. Even though it is essential to pay attention to SABADELL INVERSI N existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis approach towards measuring 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. SABADELL INVERSI exposes twenty-one different technical indicators, which can help you to evaluate its performance.
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Risk-Adjusted Fund Performance

Over the last 30 days SABADELL INVERSI N TIC Y SOLI has generated negative risk-adjusted returns adding no value to fund investors. Despite sluggish performance in the last few months, the Fund's basic indicators remain somewhat strong which may send shares a bit higher in May 2020. The current disturbance may also be a sign of long term up-swing for the fund investors.

SABADELL INVERSI Relative Risk vs. Return Landscape

If you would invest  134,299  in SABADELL INVERSI N TIC Y SOLI on March 10, 2020 and sell it today you would lose (6,375)  from holding SABADELL INVERSI N TIC Y SOLI or give up 4.75% of portfolio value over 30 days. SABADELL INVERSI N TIC Y SOLI is generating negative expected returns and assumes 1.6837% volatility on return distribution over the 30 days horizon. Simply put, 15% of equities are less volatile than SABADELL INVERSI 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, SABADELL INVERSI is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 2.4 times less risky than the market. the firm trades about -0.23 of its potential returns per unit of risk. The DOW is currently generating roughly -0.06 of returns per unit of risk over similar time horizon.

SABADELL INVERSI Market Risk Analysis

Sharpe Ratio = -0.2323
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Negative ReturnsES0182543019

SABADELL INVERSI Performance Indicators

Estimated Market Risk
  actual daily
 15 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 0 %
of total potential
Based on monthly moving average SABADELL INVERSI 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 SABADELL INVERSI by adding it to a well-diversified portfolio.


Equity Alerts and Improvement Suggestions

SABADELL INVERSI N is not yet fully synchronised with the market data
SABADELL INVERSI N generates negative expected return over the last 30 days
Continue to Investing Opportunities. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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