Legg Mason (Ireland) Manager Performance Evaluation

F0000007WS -- Ireland Fund  

 147.74  0.92  0.63%

The fund secures Beta (Market Risk) of 0.2613 which conveys that as returns on market increase, Legg Mason returns are expected to increase less than the market. However during bear market, the loss on holding Legg Mason will be expected to be smaller as well.. Although it is vital to follow to Legg Mason ClearBridge price patterns, it is good to be conservative about what you can actually do with the information regarding equity historical price patterns. The philosophy towards estimating 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 analyzing Legg Mason ClearBridge technical indicators you can presently evaluate if the expected return of 0.2546% will be sustainable into the future.
Horizon     30 Days    Login   to change

Legg Mason ClearBridge Relative Risk vs. Return Landscape

If you would invest  14,662  in Legg Mason ClearBridge Value GllnInc on August 22, 2018 and sell it today you would earn a total of  112.00  from holding Legg Mason ClearBridge Value GllnInc or generate 0.76% return on investment over 30 days. Legg Mason ClearBridge Value GllnInc is generating 0.2546% of daily returns and assumes 0.441% volatility on return distribution over the 30 days horizon. Simply put, 4% of equities are less volatile than Legg Mason ClearBridge Value GllnInc and 96% 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, Legg Mason ClearBridge Value GllnInc is expected to generate 1.05 times more return on investment than the market. However, the company is 1.05 times more volatile than its market benchmark. It trades about 0.58 of its potential returns per unit of risk. The DOW is currently generating roughly 0.38 per unit of risk.

Legg Mason Market Risk Analysis

Sharpe Ratio = 0.5774
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Legg Mason Relative Performance Indicators

Estimated Market Risk
 0.44
  actual daily
 
 96 %
of total potential
  
Expected Return
 0.25
  actual daily
 
 4 %
of total potential
  
Risk-Adjusted Return
 0.58
  actual daily
 
 38 %
of total potential
  
Based on monthly moving average Legg Mason is performing at about 38% 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 Legg Mason by adding it to a well-diversified portfolio.

Legg Mason Performance Rating

Legg Mason ClearBridge Value GllnInc Risk Adjusted Performance Analysis

38 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Legg Mason ClearBridge Value GllnInc are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.
Additionally see Investing Opportunities. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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