Russell Multi (Ireland) Manager Performance Evaluation

F000000F5X -- Ireland Fund  

USD 117.84  0.22  0.19%

The fund holds Beta of 0.0195 which implies as returns on market increase, Russell Multi returns are expected to increase less than the market. However during bear market, the loss on holding Russell Multi will be expected to be smaller as well.. Although it is extremely important to respect Russell Multi Asset current trending patterns, it is better to be realistic regarding the information on equity existing price patterns. The philosophy towards forecasting 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 Russell Multi Asset technical indicators you can presently evaluate if the expected return of 0.0623% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Russell Multi Asset Relative Risk vs. Return Landscape

If you would invest  11,762  in Russell Multi Asset Defensive A Acc on June 19, 2018 and sell it today you would earn a total of  22.00  from holding Russell Multi Asset Defensive A Acc or generate 0.19% return on investment over 30 days. Russell Multi Asset Defensive A Acc is generating 0.0623% of daily returns and assumes 0.108% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than Russell Multi Asset Defensive A Acc 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, Russell Multi Asset Defensive A Acc is expected to generate 1.13 times less return on investment than the market. But when comparing it to its historical volatility, the company is 5.45 times less risky than the market. It trades about 0.58 of its potential returns per unit of risk. The DOW is currently generating roughly 0.12 of returns per unit of risk over similar time horizon.

Russell Multi Current Valuation

Not valued
July 19, 2018
117.84
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Russell Multi is Unknown risk asset. Russell Multi Asset recent Real Value cannot be determined due to lack of data. The prevailing price of Russell Multi Asset is $117.84. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Russell Multi Asset from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we support investing in undervalued entities and to dispose of overvalued entities since at some point stocks prices and their ongoing real values will merge together.

Russell Multi Market Risk Analysis

Sharpe Ratio = 0.5774
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
F000000F5XSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative Returns

Russell Multi Relative Performance Indicators

Estimated Market Risk
 0.11
  actual daily
 
 99 %
of total potential
  
Expected Return
 0.06
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.58
  actual daily
 
 38 %
of total potential
  
Based on monthly moving average Russell Multi 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 Russell Multi by adding it to a well-diversified portfolio.

Performance Rating

Russell Multi Asset Defensive A Acc Risk Adjusted Performance Analysis
38 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Russell Multi Asset Defensive A Acc are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

Russell Multi Alerts

Equity Alerts and Improvement Suggestions
The fund retains about 31.44% of its assets under management (AUM) in cash
Additionally see Investing Opportunities. Please also try Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. drill down to check world indexes.