Mediolanum (Ireland) Manager Performance Evaluation

F000000GLD -- Ireland Fund  

EUR 13.72  0.01  0.07%

The fund secures Beta (Market Risk) of 0.1293 which conveys that as returns on market increase, Mediolanum returns are expected to increase less than the market. However during bear market, the loss on holding Mediolanum will be expected to be smaller as well.. Even though it is essential to pay attention to Mediolanum Ch Provident price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating 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. Mediolanum exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Mediolanum Ch Provident Relative Risk vs. Return Landscape

If you would invest  1,381  in Mediolanum Ch Provident 3 on August 24, 2018 and sell it today you would lose (9.00)  from holding Mediolanum Ch Provident 3 or give up 0.65% of portfolio value over 30 days. Mediolanum Ch Provident 3 is generating negative expected returns and assumes 0.2324% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than Mediolanum Ch Provident 3 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, Mediolanum Ch Provident 3 is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.93 times less risky than the market. the firm trades about -0.47 of its potential returns per unit of risk. The DOW is currently generating roughly 0.39 of returns per unit of risk over similar time horizon.

Mediolanum Current Valuation

Not valued
September 23, 2018
13.72
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Mediolanum is Unknown risk asset. Mediolanum Ch Provident last-minute Real Value cannot be determined due to lack of data. The latest price of Mediolanum Ch Provident is €13.72. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Mediolanum Ch Provident from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to purchase undervalued stocks and to get rid of overvalued stocks since at some point entities prices and their ongoing real values will merge together.

Mediolanum Market Risk Analysis

Sharpe Ratio = -0.4677
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Mediolanum Relative Performance Indicators

Estimated Market Risk
 0.23
  actual daily
 
 98 %
of total potential
  
Expected Return
 -0.11
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.47
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Mediolanum 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 Mediolanum by adding it to a well-diversified portfolio.

Mediolanum Performance Rating

Mediolanum Ch Provident 3 Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Mediolanum Ch Provident 3 has generated negative risk-adjusted returns adding no value to fund investors.

Mediolanum Alerts

Equity Alerts and Improvement Suggestions

Mediolanum generates negative expected return over the last 30 days
The fund retains about 28.83% of its assets under management (AUM) in cash
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