Aegon Intl (Ireland) Manager Performance Evaluation

F000000LOO -- Ireland Fund  

GBp 316.00  3.00  0.96%

The organization shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and Aegon Intl are completely uncorrelated. Although it is extremely important to respect Aegon Intl Newton historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in foreseeing 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 Aegon Intl Newton technical indicators you can presently evaluate if the expected return of 0.0845% will be sustainable into the future.
Horizon     30 Days    Login   to change

Aegon Intl Newton Relative Risk vs. Return Landscape

If you would invest  31,500  in Aegon Intl Newton Balanced Mgd A on November 19, 2018 and sell it today you would earn a total of  100.00  from holding Aegon Intl Newton Balanced Mgd A or generate 0.32% return on investment over 30 days. Aegon Intl Newton Balanced Mgd A is generating 0.0845% of daily returns and assumes 1.1788% volatility on return distribution over the 30 days horizon. Simply put, 10% of equities are less volatile than Aegon Intl Newton Balanced Mgd A 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, Aegon Intl Newton Balanced Mgd A is expected to generate 0.87 times more return on investment than the market. However, the company is 1.14 times less risky than the market. It trades about 0.07 of its potential returns per unit of risk. The DOW is currently generating roughly -0.12 per unit of risk.

Aegon Intl Current Valuation

Not valued
December 19, 2018
316.00
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Aegon Intl is Unknown risk asset. Aegon Intl Newton prevailing Real Value cannot be determined due to lack of data. The current price of Aegon Intl Newton is p;316.0. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Aegon Intl Newton from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to go long with undervalued instruments and to trade away overvalued instruments since at some point assets prices and their ongoing real values will blend.

Aegon Intl Market Risk Analysis

Sharpe Ratio = 0.0717
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashF000000LOOAverage
Risk
High
Risk
Huge
Risk
Negative Returns

Aegon Intl Relative Performance Indicators

Estimated Market Risk
 1.18
  actual daily
 
 10 %
of total potential
 
10
Expected Return
 0.08
  actual daily
 
 1 %
of total potential
 
1
Risk-Adjusted Return
 0.07
  actual daily
 
 4 %
of total potential
 
4
Based on monthly moving average Aegon Intl is performing at about 4% 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 Aegon Intl by adding it to a well-diversified portfolio.

Aegon Intl Performance Rating

Aegon Intl Newton Balanced Mgd A Risk Adjusted Performance Analysis

4

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Aegon Intl Newton Balanced Mgd A are ranked lower than 4 (%) of all funds and portfolios of funds over the last 30 days.

Aegon Intl Alerts

Equity Alerts and Improvement Suggestions

Aegon Intl Newton is not yet fully synchronised with the market data
The fund retains about 23.45% of its assets under management (AUM) in cash

Aegon Intl Performance Indicators

Aegon Intl Newton Basic Price Performance Measures

Fifty Two Week Low3.0574
Fifty Two Week High3.2319
Additionally see Investing Opportunities. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
Search macroaxis.com