Aegon Intl (Ireland) Manager Performance Evaluation

F000000LP0 -- Ireland Fund  

GBp 216.00  0.00  0.00%

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 Schroder 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 Schroder technical indicators you can presently evaluate if the expected return of 0.0671% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Aegon Intl Schroder Relative Risk vs. Return Landscape

If you would invest  21,500  in Aegon Intl Schroder UK Alpha Plus A on July 21, 2018 and sell it today you would earn a total of  100.00  from holding Aegon Intl Schroder UK Alpha Plus A or generate 0.47% return on investment over 30 days. Aegon Intl Schroder UK Alpha Plus A is generating 0.0671% of daily returns and assumes 0.42% volatility on return distribution over the 30 days horizon. Simply put, 3% of equities are less volatile than Aegon Intl Schroder UK Alpha Plus 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 Schroder UK Alpha Plus A is expected to generate 1.77 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.34 times less risky than the market. It trades about 0.16 of its potential returns per unit of risk. The DOW is currently generating roughly 0.21 of returns per unit of risk over similar time horizon.

Aegon Intl Current Valuation

Not valued
August 20, 2018
216.00
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Aegon Intl is Unknown risk asset. Aegon Intl Schroder prevailing Real Value cannot be determined due to lack of data. The current price of Aegon Intl Schroder is p;216.0. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Aegon Intl Schroder 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 = 0.1597
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Aegon Intl Relative Performance Indicators

Estimated Market Risk
 0.42
  actual daily
 
 97 %
of total potential
  
Expected Return
 0.07
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.16
  actual daily
 
 10 %
of total potential
  
Based on monthly moving average Aegon Intl is performing at about 10% 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.

Performance Rating

Aegon Intl Schroder UK Alpha Plus A Risk Adjusted Performance Analysis
10 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Aegon Intl Schroder UK Alpha Plus A are ranked lower than 10 (%) of all funds and portfolios of funds over the last 30 days.

Aegon Intl Alerts

Equity Alerts and Improvement Suggestions
The fund retains 99.24% of its assets under management (AUM) in equities
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