Dimensional European (Ireland) Manager Performance Evaluation

F0000023MS -- Ireland Fund  

USD 10.26  0.04  0.39%

The organization shows Beta (market volatility) of 0.0 which denotes to the fact that the returns on MARKET and Dimensional European are completely uncorrelated. Even though it is essential to pay attention to Dimensional European historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards predicting 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. Dimensional European Value A USD exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

Dimensional European Relative Risk vs. Return Landscape

If you would invest  1,030  in Dimensional European Value A USD on June 18, 2018 and sell it today you would lose (4.00)  from holding Dimensional European Value A USD or give up 0.39% of portfolio value over 30 days. Dimensional European Value A USD is generating negative expected returns and assumes 0.2746% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than Dimensional European Value A USD 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, Dimensional European Value A USD is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 2.29 times less risky than the market. the firm trades about -0.71 of its potential returns per unit of risk. The DOW is currently generating roughly 0.05 of returns per unit of risk over similar time horizon.

Dimensional European Current Valuation

Not valued
July 18, 2018
10.26
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Dimensional European is Unknown risk asset. Dimensional European prevailing Real Value cannot be determined due to lack of data. The current price of Dimensional European is $10.26. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Dimensional European from reviewing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we advise to go long with undervalued instruments and to sell out overvalued instruments since at some point assets prices and their ongoing real values will submerge.

Dimensional European Market Risk Analysis

Sharpe Ratio = -0.7071
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Dimensional European Relative Performance Indicators

Estimated Market Risk
 0.27
  actual daily
 
 98 %
of total potential
  
Expected Return
 -0.19
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.71
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Dimensional European 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 Dimensional European by adding it to a well-diversified portfolio.

Performance Rating

Dimensional European Value A USD Risk Adjusted Performance Analysis
0 

Risk-Adjusted Fund Performance

Over the last 30 days Dimensional European Value A USD has generated negative risk-adjusted returns adding no value to fund investors.

Dimensional European Alerts

Equity Alerts and Improvement Suggestions
The fund retains 99.05% of its assets under management (AUM) in equities
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