Dimensional European (Ireland) Manager Performance Evaluation

F0000023MS -- Ireland Fund  

USD 10.53  0.32  3.13%

The organization shows Beta (market volatility) of -0.0399 which denotes to the fact that as returns on market increase, returns on owning Dimensional European are expected to decrease at a much smaller rate. During bear market, Dimensional European is likely to outperform the market.. Although it is vital to follow to Dimensional European historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy towards predicting 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. We have found twenty-one technical indicators for Dimensional European Value A USD which you can use to evaluate performance of the entity.
Horizon     30 Days    Login   to change

Dimensional European Relative Risk vs. Return Landscape

If you would invest  1,026  in Dimensional European Value A USD on August 23, 2018 and sell it today you would earn a total of  27.00  from holding Dimensional European Value A USD or generate 2.63% return on investment over 30 days. Dimensional European Value A USD is generating 0.6617% of daily returns and assumes 1.6642% volatility on return distribution over the 30 days horizon. Simply put, 15% of equities are less volatile than Dimensional European Value A USD and 88% 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 generate 3.75 times more return on investment than the market. However, the company is 3.75 times more volatile than its market benchmark. It trades about 0.4 of its potential returns per unit of risk. The DOW is currently generating roughly 0.43 per unit of risk.

Dimensional European Current Valuation

Not valued
September 22, 2018
10.53
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 $10.53. 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 = 0.3976
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Dimensional European Relative Performance Indicators

Estimated Market Risk
 1.66
  actual daily
 
 85 %
of total potential
  
Expected Return
 0.66
  actual daily
 
 12 %
of total potential
  
Risk-Adjusted Return
 0.4
  actual daily
 
 26 %
of total potential
  
Based on monthly moving average Dimensional European is performing at about 26% 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.

Dimensional European Performance Rating

Dimensional European Value A USD Risk Adjusted Performance Analysis

26 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Dimensional European Value A USD are ranked lower than 26 (%) of all funds and portfolios of funds over the last 30 days.

Dimensional European Alerts

Equity Alerts and Improvement Suggestions

The fund retains 99.05% of its assets under management (AUM) in equities
Additionally see Investing Opportunities. Please also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
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