Dimensional European (Ireland) Manager Performance Evaluation

F0000023MS -- Ireland Fund  

USD 8.64  0.16  1.82%

The organization shows Beta (market volatility) of -0.0463 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. 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.
Horizon     30 Days    Login   to change

Dimensional European Relative Risk vs. Return Landscape

If you would invest  866.00  in Dimensional European Value A USD on January 23, 2019 and sell it today you would lose (2.00)  from holding Dimensional European Value A USD or give up 0.23% of portfolio value over 30 days. Dimensional European Value A USD is generating negative expected returns and assumes 0.7536% volatility on return distribution over the 30 days horizon. Simply put, 6% of equities are less volatile than Dimensional European 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 is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 2.2 times less risky than the market. the firm trades about -0.07 of its potential returns per unit of risk. The DOW is currently generating roughly 0.26 of returns per unit of risk over similar time horizon.

Dimensional European Current Valuation

Not valued
February 22, 2019
8.64
Market Value
0.00
Real Value
Target Odds
Odds 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 $8.64. 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 = -0.0738
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Dimensional European Relative Performance Indicators

Estimated Market Risk
 0.75
  actual daily
 
 6 %
of total potential
 
6
Expected Return
 -0.06
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.07
  actual daily
 
 0 %
of total potential
 
0
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.

Dimensional European 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

Dimensional European is not yet fully synchronised with the market data
Dimensional European generates negative expected return over the last 30 days
The fund retains 99.05% of its assets under management (AUM) in equities

Dimensional European Performance Indicators

Dimensional European Basic Price Performance Measures

Fifty Two Week Low8.6600
Fifty Two Week High8.8000
Annual Report Expense Ratio0.57%
Additionally see Investing Opportunities. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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