E I (Ireland) Manager Performance Evaluation

F000002PGR -- Ireland Fund  

EUR 2,788  164.40  5.57%

The entity shows Beta (market volatility) of 0.0 which denotes to the fact that the returns on MARKET and E I are completely uncorrelated. Even though it is essential to pay attention to E I Sturdza historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in 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. E I Sturdza Strgc China Panda EUR H exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

E I Sturdza Relative Risk vs. Return Landscape

If you would invest  306,851  in E I Sturdza Strgc China Panda EUR H on July 20, 2018 and sell it today you would lose (28,078)  from holding E I Sturdza Strgc China Panda EUR H or give up 9.15% of portfolio value over 30 days. E I Sturdza Strgc China Panda EUR H is generating negative expected returns and assumes 3.7711% volatility on return distribution over the 30 days horizon. Simply put, 34% of equities are less volatile than E I Sturdza Strgc China Panda EUR H 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, E I Sturdza Strgc China Panda EUR H is expected to under-perform the market. In addition to that, the company is 6.84 times more volatile than its market benchmark. It trades about -0.3 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.2 per unit of volatility.

E I Current Valuation

Not valued
August 19, 2018
2,788
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
E I is Unknown risk asset. E I Sturdza prevailing Real Value cannot be determined due to lack of data. The current price of E I Sturdza is €2787.73. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of E I Sturdza from analyzing 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 sooner or later assets prices and their ongoing real values will submerge.

E I Market Risk Analysis

Sharpe Ratio = -0.2989
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E I Relative Performance Indicators

Estimated Market Risk
 3.77
  actual daily
 
 66 %
of total potential
  
Expected Return
 -1.13
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.3
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average E I 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 E I by adding it to a well-diversified portfolio.

Performance Rating

E I Sturdza Strgc China Panda EUR H Risk Adjusted Performance Analysis
0 

Risk-Adjusted Fund Performance

Over the last 30 days E I Sturdza Strgc China Panda EUR H has generated negative risk-adjusted returns adding no value to fund investors.

E I Alerts

Equity Alerts and Improvement Suggestions
E I Sturdza generates negative expected return over the last 30 days
E I Sturdza has high historical volatility and very poor performance
The fund retains all 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.