E I (Ireland) Manager Performance Evaluation

F000002PGR -- Ireland Fund  

EUR 2,475  79.04  0.03%

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.
Horizon     30 Days    Login   to change

E I Sturdza Relative Risk vs. Return Landscape

If you would invest  264,575  in E I Sturdza Strgc China Panda EUR H on December 19, 2018 and sell it today you would lose (17,038)  from holding E I Sturdza Strgc China Panda EUR H or give up 6.44% of portfolio value over 30 days. E I Sturdza Strgc China Panda EUR H is generating negative expected returns and assumes 1.705% volatility on return distribution over the 30 days horizon. Simply put, 15% of equities are less volatile than E I 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 is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.17 times less risky than the market. the firm trades about -0.48 of its potential returns per unit of risk. The DOW is currently generating roughly -0.02 of returns per unit of risk over similar time horizon.

E I Current Valuation

Not valued
January 18, 2019
2,475
Market Value
0.00
Real Value
Target Odds
Odds 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 €2475.37. 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 = -0.4783
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Negative ReturnsF000002PGR

E I Relative Performance Indicators

Estimated Market Risk
 1.71
  actual daily
 
 15 %
of total potential
 
15
Expected Return
 -0.82
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.48
  actual daily
 
 0 %
of total potential
 
0
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.

E I 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 is not yet fully synchronised with the market data
E I Sturdza generates negative expected return over the last 30 days
The fund retains all of its assets under management (AUM) in equities

E I Performance Indicators

E I Sturdza Basic Price Performance Measures

Annual Report Expense Ratio1.82%
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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