Polar Capital (Ireland) Manager Performance Evaluation

F000002QJ0 -- Ireland Fund  

USD 23.45  0.23  0.97%

The fund holds Beta of -0.2071 which implies as returns on market increase, returns on owning Polar Capital are expected to decrease at a much smaller rate. During bear market, Polar Capital is likely to outperform the market.. Although it is vital to follow to Polar Capital Japan current trending patterns, it is good to be conservative about what you can actually do with the information regarding equity existing price patterns. The philosophy towards forecasting 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 Polar Capital Japan which you can use to evaluate performance of the fund.
Horizon     30 Days    Login   to change

Polar Capital Japan Relative Risk vs. Return Landscape

If you would invest  2,277  in Polar Capital Japan R USD Hdg on August 26, 2018 and sell it today you would earn a total of  91.00  from holding Polar Capital Japan R USD Hdg or generate 4.0% return on investment over 30 days. Polar Capital Japan R USD Hdg is generating 0.7895% of daily returns and assumes 0.8206% volatility on return distribution over the 30 days horizon. Simply put, 7% of equities are less volatile than Polar Capital Japan R USD Hdg and 86% 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, Polar Capital Japan R USD Hdg is expected to generate 1.81 times more return on investment than the market. However, the company is 1.81 times more volatile than its market benchmark. It trades about 0.96 of its potential returns per unit of risk. The DOW is currently generating roughly 0.22 per unit of risk.

Polar Capital Current Valuation

Not valued
September 25, 2018
23.45
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Polar Capital is Unknown risk asset. Polar Capital Japan recent Real Value cannot be determined due to lack of data. The prevailing price of Polar Capital Japan is $23.45. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Polar Capital Japan from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we support investing in undervalued entities and to dispose of overvalued entities since at some point stocks prices and their ongoing real values will merge together.

Polar Capital Market Risk Analysis

Sharpe Ratio = 0.962
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Polar Capital Relative Performance Indicators

Estimated Market Risk
 0.82
  actual daily
 
 93 %
of total potential
  
Expected Return
 0.79
  actual daily
 
 14 %
of total potential
  
Risk-Adjusted Return
 0.96
  actual daily
 
 63 %
of total potential
  
Based on monthly moving average Polar Capital is performing at about 63% 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 Polar Capital by adding it to a well-diversified portfolio.

Polar Capital Performance Rating

Polar Capital Japan R USD Hdg Risk Adjusted Performance Analysis

63 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Polar Capital Japan R USD Hdg are ranked lower than 63 (%) of all funds and portfolios of funds over the last 30 days.

Polar Capital Alerts

Equity Alerts and Improvement Suggestions

The fund retains all of its assets under management (AUM) in equities
Additionally see Investing Opportunities. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.
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