Aegon Intl (Ireland) Manager Performance Evaluation

F000005HR3 -- Ireland Fund  

 205.00  2.00  0.97%

The organization shows Beta (market volatility) of -0.0879 which signifies that as returns on market increase, returns on owning Aegon Intl are expected to decrease at a much smaller rate. During bear market, Aegon Intl is likely to outperform the market.. Although it is vital to follow to Aegon Intl Japan historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy in foreseeing 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. By analyzing Aegon Intl Japan technical indicators you can presently evaluate if the expected return of 0.495% will be sustainable into the future.
Horizon     30 Days    Login   to change

Aegon Intl Japan Relative Risk vs. Return Landscape

If you would invest  20,200  in Aegon Intl Japan Eq Select Ptfl A on September 20, 2018 and sell it today you would earn a total of  300.00  from holding Aegon Intl Japan Eq Select Ptfl A or generate 1.49% return on investment over 30 days. Aegon Intl Japan Eq Select Ptfl A is generating 0.495% of daily returns and assumes 0.8574% volatility on return distribution over the 30 days horizon. Simply put, 7% of equities are less volatile than Aegon Intl Japan Eq Select Ptfl A and 91% 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, Aegon Intl Japan Eq Select Ptfl A is expected to generate 0.81 times more return on investment than the market. However, the company is 1.24 times less risky than the market. It trades about 0.58 of its potential returns per unit of risk. The DOW is currently generating roughly -0.15 per unit of risk.

Aegon Intl Market Risk Analysis

Sharpe Ratio = 0.5774
Good Returns
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Aegon Intl Relative Performance Indicators

Estimated Market Risk
  actual daily
 93 %
of total potential
Expected Return
  actual daily
 9 %
of total potential
Risk-Adjusted Return
  actual daily
 38 %
of total potential
Based on monthly moving average Aegon Intl is performing at about 38% 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 Aegon Intl by adding it to a well-diversified portfolio.

Aegon Intl Performance Rating

Aegon Intl Japan Eq Select Ptfl A Risk Adjusted Performance Analysis


Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Aegon Intl Japan Eq Select Ptfl A are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

Aegon Intl Alerts

Equity Alerts and Improvement Suggestions

Aegon Intl Japan is not yet fully synchronised with the market data
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