Aegon Intl (Ireland) Manager Performance Evaluation

F000005OWB -- Ireland Fund  

GBp 200.00  2.00  0.99%

The organization shows Beta (market volatility) of -0.0894 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 extremely important to respect Aegon Intl Henderson historical returns, it is better to be realistic regarding the information on 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 Henderson technical indicators you can presently evaluate if the expected return of 0.0025% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Aegon Intl Henderson Relative Risk vs. Return Landscape

If you would invest  20,000  in Aegon Intl Henderson Cautious Mgd B on June 19, 2018 and sell it today you would earn a total of  0.00  from holding Aegon Intl Henderson Cautious Mgd B or generate 0.0% return on investment over 30 days. Aegon Intl Henderson Cautious Mgd B is generating 0.0025% of daily returns and assumes 0.7641% volatility on return distribution over the 30 days horizon. Simply put, 7% of equities are less volatile than Aegon Intl Henderson Cautious Mgd B 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, Aegon Intl Henderson Cautious Mgd B is expected to generate 28.28 times less return on investment than the market. In addition to that, the company is 1.3 times more volatile than its market benchmark. It trades about 0.0 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.12 per unit of volatility.

Aegon Intl Current Valuation

Not valued
July 19, 2018
200.00
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Aegon Intl is Unknown risk asset. Aegon Intl Henderson prevailing Real Value cannot be determined due to lack of data. The current price of Aegon Intl Henderson is p;200.0. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Aegon Intl Henderson from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to go long with undervalued instruments and to trade away overvalued instruments since at some point assets prices and their ongoing real values will blend.

Aegon Intl Market Risk Analysis

Sharpe Ratio = 0.0033
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Aegon Intl Relative Performance Indicators

Estimated Market Risk
 0.76
  actual daily
 
 94 %
of total potential
  
Expected Return
 0.0
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.0
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Aegon Intl 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 Aegon Intl by adding it to a well-diversified portfolio.

Performance Rating

Aegon Intl Henderson Cautious Mgd B Risk Adjusted Performance Analysis
0 

Risk-Adjusted Fund Performance

Over the last 30 days Aegon Intl Henderson Cautious Mgd B has generated negative risk-adjusted returns adding no value to fund investors.

Aegon Intl Alerts

Equity Alerts and Improvement Suggestions
The fund retains about 19.29% of its assets under management (AUM) in cash
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