Aviva BNY (Ireland) Manager Performance Evaluation

F000005OX5 -- Ireland Fund  

GBp 1,535  7.00  0.46%

The organization shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and Aviva BNY are completely uncorrelated. Although it is essential to pay attention to Aviva BNY Mellon historical returns, it is also good to be reasonable about what you can actually do with equity current trending patterns. Macroaxis philosophy towards foreseeing future performance of any fund is to look not only at its past charts but also at the business as a whole, including all available fundamental and technical indicators. To evaluate if Aviva BNY Mellon Global Bond GBP Int S4 expected return of 90.8395 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable.
 Time Horizon     30 Days    Login   to change

Aviva BNY Mellon Relative Risk vs. Return Landscape

If you would invest  1,533  in Aviva BNY Mellon Global Bond GBP Int S4 on June 18, 2018 and sell it today you would earn a total of  151,967  from holding Aviva BNY Mellon Global Bond GBP Int S4 or generate 9911.74% return on investment over 30 days. Aviva BNY Mellon Global Bond GBP Int S4 is generating 90.8395% of daily returns and assumes 301.5349% volatility on return distribution over the 30 days horizon. Simply put, majority of traded equity instruments are less risky than Aviva BNY Mellon Global Bond GBP Int S4 on the bases of their historical return distribution and most 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, Aviva BNY Mellon Global Bond GBP Int S4 is expected to generate 479.85 times more return on investment than the market. However, the company is 479.85 times more volatile than its market benchmark. It trades about 0.3 of its potential returns per unit of risk. The DOW is currently generating roughly 0.03 per unit of risk.

Aviva BNY Current Valuation

Not valued
July 18, 2018
1,535
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Aviva BNY is Unknown risk asset. Aviva BNY Mellon prevailing Real Value cannot be determined due to lack of data. The current price of Aviva BNY Mellon is p;1535.0. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Aviva BNY Mellon 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.

Aviva BNY Market Risk Analysis

Sharpe Ratio = 0.3013
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Aviva BNY Relative Performance Indicators

Estimated Market Risk
 301.53
  actual daily
 
 4 %
of total potential
  
Expected Return
 5.28
  actual daily
 
 96 %
of total potential
  
Risk-Adjusted Return
 0.3
  actual daily
 
 19 %
of total potential
  
Based on monthly moving average Aviva BNY is performing at about 19% 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 Aviva BNY by adding it to a well-diversified portfolio.

Performance Rating

Aviva BNY Mellon Global Bond GBP Int S4 Risk Adjusted Performance Analysis
19 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Aviva BNY Mellon Global Bond GBP Int S4 are ranked lower than 19 (%) of all funds and portfolios of funds over the last 30 days.

Aviva BNY Alerts

Equity Alerts and Improvement Suggestions
Aviva BNY Mellon appears to be very risky and stock price may revert if volatility continues
The fund retains about 35.28% of its assets under management (AUM) in cash
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