Sanlam Global (Ireland) Manager Performance Evaluation

The entity has beta of -0.1223 which indicates as returns on market increase, returns on owning Sanlam Global are expected to decrease at a much smaller rate. During bear market, Sanlam Global is likely to outperform the market. . Even though it is essential to pay attention to Sanlam Global Best current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring 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. Sanlam Global Best Ideas A EUR exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Sanlam Global Best Relative Risk vs. Return Landscape

If you would invest  116.00  in Sanlam Global Best Ideas A EUR on December 18, 2018 and sell it today you would lose (9.00)  from holding Sanlam Global Best Ideas A EUR or give up 7.76% of portfolio value over 30 days. Sanlam Global Best Ideas A EUR is generating negative expected returns and assumes 1.7831% volatility on return distribution over the 30 days horizon. Simply put, 16% of equities are less volatile than Sanlam Global Best 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, Sanlam Global Best is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.15 times less risky than the market. the firm trades about -0.74 of its potential returns per unit of risk. The DOW is currently generating roughly -0.03 of returns per unit of risk over similar time horizon.

Sanlam Global Current Valuation

Not valued
January 17, 2019
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Sanlam Global is Unknown risk asset. Sanlam Global Best current Real Value cannot be determined due to lack of data. The regular price of Sanlam Global Best is €0.0. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Sanlam Global Best from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to buy undervalued stocks and to dispose of overvalued stocks since at some point securities prices and their ongoing real values will draw towards each other.

Sanlam Global Market Risk Analysis

Sharpe Ratio = -0.7423
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Sanlam Global Relative Performance Indicators

Estimated Market Risk
 1.78
  actual daily
 
 16 %
of total potential
 
16
Expected Return
 -1.32
  actual daily
 
 0 %
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Risk-Adjusted Return
 -0.74
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Based on monthly moving average Sanlam Global 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 Sanlam Global by adding it to a well-diversified portfolio.

Sanlam Global Performance Rating

Sanlam Global Best Ideas A EUR Risk Adjusted Performance Analysis

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Risk-Adjusted Fund Performance

Over the last 30 days Sanlam Global Best Ideas A EUR has generated negative risk-adjusted returns adding no value to fund investors.

Sanlam Global Alerts

Equity Alerts and Improvement Suggestions

Sanlam Global Best is not yet fully synchronised with the market data
Sanlam Global Best generates negative expected return over the last 30 days
Sanlam Global Best has some characteristics of a very speculative penny stock
The fund retains 95.56% of its assets under management (AUM) in equities

Sanlam Global Performance Indicators

Sanlam Global Best Basic Price Performance Measures

Fifty Two Week Low1.0601
Fifty Two Week High1.0927
Annual Report Expense Ratio1.53%
Additionally see Investing Opportunities. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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