Mercer Low (Ireland) Manager Performance Evaluation

F00000MWSJ -- Ireland Fund  

EUR 212.83  5.42  0.02%

The fund secures Beta (Market Risk) of -0.1028 which conveys that as returns on market increase, returns on owning Mercer Low are expected to decrease at a much smaller rate. During bear market, Mercer Low is likely to outperform the market. Even though it is essential to pay attention to Mercer Low Volatility price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating 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. Mercer Low exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Mercer Low Volatility Relative Risk vs. Return Landscape

If you would invest  22,560  in Mercer Low Volatility Equity M 3 on December 19, 2018 and sell it today you would lose (1,277)  from holding Mercer Low Volatility Equity M 3 or give up 5.66% of portfolio value over 30 days. Mercer Low Volatility Equity M 3 is generating negative expected returns and assumes 3.4666% volatility on return distribution over the 30 days horizon. Simply put, 31% of equities are less volatile than Mercer Low 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, Mercer Low is expected to under-perform the market. In addition to that, the company is 1.76 times more volatile than its market benchmark. It trades about -0.4 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.01 per unit of volatility.

Mercer Low Current Valuation

Not valued
January 18, 2019
212.83
Market Value
0.00
Real Value
Target Odds
Odds Odds
0.00
Upside
Mercer Low is Unknown risk asset. Mercer Low Volatility last-minute Real Value cannot be determined due to lack of data. The latest price of Mercer Low Volatility is €212.83. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. Macroaxis essentially forecasts value of Mercer Low Volatility from analyzing the organization technical indicators and Probability Of Bankruptcy. In general, we recommend to purchase undervalued stocks and to get rid of overvalued stocks since at some point entities prices and their ongoing real values will merge together.

Mercer Low Market Risk Analysis

Sharpe Ratio = -0.4037
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Mercer Low Relative Performance Indicators

Estimated Market Risk
 3.47
  actual daily
 
 31 %
of total potential
 
31
Expected Return
 -1.4
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.4
  actual daily
 
 0 %
of total potential
 
0
Based on monthly moving average Mercer Low 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 Mercer Low by adding it to a well-diversified portfolio.

Mercer Low Performance Rating

Mercer Low Volatility Equity M 3 Risk Adjusted Performance Analysis

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Risk-Adjusted Fund Performance

Over the last 30 days Mercer Low Volatility Equity M 3 has generated negative risk-adjusted returns adding no value to fund investors.

Mercer Low Alerts

Equity Alerts and Improvement Suggestions

Mercer Low is not yet fully synchronised with the market data
Mercer Low generates negative expected return over the last 30 days
Mercer Low has high historical volatility and very poor performance
The fund retains about 10.4% of its assets under management (AUM) in cash
Additionally see Investing Opportunities. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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