Muzinich Loan (Ireland) Manager Performance Evaluation

F00000NF5R -- Ireland Fund  

EUR 94.75  0.02  0.0211%

The fund secures Beta (Market Risk) of 0.0647 which conveys that as returns on market increase, Muzinich Loan returns are expected to increase less than the market. However during bear market, the loss on holding Muzinich Loan will be expected to be smaller as well.. Although it is extremely important to respect Muzinich Loan EUR price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating 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 Muzinich Loan EUR technical indicators you can presently evaluate if the expected return of 0.007% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Muzinich Loan EUR Relative Risk vs. Return Landscape

If you would invest  9,473  in Muzinich Loan EUR INC H on June 20, 2018 and sell it today you would earn a total of  2.00  from holding Muzinich Loan EUR INC H or generate 0.02% return on investment over 30 days. Muzinich Loan EUR INC H is generating 0.007% of daily returns and assumes 0.0122% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than Muzinich Loan EUR INC H 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, Muzinich Loan EUR INC H is expected to generate 8.31 times less return on investment than the market. But when comparing it to its historical volatility, the company is 48.99 times less risky than the market. It trades about 0.57 of its potential returns per unit of risk. The DOW is currently generating roughly 0.1 of returns per unit of risk over similar time horizon.

Muzinich Loan Current Valuation

Not valued
July 20, 2018
94.75
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Muzinich Loan is Unknown risk asset. Muzinich Loan EUR last-minute Real Value cannot be determined due to lack of data. The latest price of Muzinich Loan EUR is €94.75. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Muzinich Loan EUR from analyzing fund fundamentals and technical indicators as well as its 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.

Muzinich Loan Market Risk Analysis

Sharpe Ratio = 0.5774
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Based on monthly moving average Muzinich Loan 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 Muzinich Loan by adding it to a well-diversified portfolio.

Performance Rating

Muzinich Loan EUR INC H Risk Adjusted Performance Analysis
38 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Muzinich Loan EUR INC H are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.
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