Babson Capital (Ireland) Manager Performance Evaluation

F00000NNCI -- Ireland Fund  

USD 111.57  0.67  0.60%

The organization shows Beta (market volatility) of 0.0376 which signifies that as returns on market increase, Babson Capital returns are expected to increase less than the market. However during bear market, the loss on holding Babson Capital will be expected to be smaller as well.. Although it is extremely important to respect Babson Capital Global 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 Babson Capital Global technical indicators you can presently evaluate if the expected return of 0.1516% will be sustainable into the future.
Horizon     30 Days    Login   to change

Babson Capital Global Relative Risk vs. Return Landscape

If you would invest  11,090  in Babson Capital Global Loan D USD on August 26, 2018 and sell it today you would earn a total of  67.00  from holding Babson Capital Global Loan D USD or generate 0.6% return on investment over 30 days. Babson Capital Global Loan D USD is generating 0.1516% of daily returns and assumes 0.4925% volatility on return distribution over the 30 days horizon. Simply put, 4% of equities are less volatile than Babson Capital Global Loan D USD and 98% 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, Babson Capital Global Loan D USD is expected to generate 1.08 times more return on investment than the market. However, the company is 1.08 times more volatile than its market benchmark. It trades about 0.31 of its potential returns per unit of risk. The DOW is currently generating roughly 0.22 per unit of risk.

Babson Capital Current Valuation

Not valued
September 25, 2018
111.57
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Babson Capital is Unknown risk asset. Babson Capital Global prevailing Real Value cannot be determined due to lack of data. The current price of Babson Capital Global is $111.57. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Babson Capital Global 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.

Babson Capital Market Risk Analysis

Sharpe Ratio = 0.3078
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashF00000NNCIAverage
Risk
High
Risk
Huge
Risk
Negative Returns

Babson Capital Relative Performance Indicators

Estimated Market Risk
 0.49
  actual daily
 
 96 %
of total potential
  
Expected Return
 0.15
  actual daily
 
 2 %
of total potential
  
Risk-Adjusted Return
 0.31
  actual daily
 
 20 %
of total potential
  
Based on monthly moving average Babson Capital is performing at about 20% 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 Babson Capital by adding it to a well-diversified portfolio.

Babson Capital Performance Rating

Babson Capital Global Loan D USD Risk Adjusted Performance Analysis

20 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Babson Capital Global Loan D USD are ranked lower than 20 (%) of all funds and portfolios of funds over the last 30 days.
Additionally see Investing Opportunities. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Search macroaxis.com