Sanlam FOUR (Ireland) Manager Performance Evaluation

F00000NOH0 -- Ireland Fund  

USD 18.86  0.17  0.91%

The entity has beta of -0.0076 which indicates as returns on market increase, returns on owning Sanlam FOUR are expected to decrease at a much smaller rate. During bear market, Sanlam FOUR is likely to outperform the market.. Although it is vital to follow to Sanlam FOUR Global current price movements, it is good to be conservative about what you can actually do with the information regarding equity historical returns. The philosophy towards measuring 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 inspecting Sanlam FOUR Global technical indicators you can presently evaluate if the expected return of 0.3978% will be sustainable into the future.
Horizon     30 Days    Login   to change

Sanlam FOUR Global Relative Risk vs. Return Landscape

If you would invest  1,849  in Sanlam FOUR Global Equity B USD on August 25, 2018 and sell it today you would earn a total of  37.00  from holding Sanlam FOUR Global Equity B USD or generate 2.0% return on investment over 30 days. Sanlam FOUR Global Equity B USD is generating 0.3978% of daily returns and assumes 0.437% volatility on return distribution over the 30 days horizon. Simply put, 3% of equities are less volatile than Sanlam FOUR Global Equity B USD and 93% 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 FOUR Global Equity B USD is expected to generate 1.02 times more return on investment than the market. However, the company is 1.02 times more volatile than its market benchmark. It trades about 0.91 of its potential returns per unit of risk. The DOW is currently generating roughly 0.24 per unit of risk.

Sanlam FOUR Current Valuation

Not valued
September 24, 2018
18.86
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Sanlam FOUR is Unknown risk asset. Sanlam FOUR Global current Real Value cannot be determined due to lack of data. The regular price of Sanlam FOUR Global is $18.86. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Sanlam FOUR Global 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 FOUR Market Risk Analysis

Sharpe Ratio = 0.9104
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Sanlam FOUR Relative Performance Indicators

Estimated Market Risk
 0.44
  actual daily
 
 96 %
of total potential
  
Expected Return
 0.4
  actual daily
 
 7 %
of total potential
  
Risk-Adjusted Return
 0.91
  actual daily
 
 60 %
of total potential
  
Based on monthly moving average Sanlam FOUR is performing at about 60% 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 FOUR by adding it to a well-diversified portfolio.

Sanlam FOUR Performance Rating

Sanlam FOUR Global Equity B USD Risk Adjusted Performance Analysis

60 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Sanlam FOUR Global Equity B USD are ranked lower than 60 (%) of all funds and portfolios of funds over the last 30 days.

Sanlam FOUR Alerts

Equity Alerts and Improvement Suggestions

The fund retains 96.55% of its assets under management (AUM) in equities
Additionally see Investing Opportunities. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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