Sarasin IE (Ireland) Manager Performance Evaluation

F00000OWJO -- Ireland Fund  

USD 28.46  0.10  0.35%

The entity has beta of -0.0013 which indicates as returns on market increase, returns on owning Sarasin IE are expected to decrease at a much smaller rate. During bear market, Sarasin IE is likely to outperform the market.. Although it is extremely important to respect Sarasin IE EquiSar current price movements, it is better to be realistic regarding the information on 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 Sarasin IE EquiSar technical indicators you can presently evaluate if the expected return of 0.1058% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Sarasin IE EquiSar Relative Risk vs. Return Landscape

If you would invest  2,834  in Sarasin IE EquiSar Glbl Thmtc P on June 21, 2018 and sell it today you would earn a total of  12.00  from holding Sarasin IE EquiSar Glbl Thmtc P or generate 0.42% return on investment over 30 days. Sarasin IE EquiSar Glbl Thmtc P is generating 0.1058% of daily returns and assumes 0.1679% volatility on return distribution over the 30 days horizon. Simply put, 1% of equities are less volatile than Sarasin IE EquiSar Glbl Thmtc P 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, Sarasin IE EquiSar Glbl Thmtc P is expected to generate 0.29 times more return on investment than the market. However, the company is 3.49 times less risky than the market. It trades about 0.63 of its potential returns per unit of risk. The DOW is currently generating roughly 0.15 per unit of risk.

Sarasin IE Current Valuation

Not valued
July 21, 2018
28.46
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Sarasin IE is Unknown risk asset. Sarasin IE EquiSar current Real Value cannot be determined due to lack of data. The regular price of Sarasin IE EquiSar is $28.46. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Sarasin IE EquiSar 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.

Sarasin IE Market Risk Analysis

Sharpe Ratio = 0.6303
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Sarasin IE Relative Performance Indicators

Estimated Market Risk
 0.17
  actual daily
 
 99 %
of total potential
  
Expected Return
 0.11
  actual daily
 
 2 %
of total potential
  
Risk-Adjusted Return
 0.63
  actual daily
 
 41 %
of total potential
  
Based on monthly moving average Sarasin IE is performing at about 41% 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 Sarasin IE by adding it to a well-diversified portfolio.

Performance Rating

Sarasin IE EquiSar Glbl Thmtc P Risk Adjusted Performance Analysis
41 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Sarasin IE EquiSar Glbl Thmtc P are ranked lower than 41 (%) of all funds and portfolios of funds over the last 30 days.

Sarasin IE Alerts

Equity Alerts and Improvement Suggestions
The fund retains 98.11% of its assets under management (AUM) in equities
Additionally see Investing Opportunities. Please also try ETF Directory module to find actively-traded exchange traded funds (etf) from around the world.
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