Sarasin IE (Ireland) Manager Performance Evaluation

F00000OWJP -- Ireland Fund  

USD 34.76  0.05  0.14%

The entity has beta of -0.1194 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 vital to follow to Sarasin IE EquiSar 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. We have found twenty-one technical indicators for Sarasin IE EquiSar Glbl Thmtc P Acc which you can use to evaluate performance of the fund.
Horizon     30 Days    Login   to change

Sarasin IE EquiSar Relative Risk vs. Return Landscape

If you would invest  3,378  in Sarasin IE EquiSar Glbl Thmtc P Acc on September 22, 2018 and sell it today you would earn a total of  98.00  from holding Sarasin IE EquiSar Glbl Thmtc P Acc or generate 2.9% return on investment over 30 days. Sarasin IE EquiSar Glbl Thmtc P Acc is generating 0.967% of daily returns and assumes 1.675% volatility on return distribution over the 30 days horizon. Simply put, 15% of equities are less volatile than Sarasin IE EquiSar Glbl Thmtc P Acc and 82% 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 Acc is expected to generate 1.58 times more return on investment than the market. However, the company is 1.58 times more volatile than its market benchmark. It trades about 0.58 of its potential returns per unit of risk. The DOW is currently generating roughly -0.19 per unit of risk.

Sarasin IE Current Valuation

Not valued
October 22, 2018
34.76
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 $34.76. 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 = 0.5774
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Sarasin IE Relative Performance Indicators

Estimated Market Risk
 1.68
  actual daily
 
 85 %
of total potential
  
Expected Return
 0.97
  actual daily
 
 18 %
of total potential
  
Risk-Adjusted Return
 0.58
  actual daily
 
 38 %
of total potential
  
Based on monthly moving average Sarasin IE 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 Sarasin IE by adding it to a well-diversified portfolio.

Sarasin IE Performance Rating

Sarasin IE EquiSar Glbl Thmtc P Acc Risk Adjusted Performance Analysis

38 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Sarasin IE EquiSar Glbl Thmtc P Acc are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

Sarasin IE Alerts

Equity Alerts and Improvement Suggestions

Sarasin IE EquiSar is not yet fully synchronised with the market data
The fund retains 98.11% of its assets under management (AUM) in equities

Sarasin IE Performance Indicators

Sarasin IE EquiSar Basic Price Performance Measures

Annual Report Expense Ratio0.00%
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