Sarasin IE (Ireland) Manager Performance Evaluation

F00000OWJP -- Ireland Fund  

USD 33.15  0.34  1.02%

The entity has beta of -0.2313 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.. Even though it is essential to pay attention to Sarasin IE EquiSar current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Sarasin IE EquiSar Glbl Thmtc P Acc exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

Sarasin IE EquiSar Relative Risk vs. Return Landscape

If you would invest  3,446  in Sarasin IE EquiSar Glbl Thmtc P Acc on July 20, 2018 and sell it today you would lose (131.00)  from holding Sarasin IE EquiSar Glbl Thmtc P Acc or give up 3.8% of portfolio value over 30 days. Sarasin IE EquiSar Glbl Thmtc P Acc is generating negative expected returns and assumes 2.1948% volatility on return distribution over the 30 days horizon. Simply put, 19% of equities are less volatile than Sarasin IE EquiSar Glbl Thmtc P Acc 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, Sarasin IE EquiSar Glbl Thmtc P Acc is expected to under-perform the market. In addition to that, the company is 3.98 times more volatile than its market benchmark. It trades about -0.58 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.2 per unit of volatility.

Sarasin IE Current Valuation

Not valued
August 19, 2018
33.15
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 $33.15. 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
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsF00000OWJP

Sarasin IE Relative Performance Indicators

Estimated Market Risk
 2.19
  actual daily
 
 81 %
of total potential
  
Expected Return
 -1.27
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.58
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Sarasin IE is performing at about 0% 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 Acc Risk Adjusted Performance Analysis
0 

Risk-Adjusted Fund Performance

Over the last 30 days Sarasin IE EquiSar Glbl Thmtc P Acc has generated negative risk-adjusted returns adding no value to fund investors.

Sarasin IE Alerts

Equity Alerts and Improvement Suggestions
Sarasin IE EquiSar generates negative expected return over the last 30 days
The fund retains 98.11% of its assets under management (AUM) in equities
Additionally see Investing Opportunities. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.