Metzler Alpha (Ireland) Manager Performance Evaluation

F00000P9O9 -- Ireland Fund  

EUR 119.05  0.03  0.0252%

The fund secures Beta (Market Risk) of 0.0368 which conveys that as returns on market increase, Metzler Alpha returns are expected to increase less than the market. However during bear market, the loss on holding Metzler Alpha will be expected to be smaller as well.. Although it is extremely important to respect Metzler Alpha Strate price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating 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 Metzler Alpha Strate technical indicators you can presently evaluate if the expected return of 0.0707% will be sustainable into the future.
Horizon     30 Days    Login   to change

Metzler Alpha Strate Relative Risk vs. Return Landscape

If you would invest  11,863  in Metzler Alpha Strategies A on September 17, 2018 and sell it today you would earn a total of  42.00  from holding Metzler Alpha Strategies A or generate 0.35% return on investment over 30 days. Metzler Alpha Strategies A is generating 0.0707% of daily returns and assumes 0.0901% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than Metzler Alpha Strategies A 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, Metzler Alpha Strategies A is expected to generate 0.09 times more return on investment than the market. However, the company is 11.73 times less risky than the market. It trades about 0.78 of its potential returns per unit of risk. The DOW is currently generating roughly -0.05 per unit of risk.

Metzler Alpha Current Valuation

Not valued
October 17, 2018
119.05
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Metzler Alpha is Unknown risk asset. Metzler Alpha Strate last-minute Real Value cannot be determined due to lack of data. The latest price of Metzler Alpha Strate is €119.05. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Metzler Alpha Strate from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to purchase undervalued stocks and to get rid of overvalued stocks since at some point entities prices and their ongoing real values will merge together.

Metzler Alpha Market Risk Analysis

Sharpe Ratio = 0.7852
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Metzler Alpha Relative Performance Indicators

Estimated Market Risk
 0.09
  actual daily
 
 1 %
of total potential
  
Expected Return
 0.07
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.79
  actual daily
 
 52 %
of total potential
  
Based on monthly moving average Metzler Alpha is performing at about 52% 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 Metzler Alpha by adding it to a well-diversified portfolio.

Metzler Alpha Performance Rating

Metzler Alpha Strategies A Risk Adjusted Performance Analysis

52 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Metzler Alpha Strategies A are ranked lower than 52 (%) of all funds and portfolios of funds over the last 30 days.

Metzler Alpha Alerts

Equity Alerts and Improvement Suggestions

Metzler Alpha Strate is not yet fully synchronised with the market data
The fund retains all of the assets under management (AUM) in different types of exotic instruments

Metzler Alpha Performance Indicators

Metzler Alpha Strate Basic Price Performance Measures

Annual Report Expense Ratio0.00%
Additionally see Investing Opportunities. Please also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
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