Sarasin IE (Ireland) Manager Performance Evaluation

F00000PCBH -- Ireland Fund  

GBp 1,095  14.00  1.26%

The entity has beta of -0.0155 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 GlobalSar 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 GlobalSarome GBP P exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Sarasin IE GlobalSar Relative Risk vs. Return Landscape

If you would invest  110,700  in Sarasin IE GlobalSarome GBP P on September 21, 2018 and sell it today you would lose (1,200)  from holding Sarasin IE GlobalSarome GBP P or give up 1.08% of portfolio value over 30 days. Sarasin IE GlobalSarome GBP P is generating negative expected returns and assumes 0.7321% volatility on return distribution over the 30 days horizon. Simply put, 6% of equities are less volatile than Sarasin IE GlobalSarome GBP P 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 GlobalSarome GBP P is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.42 times less risky than the market. the firm trades about -0.37 of its potential returns per unit of risk. The DOW is currently generating roughly -0.21 of returns per unit of risk over similar time horizon.

Sarasin IE Current Valuation

Not valued
October 21, 2018
1,095
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Sarasin IE is Unknown risk asset. Sarasin IE GlobalSar current Real Value cannot be determined due to lack of data. The regular price of Sarasin IE GlobalSar is p;1095.0. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Sarasin IE GlobalSar 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 = -0.3689
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Sarasin IE Relative Performance Indicators

Estimated Market Risk
 0.73
  actual daily
 
 94 %
of total potential
  
Expected Return
 -0.27
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.37
  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.

Sarasin IE Performance Rating

Sarasin IE GlobalSarome GBP P Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Sarasin IE GlobalSarome GBP P has generated negative risk-adjusted returns adding no value to fund investors.

Sarasin IE Alerts

Equity Alerts and Improvement Suggestions

Sarasin IE GlobalSar is not yet fully synchronised with the market data
Sarasin IE GlobalSar generates negative expected return over the last 30 days
The fund retains about 6.9% of its assets under management (AUM) in cash
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