Hermes Global (Ireland) Manager Performance Evaluation

F00000PQUI -- Ireland Fund  

EUR 3.53  0.00  0.00%

The fund retains Market Volatility (i.e. Beta) of -0.1322 which attests that as returns on market increase, returns on owning Hermes Global are expected to decrease at a much smaller rate. During bear market, Hermes Global is likely to outperform the market.. Although it is vital to follow to Hermes Global Emerging current price history, it is good to be conservative about what you can actually do with the information regarding equity current price movements. The philosophy towards determining 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 evaluating Hermes Global Emerging technical indicators you can presently evaluate if the expected return of 0.4313% will be sustainable into the future.
Horizon     30 Days    Login   to change

Hermes Global Emerging Relative Risk vs. Return Landscape

If you would invest  347.00  in Hermes Global Emerging Markets F EUR Acc on September 22, 2018 and sell it today you would earn a total of  6.00  from holding Hermes Global Emerging Markets F EUR Acc or generate 1.73% return on investment over 30 days. Hermes Global Emerging Markets F EUR Acc is generating 0.4313% of daily returns and assumes 0.684% volatility on return distribution over the 30 days horizon. Simply put, 6% of equities are less volatile than Hermes Global Emerging Markets F EUR Acc and 92% 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, Hermes Global Emerging Markets F EUR Acc is expected to generate 0.64 times more return on investment than the market. However, the company is 1.55 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 -0.21 per unit of risk.

Hermes Global Current Valuation

Not valued
October 22, 2018
3.53
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Hermes Global is Unknown risk asset. Hermes Global Emerging regular Real Value cannot be determined due to lack of data. The prevalent price of Hermes Global Emerging is €3.53. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Hermes Global Emerging from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage to acquire undervalued assets and to sell overvalued assets since at some point stocks prices and their ongoing real values will come together.

Hermes Global Market Risk Analysis

Sharpe Ratio = 0.6305
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Hermes Global Relative Performance Indicators

Estimated Market Risk
 0.68
  actual daily
 
 94 %
of total potential
  
Expected Return
 0.43
  actual daily
 
 8 %
of total potential
  
Risk-Adjusted Return
 0.63
  actual daily
 
 41 %
of total potential
  
Based on monthly moving average Hermes Global 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 Hermes Global by adding it to a well-diversified portfolio.

Hermes Global Performance Rating

Hermes Global Emerging Markets F EUR Acc Risk Adjusted Performance Analysis

41 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Hermes Global Emerging Markets F EUR Acc are ranked lower than 41 (%) of all funds and portfolios of funds over the last 30 days.

Hermes Global Alerts

Equity Alerts and Improvement Suggestions

Hermes Global is not yet fully synchronised with the market data
The fund retains 95.72% of its assets under management (AUM) in equities
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