INTECH Global (Ireland) Manager Performance Evaluation

F00000PQVM -- Ireland Fund  

 10.36  0.06  0.58%

The fund retains Market Volatility (i.e. Beta) of -0.1887 which attests that as returns on market increase, returns on owning INTECH Global are expected to decrease at a much smaller rate. During bear market, INTECH Global is likely to outperform the market.. Even though it is essential to pay attention to INTECH Global Dividend current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis approach towards determining 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. INTECH Global Dividend exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

INTECH Global Dividend Relative Risk vs. Return Landscape

If you would invest  1,038  in INTECH Global Dividend I EUR Inc Hedged on September 20, 2018 and sell it today you would lose (2.00)  from holding INTECH Global Dividend I EUR Inc Hedged or give up 0.19% of portfolio value over 30 days. INTECH Global Dividend I EUR Inc Hedged is generating negative expected returns and assumes 0.6292% volatility on return distribution over the 30 days horizon. Simply put, 5% of equities are less volatile than INTECH Global Dividend I EUR Inc Hedged 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, INTECH Global Dividend I EUR Inc Hedged is expected to generate 0.59 times more return on investment than the market. However, the company is 1.69 times less risky than the market. It trades about -0.07 of its potential returns per unit of risk. The DOW is currently generating roughly -0.15 per unit of risk.

INTECH Global Market Risk Analysis

Sharpe Ratio = -0.0742
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INTECH Global Relative Performance Indicators

Estimated Market Risk
 0.63
  actual daily
 
 95 %
of total potential
  
Expected Return
 -0.05
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.07
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average INTECH Global 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 INTECH Global by adding it to a well-diversified portfolio.

INTECH Global Performance Rating

INTECH Global Dividend I EUR Inc Hedged Risk Adjusted Performance Analysis

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Risk-Adjusted Fund Performance

Over the last 30 days INTECH Global Dividend I EUR Inc Hedged has generated negative risk-adjusted returns adding no value to fund investors.

INTECH Global Alerts

Equity Alerts and Improvement Suggestions

INTECH Global is not yet fully synchronised with the market data
INTECH Global generates negative expected return over the last 30 days
Additionally see Investing Opportunities. Please also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.
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