Lyxor Tiedemann (Ireland) Manager Performance Evaluation

F00000QESG -- Ireland Fund  

EUR 106.10  0.56  0.53%

The fund secures Beta (Market Risk) of 0.1707 which conveys that as returns on market increase, Lyxor Tiedemann returns are expected to increase less than the market. However during bear market, the loss on holding Lyxor Tiedemann will be expected to be smaller as well.. Even though it is essential to pay attention to Lyxor Tiedemann Arbi price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating 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. Lyxor Tiedemann exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

Lyxor Tiedemann Arbi Relative Risk vs. Return Landscape

If you would invest  10,666  in Lyxor Tiedemann Arbitrage Strat A EUR on June 20, 2018 and sell it today you would lose (56.00)  from holding Lyxor Tiedemann Arbitrage Strat A EUR or give up 0.53% of portfolio value over 30 days. Lyxor Tiedemann Arbitrage Strat A EUR is generating negative expected returns and assumes 0.2625% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than Lyxor Tiedemann Arbitrage Strat A EUR 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, Lyxor Tiedemann Arbitrage Strat A EUR is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 2.28 times less risky than the market. the firm trades about -0.5 of its potential returns per unit of risk. The DOW is currently generating roughly 0.1 of returns per unit of risk over similar time horizon.

Lyxor Tiedemann Current Valuation

Not valued
July 20, 2018
Market Value
Real Value
Target Odds
Lyxor Tiedemann is Unknown risk asset. Lyxor Tiedemann Arbi last-minute Real Value cannot be determined due to lack of data. The latest price of Lyxor Tiedemann Arbi is €106.1. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. Macroaxis essentially forecasts value of Lyxor Tiedemann Arbi from analyzing the organization technical indicators and 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.

Lyxor Tiedemann Market Risk Analysis

Sharpe Ratio = -0.5
Good Returns
Average Returns
Small Returns
Negative ReturnsF00000QESG

Lyxor Tiedemann Relative Performance Indicators

Estimated Market Risk
  actual daily
 98 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
Based on monthly moving average Lyxor Tiedemann 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 Lyxor Tiedemann by adding it to a well-diversified portfolio.

Performance Rating

Lyxor Tiedemann Arbitrage Strat A EUR Risk Adjusted Performance Analysis

Risk-Adjusted Fund Performance

Over the last 30 days Lyxor Tiedemann Arbitrage Strat A EUR has generated negative risk-adjusted returns adding no value to fund investors.

Lyxor Tiedemann Alerts

Equity Alerts and Improvement Suggestions
Lyxor Tiedemann Arbi generates negative expected return over the last 30 days
Additionally see Investing Opportunities. Please also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.