Old Mutual (Ireland) Manager Performance Evaluation

F00000QQD8 -- Ireland Fund  

GBp 1,513  56.00  3.57%

The fund holds Beta of -0.438 which implies as returns on market increase, returns on owning Old Mutual are expected to decrease at a much smaller rate. During bear market, Old Mutual is likely to outperform the market.. Even though it is essential to pay attention to Old Mutual US current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis philosophy towards forecasting 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. Old Mutual US exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Old Mutual US Relative Risk vs. Return Landscape

If you would invest  156,700  in Old Mutual US Dividend U1 GBP Acc on August 23, 2018 and sell it today you would lose (5,400)  from holding Old Mutual US Dividend U1 GBP Acc or give up 3.45% of portfolio value over 30 days. Old Mutual US Dividend U1 GBP Acc is generating negative expected returns and assumes 1.6114% volatility on return distribution over the 30 days horizon. Simply put, 14% of equities are less volatile than Old Mutual US Dividend U1 GBP Acc 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, Old Mutual US Dividend U1 GBP Acc is expected to under-perform the market. In addition to that, the company is 3.56 times more volatile than its market benchmark. It trades about -0.43 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.44 per unit of volatility.

Old Mutual Current Valuation

Not valued
September 22, 2018
1,513
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Old Mutual is Unknown risk asset. Old Mutual US recent Real Value cannot be determined due to lack of data. The prevailing price of Old Mutual US is p;1513.0. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Old Mutual US from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we support investing in undervalued entities and to dispose of overvalued entities since at some point stocks prices and their ongoing real values will merge together.

Old Mutual Market Risk Analysis

Sharpe Ratio = -0.4272
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Old Mutual Relative Performance Indicators

Estimated Market Risk
 1.61
  actual daily
 
 86 %
of total potential
  
Expected Return
 -0.69
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.43
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Old Mutual 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 Old Mutual by adding it to a well-diversified portfolio.

Old Mutual Performance Rating

Old Mutual US Dividend U1 GBP Acc Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Old Mutual US Dividend U1 GBP Acc has generated negative risk-adjusted returns adding no value to fund investors.

Old Mutual Alerts

Equity Alerts and Improvement Suggestions

Old Mutual US generates negative expected return over the last 30 days
The fund retains 97.27% of its assets under management (AUM) in equities

Old Mutual Performance Indicators

Old Mutual US Basic Price Performance Measures

Annual Report Expense Ratio0.83%
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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