Algebris Financial (Ireland) Manager Performance Evaluation

F00000QTIP -- Ireland Fund  

EUR 134.70  0.43  0.32%

The organization shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and Algebris Financial are completely uncorrelated. Although it is extremely important to respect Algebris Financial historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in foreseeing 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 analyzing Algebris Financial technical indicators you can presently evaluate if the expected return of 0.0671% will be sustainable into the future.
Horizon     30 Days    Login   to change

Algebris Financial Relative Risk vs. Return Landscape

If you would invest  13,434  in Algebris Financial Credit R EUR Acc on August 24, 2018 and sell it today you would earn a total of  36.00  from holding Algebris Financial Credit R EUR Acc or generate 0.27% return on investment over 30 days. Algebris Financial Credit R EUR Acc is generating 0.0671% of daily returns and assumes 0.1706% volatility on return distribution over the 30 days horizon. Simply put, 1% of equities are less volatile than Algebris Financial Credit R EUR 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, Algebris Financial Credit R EUR Acc is expected to generate 2.59 times less return on investment than the market. But when comparing it to its historical volatility, the company is 2.63 times less risky than the market. It trades about 0.39 of its potential returns per unit of risk. The DOW is currently generating roughly 0.39 of returns per unit of risk over similar time horizon.

Algebris Financial Current Valuation

Not valued
September 23, 2018
Market Value
Real Value
Target Odds
Algebris Financial is Unknown risk asset. Algebris Financial prevailing Real Value cannot be determined due to lack of data. The current price of Algebris Financial is €134.7. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. Macroaxis normally approximates value of Algebris Financial from analyzing the entity technical indicators and Probability Of Bankruptcy. In general, we favor to go long with undervalued instruments and to trade away overvalued instruments since at some point assets prices and their ongoing real values will blend.

Algebris Financial Market Risk Analysis

Sharpe Ratio = 0.393
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Algebris Financial Relative Performance Indicators

Estimated Market Risk
  actual daily
 99 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 26 %
of total potential
Based on monthly moving average Algebris Financial is performing at about 26% 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 Algebris Financial by adding it to a well-diversified portfolio.

Algebris Financial Performance Rating

Algebris Financial Credit R EUR Acc Risk Adjusted Performance Analysis


Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Algebris Financial Credit R EUR Acc are ranked lower than 26 (%) of all funds and portfolios of funds over the last 30 days.
Additionally see Investing Opportunities. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..