Algebris Financial (Ireland) Manager Performance Evaluation

F00000QTIP -- Ireland Fund  

EUR 134.92  1.22  0.91%

The organization shows Beta (market volatility) of -0.1953 which signifies that as returns on market increase, returns on owning Algebris Financial are expected to decrease at a much smaller rate. During bear market, Algebris Financial is likely to outperform the market.. Even though it is essential to pay attention to Algebris Financial C historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in foreseeing 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. Algebris Financial Credit R EUR Acc exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

Algebris Financial C Relative Risk vs. Return Landscape

If you would invest  13,507  in Algebris Financial Credit R EUR Acc on June 20, 2018 and sell it today you would lose (15.00)  from holding Algebris Financial Credit R EUR Acc or give up 0.11% of portfolio value over 30 days. Algebris Financial Credit R EUR Acc is generating negative expected returns and assumes 1.4107% volatility on return distribution over the 30 days horizon. Simply put, 12% 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 under-perform the market. In addition to that, the company is 2.36 times more volatile than its market benchmark. It trades about 0.0 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.1 per unit of volatility.

Algebris Financial Current Valuation

Fairly Valued
July 20, 2018
134.92
Market Value
Downside
130.55
134.78
Real Value
Target Odds
  
139.01
Upside
Algebris Financial is not too risky asset. Algebris Financial C shows prevailing Real Value of €134.78 per share. The current price of the fund is €134.92. Based on Macroaxis valuation methodology, the entity is fairly valued. Macroaxis approximates value of Algebris Financial C 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 = -0.0036
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Algebris Financial Relative Performance Indicators

Estimated Market Risk
 1.41
  actual daily
 
 88 %
of total potential
  
Expected Return
 -0.01
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.0
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Algebris Financial 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 Algebris Financial by adding it to a well-diversified portfolio.

Performance Rating

Algebris Financial Credit R EUR Acc Risk Adjusted Performance Analysis
0 

Risk-Adjusted Fund Performance

Over the last 30 days Algebris Financial Credit R EUR Acc has generated negative risk-adjusted returns adding no value to fund investors.

Algebris Financial Alerts

Equity Alerts and Improvement Suggestions
Algebris Financial C generates negative expected return over the last 30 days
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