Muzinich Europeyield (Ireland) Manager Performance Evaluation

F00000SBVY -- Ireland Fund  

EUR 126.84  0.19  0.15%

The fund secures Beta (Market Risk) of 0.007 which conveys that as returns on market increase, Muzinich Europeyield returns are expected to increase less than the market. However during bear market, the loss on holding Muzinich Europeyield will be expected to be smaller as well.. Although it is extremely important to respect Muzinich Europeyield H price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating 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 Muzinich Europeyield H technical indicators you can presently evaluate if the expected return of 0.0375% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Muzinich Europeyield H Relative Risk vs. Return Landscape

If you would invest  12,665  in Muzinich Europeyield H EUR Hdg Acc on June 22, 2018 and sell it today you would earn a total of  19.00  from holding Muzinich Europeyield H EUR Hdg Acc or generate 0.15% return on investment over 30 days. Muzinich Europeyield H EUR Hdg Acc is generating 0.0375% of daily returns and assumes 0.075% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than Muzinich Europeyield H EUR Hdg 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, Muzinich Europeyield H EUR Hdg Acc is expected to generate 1.87 times less return on investment than the market. But when comparing it to its historical volatility, the company is 7.74 times less risky than the market. It trades about 0.5 of its potential returns per unit of risk. The DOW is currently generating roughly 0.12 of returns per unit of risk over similar time horizon.

Muzinich Europeyield Current Valuation

Not valued
July 22, 2018
126.84
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Muzinich Europeyield is Unknown risk asset. Muzinich Europeyield H last-minute Real Value cannot be determined due to lack of data. The latest price of Muzinich Europeyield H is €126.84. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Muzinich Europeyield H from analyzing fund fundamentals and technical indicators as well as its 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.

Muzinich Europeyield Market Risk Analysis

Sharpe Ratio = 0.5
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Based on monthly moving average Muzinich Europeyield is performing at about 33% 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 Muzinich Europeyield by adding it to a well-diversified portfolio.

Performance Rating

Muzinich Europeyield H EUR Hdg Acc Risk Adjusted Performance Analysis
33 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Muzinich Europeyield H EUR Hdg Acc are ranked lower than 33 (%) of all funds and portfolios of funds over the last 30 days.

Muzinich Europeyield Alerts

Equity Alerts and Improvement Suggestions
The fund retains about 6.96% of its assets under management (AUM) in cash
Additionally see Investing Opportunities. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
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