Old Mutual (Ireland) Manager Performance Evaluation

F00000SJSW -- Ireland Fund  

GBp 1,234  2.00  0.16%

The fund holds Beta of -0.1387 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.. Although it is extremely important to respect Old Mutual European current trending patterns, it is better to be realistic regarding the information on equity existing price patterns. The philosophy towards forecasting 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 Old Mutual European technical indicators you can presently evaluate if the expected return of 0.1282% will be sustainable into the future.
Horizon     30 Days    Login   to change

Old Mutual European Relative Risk vs. Return Landscape

If you would invest  122,300  in Old Mutual European Best Ideas on August 19, 2018 and sell it today you would earn a total of  1,100  from holding Old Mutual European Best Ideas or generate 0.9% return on investment over 30 days. Old Mutual European Best Ideas is generating 0.1282% of daily returns and assumes 0.2103% volatility on return distribution over the 30 days horizon. Simply put, 1% of equities are less volatile than Old Mutual European Best Ideas and 98% 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 European Best Ideas is expected to generate 0.58 times more return on investment than the market. However, the company is 1.72 times less risky than the market. It trades about 0.61 of its potential returns per unit of risk. The DOW is currently generating roughly 0.16 per unit of risk.

Old Mutual Current Valuation

Not valued
September 18, 2018
1,234
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Old Mutual is Unknown risk asset. Old Mutual European recent Real Value cannot be determined due to lack of data. The prevailing price of Old Mutual European is p;1234.0. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Old Mutual European 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 = 0.6095
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Old Mutual Relative Performance Indicators

Estimated Market Risk
 0.21
  actual daily
 
 99 %
of total potential
  
Expected Return
 0.13
  actual daily
 
 2 %
of total potential
  
Risk-Adjusted Return
 0.61
  actual daily
 
 40 %
of total potential
  
Based on monthly moving average Old Mutual is performing at about 40% 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 European Best Ideas Risk Adjusted Performance Analysis

40 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Old Mutual European Best Ideas are ranked lower than 40 (%) of all funds and portfolios of funds over the last 30 days.

Old Mutual Alerts

Equity Alerts and Improvement Suggestions

The fund retains about 8.56% of its assets under management (AUM) in cash
Additionally see Investing Opportunities. Please also try Commodity Channel Index module to use commodity channel index to analyze current equity momentum.
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