Old Mutual (Ireland) Manager Performance Evaluation

F00000SJT0 -- Ireland Fund  

GBp 1,200  19.00  1.61%

The fund holds Beta of 0.1956 which implies as returns on market increase, Old Mutual returns are expected to increase less than the market. However during bear market, the loss on holding Old Mutual will be expected to be smaller as well.. Although it is extremely important to respect Old Mutual Local 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 Local technical indicators you can presently evaluate if the expected return of 0.1093% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Old Mutual Local Relative Risk vs. Return Landscape

If you would invest  119,500  in Old Mutual Local Ccy EM Dbt U2 GBP Acc on June 21, 2018 and sell it today you would earn a total of  500.00  from holding Old Mutual Local Ccy EM Dbt U2 GBP Acc or generate 0.42% return on investment over 30 days. Old Mutual Local Ccy EM Dbt U2 GBP Acc is generating 0.1093% of daily returns and assumes 1.1421% volatility on return distribution over the 30 days horizon. Simply put, 10% of equities are less volatile than Old Mutual Local Ccy EM Dbt U2 GBP Acc 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 Local Ccy EM Dbt U2 GBP Acc is expected to generate 1.99 times more return on investment than the market. However, the company is 1.99 times more volatile than its market benchmark. It trades about 0.1 of its potential returns per unit of risk. The DOW is currently generating roughly 0.15 per unit of risk.

Old Mutual Current Valuation

Not valued
July 21, 2018
1,200
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Old Mutual is Unknown risk asset. Old Mutual Local recent Real Value cannot be determined due to lack of data. The prevailing price of Old Mutual Local is p;1200.0. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. Macroaxis essentially determines value of Old Mutual Local from analyzing the fund technical indicators and 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 = 0.0957
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Old Mutual Relative Performance Indicators

Estimated Market Risk
 1.14
  actual daily
 
 90 %
of total potential
  
Expected Return
 0.11
  actual daily
 
 2 %
of total potential
  
Risk-Adjusted Return
 0.1
  actual daily
 
 6 %
of total potential
  
Based on monthly moving average Old Mutual is performing at about 6% 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.

Performance Rating

Old Mutual Local Ccy EM Dbt U2 GBP Acc Risk Adjusted Performance Analysis
6 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Old Mutual Local Ccy EM Dbt U2 GBP Acc are ranked lower than 6 (%) of all funds and portfolios of funds over the last 30 days.

Old Mutual Alerts

Equity Alerts and Improvement Suggestions
The fund retains about 98.71% of its assets under management (AUM) in fixed income securities
Additionally see Investing Opportunities. Please also try Pattern Recognition module to use different pattern recognition models to time the market across multiple global exchanges.
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