Sanlam FOUR (Ireland) Manager Performance Evaluation

F00000T35N -- Ireland Fund  

USD 13.67  0.27  2.01%

The entity has beta of 0.0 which indicates the returns on MARKET and Sanlam FOUR are completely uncorrelated. Even though it is essential to pay attention to Sanlam FOUR Stable current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring 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. Sanlam FOUR Stable Global Eq A USD Acc exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Sanlam FOUR Stable Relative Risk vs. Return Landscape

If you would invest  1,396  in Sanlam FOUR Stable Global Eq A USD Acc on September 22, 2018 and sell it today you would lose (29.00)  from holding Sanlam FOUR Stable Global Eq A USD Acc or give up 2.08% of portfolio value over 30 days. Sanlam FOUR Stable Global Eq A USD Acc is generating negative expected returns and assumes 0.9689% volatility on return distribution over the 30 days horizon. Simply put, 8% of equities are less volatile than Sanlam FOUR Stable Global Eq A USD 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, Sanlam FOUR Stable Global Eq A USD Acc is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.1 times less risky than the market. the firm trades about -0.43 of its potential returns per unit of risk. The DOW is currently generating roughly -0.21 of returns per unit of risk over similar time horizon.

Sanlam FOUR Current Valuation

Not valued
October 22, 2018
13.67
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Sanlam FOUR is Unknown risk asset. Sanlam FOUR Stable current Real Value cannot be determined due to lack of data. The regular price of Sanlam FOUR Stable is $13.67. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Sanlam FOUR Stable from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to buy undervalued stocks and to dispose of overvalued stocks since at some point securities prices and their ongoing real values will draw towards each other.

Sanlam FOUR Market Risk Analysis

Sharpe Ratio = -0.4285
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsF00000T35N

Sanlam FOUR Relative Performance Indicators

Estimated Market Risk
 0.97
  actual daily
 
 92 %
of total potential
  
Expected Return
 -0.42
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.43
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Sanlam FOUR 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 Sanlam FOUR by adding it to a well-diversified portfolio.

Sanlam FOUR Performance Rating

Sanlam FOUR Stable Global Eq A USD Acc Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Sanlam FOUR Stable Global Eq A USD Acc has generated negative risk-adjusted returns adding no value to fund investors.

Sanlam FOUR Alerts

Equity Alerts and Improvement Suggestions

Sanlam FOUR Stable is not yet fully synchronised with the market data
Sanlam FOUR Stable generates negative expected return over the last 30 days
The fund retains 95.99% of its assets under management (AUM) in equities
Additionally see Investing Opportunities. Please also try Portfolio Quick Import module to import or update all your transactions via one easy-to-use interface.
Search macroaxis.com