Lyxor Epsilon (Ireland) Manager Performance Evaluation

F00000THF0 -- Ireland Fund  

USD 1,138  15.26  1.36%

The fund secures Beta (Market Risk) of 0.1411 which conveys that as returns on market increase, Lyxor Epsilon returns are expected to increase less than the market. However during bear market, the loss on holding Lyxor Epsilon will be expected to be smaller as well.. Although it is extremely important to respect Lyxor Epsilon Managed 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 Lyxor Epsilon Managed technical indicators you can presently evaluate if the expected return of 0.0887% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Lyxor Epsilon Managed Relative Risk vs. Return Landscape

If you would invest  113,360  in Lyxor Epsilon Managed Futures B USD Acc on June 18, 2018 and sell it today you would earn a total of  402.00  from holding Lyxor Epsilon Managed Futures B USD Acc or generate 0.35% return on investment over 30 days. Lyxor Epsilon Managed Futures B USD Acc is generating 0.0887% of daily returns and assumes 0.1773% volatility on return distribution over the 30 days horizon. Simply put, 1% of equities are less volatile than Lyxor Epsilon Managed Futures B 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, Lyxor Epsilon Managed Futures B USD Acc is expected to generate 0.28 times more return on investment than the market. However, the company is 3.55 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 0.05 per unit of risk.

Lyxor Epsilon Current Valuation

Not valued
July 18, 2018
1,138
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Lyxor Epsilon is Unknown risk asset. Lyxor Epsilon Managed last-minute Real Value cannot be determined due to lack of data. The latest price of Lyxor Epsilon Managed is $1137.62. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. Macroaxis essentially forecasts value of Lyxor Epsilon Managed from analyzing the organization technical indicators and 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.

Lyxor Epsilon Market Risk Analysis

Sharpe Ratio = 0.5
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Lyxor Epsilon Relative Performance Indicators

Estimated Market Risk
 0.18
  actual daily
 
 99 %
of total potential
  
Expected Return
 0.09
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.5
  actual daily
 
 33 %
of total potential
  
Based on monthly moving average Lyxor Epsilon 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 Lyxor Epsilon by adding it to a well-diversified portfolio.

Performance Rating

Lyxor Epsilon Managed Futures B USD Acc Risk Adjusted Performance Analysis
33 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Lyxor Epsilon Managed Futures B USD Acc are ranked lower than 33 (%) of all funds and portfolios of funds over the last 30 days.
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