Lyxor Epsilon (Ireland) Manager Performance Evaluation

F00000THF0 -- Ireland Fund  

USD 1,112  19.86  1.82%

The fund secures Beta (Market Risk) of -0.6048 which conveys that as returns on market increase, returns on owning Lyxor Epsilon are expected to decrease at a much smaller rate. During bear market, Lyxor Epsilon is likely to outperform the market.. 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 0.0083% will be sustainable into the future.
Horizon     30 Days    Login   to change

Lyxor Epsilon Managed Relative Risk vs. Return Landscape

If you would invest  111,178  in Lyxor Epsilon Managed Futures B USD Acc on August 25, 2018 and sell it today you would earn a total of  0.00  from holding Lyxor Epsilon Managed Futures B USD Acc or generate 0.0% return on investment over 30 days. Lyxor Epsilon Managed Futures B USD Acc is generating 0.0083% of daily returns and assumes 1.4343% volatility on return distribution over the 30 days horizon. Simply put, 13% 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 15.94 times less return on investment than the market. In addition to that, the company is 3.44 times more volatile than its market benchmark. It trades about 0.01 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.32 per unit of volatility.

Lyxor Epsilon Current Valuation

Not valued
September 24, 2018
Market Value
Real Value
Target Odds
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 $1111.78. 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 = 0.0058
Good Returns
Average Returns
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Negative ReturnsF00000THF0

Lyxor Epsilon Relative Performance Indicators

Estimated Market Risk
  actual daily
 87 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
Based on monthly moving average Lyxor Epsilon 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 Lyxor Epsilon by adding it to a well-diversified portfolio.

Lyxor Epsilon Performance Rating

Lyxor Epsilon Managed Futures B USD Acc Risk Adjusted Performance Analysis


Risk-Adjusted Fund Performance

Over the last 30 days Lyxor Epsilon Managed Futures B USD Acc has generated negative risk-adjusted returns adding no value to fund investors.

Lyxor Epsilon Performance Indicators

Lyxor Epsilon Managed Basic Price Performance Measures

Annual Report Expense Ratio1.14%
Additionally see Investing Opportunities. Please also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.