Muzinich Emerg (Ireland) Manager Performance Evaluation

F00000TPK6 -- Ireland Fund  

EUR 100.85  0.18  0.18%

The fund secures Beta (Market Risk) of 0.0138 which conveys that as returns on market increase, Muzinich Emerg returns are expected to increase less than the market. However during bear market, the loss on holding Muzinich Emerg will be expected to be smaller as well.. Although it is extremely important to respect Muzinich Emerg Mkt 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 Muzinich Emerg Mkt technical indicators you can presently evaluate if the expected return of 1.0E-4% will be sustainable into the future.
Horizon     30 Days    Login   to change

Muzinich Emerg Mkt Relative Risk vs. Return Landscape

If you would invest  10,085  in Muzinich Emerg Mkt Sht Dur Hdg Eur Acc R on August 25, 2018 and sell it today you would earn a total of  0.00  from holding Muzinich Emerg Mkt Sht Dur Hdg Eur Acc R or generate 0.0% return on investment over 30 days. Muzinich Emerg Mkt Sht Dur Hdg Eur Acc R is generating 1.0E-4% of daily returns and assumes 0.1263% volatility on return distribution over the 30 days horizon. Simply put, 1% of equities are less volatile than Muzinich Emerg Mkt Sht Dur Hdg Eur Acc R 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, Muzinich Emerg Mkt Sht Dur Hdg Eur Acc R is expected to generate 1014.0 times less return on investment than the market. But when comparing it to its historical volatility, the company is 3.41 times less risky than the market. It trades about 0.0 of its potential returns per unit of risk. The DOW is currently generating roughly 0.24 of returns per unit of risk over similar time horizon.

Muzinich Emerg Current Valuation

Not valued
September 24, 2018
100.85
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Muzinich Emerg is Unknown risk asset. Muzinich Emerg Mkt last-minute Real Value cannot be determined due to lack of data. The latest price of Muzinich Emerg Mkt is €100.85. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Muzinich Emerg Mkt from analyzing fund fundamentals and technical indicators as well as its 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.

Muzinich Emerg Market Risk Analysis

Sharpe Ratio = 5.0E-4
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Muzinich Emerg Relative Performance Indicators

Estimated Market Risk
 0.13
  actual daily
 
 99 %
of total potential
  
Expected Return
 0.0
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.0
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Muzinich Emerg 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 Muzinich Emerg by adding it to a well-diversified portfolio.

Muzinich Emerg Performance Rating

Muzinich Emerg Mkt Sht Dur Hdg Eur Acc R Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Muzinich Emerg Mkt Sht Dur Hdg Eur Acc R has generated negative risk-adjusted returns adding no value to fund investors.

Muzinich Emerg Alerts

Equity Alerts and Improvement Suggestions

The fund retains about 16.03% of its assets under management (AUM) in cash
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