Muzinich LongShortCreditY (Ireland) Manager Performance Evaluation

F00000TPKR -- Ireland Fund  

GBp 10,586  10.00  0.09%

The fund secures Beta (Market Risk) of -0.0136 which conveys that as returns on market increase, returns on owning Muzinich LongShortCreditY are expected to decrease at a much smaller rate. During bear market, Muzinich LongShortCreditY is likely to outperform the market.. Although it is extremely important to respect Muzinich LongShortCreditY 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 LongShortCreditY technical indicators you can presently evaluate if the expected return of 0.0063% will be sustainable into the future.
Horizon     30 Days    Login   to change

Muzinich LongShortCreditY Relative Risk vs. Return Landscape

If you would invest  1,058,400  in Muzinich LongShortCreditYield GBP Acc N on August 21, 2018 and sell it today you would earn a total of  200.00  from holding Muzinich LongShortCreditYield GBP Acc N or generate 0.02% return on investment over 30 days. Muzinich LongShortCreditYield GBP Acc N is generating 0.0063% of daily returns and assumes 0.0109% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than Muzinich LongShortCreditYield GBP Acc N 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 LongShortCreditYield GBP Acc N is expected to generate 16.25 times less return on investment than the market. But when comparing it to its historical volatility, the company is 36.21 times less risky than the market. It trades about 0.58 of its potential returns per unit of risk. The DOW is currently generating roughly 0.26 of returns per unit of risk over similar time horizon.

Muzinich LongShortCreditY Current Valuation

Not valued
September 20, 2018
10,586
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Muzinich LongShortCreditY is Unknown risk asset. Muzinich LongShortCreditY last-minute Real Value cannot be determined due to lack of data. The latest price of Muzinich LongShortCreditY is p;10586.0. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. Macroaxis essentially forecasts value of Muzinich LongShortCreditY 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.

Muzinich LongShortCreditY Market Risk Analysis

Sharpe Ratio = 0.5774
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Based on monthly moving average Muzinich LongShortCreditY is performing at about 38% 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 LongShortCreditY by adding it to a well-diversified portfolio.

Muzinich LongShortCreditY Performance Rating

Muzinich LongShortCreditYield GBP Acc N Risk Adjusted Performance Analysis

38 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Muzinich LongShortCreditYield GBP Acc N are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.
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