Hermes US (Ireland) Manager Performance Evaluation

F00000TWHL -- Ireland Fund  

GBp 153.00  1.00  0.66%

The fund retains Market Volatility (i.e. Beta) of 0.0824 which attests that as returns on market increase, Hermes US returns are expected to increase less than the market. However during bear market, the loss on holding Hermes US will be expected to be smaller as well.. Even though it is essential to pay attention to Hermes US Smid current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining 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. Hermes US Smid exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Hermes US Smid Relative Risk vs. Return Landscape

If you would invest  15,400  in Hermes US Smid Equity F GBP Inc Hdg on September 22, 2018 and sell it today you would lose (100.00)  from holding Hermes US Smid Equity F GBP Inc Hdg or give up 0.65% of portfolio value over 30 days. Hermes US Smid Equity F GBP Inc Hdg is generating negative expected returns and assumes 0.3247% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than Hermes US Smid Equity F GBP Inc Hdg 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, Hermes US Smid Equity F GBP Inc Hdg is expected to generate 0.31 times more return on investment than the market. However, the company is 3.27 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 -0.21 per unit of risk.

Hermes US Current Valuation

Not valued
October 22, 2018
153.00
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Hermes US is Unknown risk asset. Hermes US Smid regular Real Value cannot be determined due to lack of data. The prevalent price of Hermes US Smid is p;153.0. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Hermes US Smid from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage to acquire undervalued assets and to sell overvalued assets since at some point stocks prices and their ongoing real values will come together.

Hermes US Market Risk Analysis

Sharpe Ratio = -0.5
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Hermes US Relative Performance Indicators

Estimated Market Risk
 0.32
  actual daily
 
 98 %
of total potential
  
Expected Return
 -0.16
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.5
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Hermes US 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 Hermes US by adding it to a well-diversified portfolio.

Hermes US Performance Rating

Hermes US Smid Equity F GBP Inc Hdg Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Hermes US Smid Equity F GBP Inc Hdg has generated negative risk-adjusted returns adding no value to fund investors.

Hermes US Alerts

Equity Alerts and Improvement Suggestions

Hermes US Smid is not yet fully synchronised with the market data
Hermes US Smid generates negative expected return over the last 30 days
The fund retains 96.15% of its assets under management (AUM) in equities

Hermes US Performance Indicators

Hermes US Smid Basic Price Performance Measures

Annual Report Expense Ratio0.00%
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