E I (Ireland) Manager Performance Evaluation

F00000TWY9 -- Ireland Fund  

USD 573.04  4.20  0.73%

The entity shows Beta (market volatility) of 0.2393 which denotes to the fact that as returns on market increase, E I returns are expected to increase less than the market. However during bear market, the loss on holding E I will be expected to be smaller as well.. Although it is extremely important to respect E I Sturdza historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in predicting 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 E I Sturdza technical indicators you can at this moment evaluate if the expected return of 0.0682% will be sustainable into the future.
Horizon     30 Days    Login   to change

E I Sturdza Relative Risk vs. Return Landscape

If you would invest  57,187  in E I Sturdza Strgc US MomentumVal Ins on November 14, 2018 and sell it today you would earn a total of  117.00  from holding E I Sturdza Strgc US MomentumVal Ins or generate 0.2% return on investment over 30 days. E I Sturdza Strgc US MomentumVal Ins is generating 0.0682% of daily returns and assumes 0.1181% volatility on return distribution over the 30 days horizon. Simply put, 1% of equities are less volatile than E I Sturdza Strgc US MomentumVal Ins 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, E I Sturdza Strgc US MomentumVal Ins is expected to generate 0.09 times more return on investment than the market. However, the company is 10.86 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 -0.05 per unit of risk.

E I Current Valuation

Not valued
December 14, 2018
573.04
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
E I is Unknown risk asset. E I Sturdza prevailing Real Value cannot be determined due to lack of data. The current price of E I Sturdza is $573.04. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. Macroaxis generally computes value of E I Sturdza from analyzing the entity technical indicators and Probability Of Bankruptcy. In general, we advise to go long with undervalued instruments and to sell out overvalued instruments since sooner or later assets prices and their ongoing real values will submerge.

E I Market Risk Analysis

Sharpe Ratio = 0.5774
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E I Relative Performance Indicators

Estimated Market Risk
 0.12
  actual daily
 
 1 %
of total potential
 
1
Expected Return
 0.07
  actual daily
 
 1 %
of total potential
 
1
Risk-Adjusted Return
 0.58
  actual daily
 
 38 %
of total potential
 
38
Based on monthly moving average E I 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 E I by adding it to a well-diversified portfolio.

E I Performance Rating

E I Sturdza Strgc US MomentumVal Ins Risk Adjusted Performance Analysis

38

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in E I Sturdza Strgc US MomentumVal Ins are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

E I Alerts

Equity Alerts and Improvement Suggestions

E I Sturdza is not yet fully synchronised with the market data

E I Performance Indicators

E I Sturdza Basic Price Performance Measures

Annual Report Expense Ratio1.59%
Additionally see Investing Opportunities. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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