Waverton Cautiousome (Ireland) Manager Performance Evaluation

F00000U4I2 -- Ireland Fund  

GBp 1,070  3.00  0.28%

The entity maintains market beta of -0.1691 which attests that as returns on market increase, returns on owning Waverton Cautiousome are expected to decrease at a much smaller rate. During bear market, Waverton Cautiousome is likely to outperform the market.. Even though it is essential to pay attention to Waverton Cautiousome historical price patterns, it is always good to be careful when utilizing equity current price history. 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. Waverton Cautiousome exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Waverton Cautiousome Relative Risk vs. Return Landscape

If you would invest  109,200  in Waverton Cautiousome P GBP on November 16, 2018 and sell it today you would lose (2,500)  from holding Waverton Cautiousome P GBP or give up 2.29% of portfolio value over 30 days. Waverton Cautiousome P GBP is generating negative expected returns and assumes 1.2774% volatility on return distribution over the 30 days horizon. Simply put, 11% of equities are less volatile than Waverton Cautiousome P GBP 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, Waverton Cautiousome P GBP is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.01 times less risky than the market. the firm trades about -0.36 of its potential returns per unit of risk. The DOW is currently generating roughly -0.11 of returns per unit of risk over similar time horizon.

Waverton Cautiousome Current Valuation

Not valued
December 16, 2018
1,070
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Waverton Cautiousome is Unknown risk asset. Waverton Cautiousome prevalent Real Value cannot be determined due to lack of data. The last-minute price of Waverton Cautiousome is p;1070.0. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Waverton Cautiousome from examining fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage to purchase undervalued securities and to sell overvalued securities since at some point equities prices and their ongoing real values will grow together.

Waverton Cautiousome Market Risk Analysis

Sharpe Ratio = -0.3566
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Waverton Cautiousome Relative Performance Indicators

Estimated Market Risk
 1.28
  actual daily
 
 11 %
of total potential
 
11
Expected Return
 -0.46
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.36
  actual daily
 
 0 %
of total potential
 
0
Based on monthly moving average Waverton Cautiousome 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 Waverton Cautiousome by adding it to a well-diversified portfolio.

Waverton Cautiousome Performance Rating

Waverton Cautiousome P GBP Risk Adjusted Performance Analysis

0

Risk-Adjusted Fund Performance

Over the last 30 days Waverton Cautiousome P GBP has generated negative risk-adjusted returns adding no value to fund investors.

Waverton Cautiousome Alerts

Equity Alerts and Improvement Suggestions

Waverton Cautiousome is not yet fully synchronised with the market data
Waverton Cautiousome generates negative expected return over the last 30 days
The fund retains about 18.4% of its assets under management (AUM) in cash
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