Sanlam FOUR (Ireland) Manager Performance Evaluation

F00000VC9J -- Ireland Fund  

GBp 1,451  9.00  0.62%

The entity has beta of 0.0 which indicates the returns on MARKET and Sanlam FOUR are completely uncorrelated. Although it is vital to follow to Sanlam FOUR Stable current price movements, it is good to be conservative about what you can actually do with the information regarding equity historical returns. Macroaxis philosophy towards measuring future performance of any fund is to look not only at its past charts but also at the business as a whole, including all fundamental and technical indicators. To evaluate if Sanlam FOUR Stable Global Eq A GBP Acc expected return of 1.232 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable.
 Time Horizon     30 Days    Login   to change

Sanlam FOUR Stable Relative Risk vs. Return Landscape

If you would invest  139,100  in Sanlam FOUR Stable Global Eq A GBP Acc on July 22, 2018 and sell it today you would earn a total of  6,900  from holding Sanlam FOUR Stable Global Eq A GBP Acc or generate 4.96% return on investment over 30 days. Sanlam FOUR Stable Global Eq A GBP Acc is generating 1.232% of daily returns and assumes 1.9724% volatility on return distribution over the 30 days horizon. Simply put, 17% of equities are less volatile than Sanlam FOUR Stable Global Eq A GBP Acc and 77% 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, Sanlam FOUR Stable Global Eq A GBP Acc is expected to generate 3.49 times more return on investment than the market. However, the company is 3.49 times more volatile than its market benchmark. It trades about 0.62 of its potential returns per unit of risk. The DOW is currently generating roughly 0.24 per unit of risk.

Sanlam FOUR Current Valuation

Not valued
August 21, 2018
1,451
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Sanlam FOUR is Unknown risk asset. Sanlam FOUR Stable current Real Value cannot be determined due to lack of data. The regular price of Sanlam FOUR Stable is p;1451.0. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Sanlam FOUR Stable from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to buy undervalued stocks and to dispose of overvalued stocks since at some point securities prices and their ongoing real values will draw towards each other.

Sanlam FOUR Market Risk Analysis

Sharpe Ratio = 0.6246
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Sanlam FOUR Relative Performance Indicators

Estimated Market Risk
 1.97
  actual daily
 
 83 %
of total potential
  
Expected Return
 1.23
  actual daily
 
 23 %
of total potential
  
Risk-Adjusted Return
 0.62
  actual daily
 
 41 %
of total potential
  
Based on monthly moving average Sanlam FOUR is performing at about 41% 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 Sanlam FOUR by adding it to a well-diversified portfolio.

Performance Rating

Sanlam FOUR Stable Global Eq A GBP Acc Risk Adjusted Performance Analysis
41 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Sanlam FOUR Stable Global Eq A GBP Acc are ranked lower than 41 (%) of all funds and portfolios of funds over the last 30 days.

Sanlam FOUR Alerts

Equity Alerts and Improvement Suggestions
The fund retains 95.99% of its assets under management (AUM) in equities
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