Old Mutual (Ireland) Manager Performance Evaluation

F00000VCH0 -- Ireland Fund  

GBp 907.00  4.00  0.44%

The fund holds Beta of 0.0141 which implies as returns on market increase, Old Mutual returns are expected to increase less than the market. However during bear market, the loss on holding Old Mutual will be expected to be smaller as well.. Even though it is essential to pay attention to Old Mutual IG current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis philosophy towards forecasting 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. Old Mutual IG exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Old Mutual IG Relative Risk vs. Return Landscape

If you would invest  91,600  in Old Mutual IG Corporate Bd U1 GBP H on August 25, 2018 and sell it today you would lose (900.00)  from holding Old Mutual IG Corporate Bd U1 GBP H or give up 0.98% of portfolio value over 30 days. Old Mutual IG Corporate Bd U1 GBP H is generating negative expected returns and assumes 0.2877% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than Old Mutual IG Corporate Bd U1 GBP H 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, Old Mutual IG Corporate Bd U1 GBP H is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.5 times less risky than the market. the firm trades about -0.86 of its potential returns per unit of risk. The DOW is currently generating roughly 0.24 of returns per unit of risk over similar time horizon.

Old Mutual Current Valuation

Not valued
September 24, 2018
907.00
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Old Mutual is Unknown risk asset. Old Mutual IG recent Real Value cannot be determined due to lack of data. The prevailing price of Old Mutual IG is p;907.0. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Old Mutual IG from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we support investing in undervalued entities and to dispose of overvalued entities since at some point stocks prices and their ongoing real values will merge together.

Old Mutual Market Risk Analysis

Sharpe Ratio = -0.856
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Old Mutual Relative Performance Indicators

Estimated Market Risk
 0.29
  actual daily
 
 98 %
of total potential
  
Expected Return
 -0.25
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.86
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Old Mutual 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 Old Mutual by adding it to a well-diversified portfolio.

Old Mutual Performance Rating

Old Mutual IG Corporate Bd U1 GBP H Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Old Mutual IG Corporate Bd U1 GBP H has generated negative risk-adjusted returns adding no value to fund investors.

Old Mutual Alerts

Equity Alerts and Improvement Suggestions

Old Mutual IG generates negative expected return over the last 30 days
The fund retains about 45.77% of its assets under management (AUM) in cash
Additionally see Investing Opportunities. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
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