Old Mutual (Ireland) Manager Performance Evaluation

F00000VCH0 -- Ireland Fund  

GBp 914.00  1.00  0.11%

The fund holds Beta of 0.0442 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.. Although it is extremely important to respect Old Mutual IG current trending patterns, it is better to be realistic regarding the information on equity existing price patterns. The philosophy towards forecasting 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 Old Mutual IG technical indicators you can presently evaluate if the expected return of 0.0365% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Old Mutual IG Relative Risk vs. Return Landscape

If you would invest  91,300  in Old Mutual IG Corporate Bd U1 GBP H on June 19, 2018 and sell it today you would earn a total of  100.00  from holding Old Mutual IG Corporate Bd U1 GBP H or generate 0.11% return on investment over 30 days. Old Mutual IG Corporate Bd U1 GBP H is generating 0.0365% of daily returns and assumes 0.0632% volatility on return distribution over the 30 days horizon. Simply put, 0% 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 generate 1.94 times less return on investment than the market. But when comparing it to its historical volatility, the company is 9.31 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 0.12 of returns per unit of risk over similar time horizon.

Old Mutual Current Valuation

Not valued
July 19, 2018
914.00
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;914.0. 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 = 0.5774
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Based on monthly moving average Old Mutual 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 Old Mutual by adding it to a well-diversified portfolio.

Performance Rating

Old Mutual IG Corporate Bd U1 GBP H Risk Adjusted Performance Analysis
38 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Old Mutual IG Corporate Bd U1 GBP H are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

Old Mutual Alerts

Equity Alerts and Improvement Suggestions
The fund retains about 45.77% of its assets under management (AUM) in cash
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