Old Mutual (Ireland) Manager Performance Evaluation

F00000VCH1 -- Ireland Fund  

GBp 1,069  2.00  0.19%

The fund holds Beta of -0.0382 which implies as returns on market increase, returns on owning Old Mutual are expected to decrease at a much smaller rate. During bear market, Old Mutual is likely to outperform the market.. Although it is vital to follow to Old Mutual Global current trending patterns, it is good to be conservative about what you can actually do with the information regarding 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 Global technical indicators you can presently evaluate if the expected return of 0.4947% will be sustainable into the future.
Horizon     30 Days    Login   to change

Old Mutual Global Relative Risk vs. Return Landscape

If you would invest  104,300  in Old Mutual Global Bond U1 GBP on November 11, 2018 and sell it today you would earn a total of  2,600  from holding Old Mutual Global Bond U1 GBP or generate 2.49% return on investment over 30 days. Old Mutual Global Bond U1 GBP is generating 0.4947% of daily returns and assumes 0.5025% volatility on return distribution over the 30 days horizon. Simply put, 4% of equities are less volatile than Old Mutual Global Bond U1 GBP and 91% 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 Global Bond U1 GBP is expected to generate 0.38 times more return on investment than the market. However, the company is 2.6 times less risky than the market. It trades about 0.98 of its potential returns per unit of risk. The DOW is currently generating roughly -0.06 per unit of risk.

Old Mutual Current Valuation

Not valued
December 11, 2018
1,069
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Old Mutual is Unknown risk asset. Old Mutual Global recent Real Value cannot be determined due to lack of data. The prevailing price of Old Mutual Global is p;1069.0. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Old Mutual Global 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 = 0.9845
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Old Mutual Relative Performance Indicators

Estimated Market Risk
 0.5
  actual daily
 
 4 %
of total potential
 
4
Expected Return
 0.49
  actual daily
 
 9 %
of total potential
 
9
Risk-Adjusted Return
 0.98
  actual daily
 
 65 %
of total potential
 
65
Based on monthly moving average Old Mutual is performing at about 65% 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 Global Bond U1 GBP Risk Adjusted Performance Analysis

65

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Old Mutual Global Bond U1 GBP are ranked lower than 65 (%) of all funds and portfolios of funds over the last 30 days.

Old Mutual Alerts

Equity Alerts and Improvement Suggestions

Old Mutual Global is not yet fully synchronised with the market data
The fund retains about 11.96% of its assets under management (AUM) in cash

Old Mutual Performance Indicators

Old Mutual Global Basic Price Performance Measures

Annual Report Expense Ratio1.63%
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