Hermes Asia (Ireland) Manager Performance Evaluation

F00000VIC4 -- Ireland Fund  

GBp 166.00  2.00  1.19%

The fund retains Market Volatility (i.e. Beta) of 0.0 which attests that the returns on MARKET and Hermes Asia are completely uncorrelated. Although it is extremely important to respect Hermes Asia Ex current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining 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 evaluating Hermes Asia Ex technical indicators you can presently evaluate if the expected return of 0.1388% will be sustainable into the future.
Horizon     30 Days    Login   to change

Hermes Asia Ex Relative Risk vs. Return Landscape

If you would invest  16,500  in Hermes Asia Ex Japan Equity C GBP on September 17, 2018 and sell it today you would earn a total of  100.00  from holding Hermes Asia Ex Japan Equity C GBP or generate 0.61% return on investment over 30 days. Hermes Asia Ex Japan Equity C GBP is generating 0.1388% of daily returns and assumes 2.1257% volatility on return distribution over the 30 days horizon. Simply put, 19% of equities are less volatile than Hermes Asia Ex Japan Equity C GBP and 98% 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, Hermes Asia Ex Japan Equity C GBP is expected to generate 2.01 times more return on investment than the market. However, the company is 2.01 times more volatile than its market benchmark. It trades about 0.07 of its potential returns per unit of risk. The DOW is currently generating roughly -0.05 per unit of risk.

Hermes Asia Current Valuation

Not valued
October 17, 2018
166.00
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Hermes Asia is Unknown risk asset. Hermes Asia Ex regular Real Value cannot be determined due to lack of data. The prevalent price of Hermes Asia Ex is p;166.0. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Hermes Asia Ex from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage to acquire undervalued assets and to sell overvalued assets since at some point stocks prices and their ongoing real values will come together.

Hermes Asia Market Risk Analysis

Sharpe Ratio = 0.0653
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Hermes Asia Relative Performance Indicators

Estimated Market Risk
 2.13
  actual daily
 
 81 %
of total potential
  
Expected Return
 0.14
  actual daily
 
 2 %
of total potential
  
Risk-Adjusted Return
 0.07
  actual daily
 
 4 %
of total potential
  
Based on monthly moving average Hermes Asia is performing at about 4% 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 Hermes Asia by adding it to a well-diversified portfolio.

Hermes Asia Performance Rating

Hermes Asia Ex Japan Equity C GBP Risk Adjusted Performance Analysis

4 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Hermes Asia Ex Japan Equity C GBP are ranked lower than 4 (%) of all funds and portfolios of funds over the last 30 days.

Hermes Asia Alerts

Equity Alerts and Improvement Suggestions

Hermes Asia Ex is not yet fully synchronised with the market data
The fund retains about 8.05% of its assets under management (AUM) in cash
Additionally see Investing Opportunities. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.
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