Nedgroup Inv (Ireland) Manager Performance Evaluation

F00000VU7S -- Ireland Fund  

GBp 102.00  1.00  0.97%

The fund secures Beta (Market Risk) of -0.0636 which conveys that as returns on market increase, returns on owning Nedgroup Inv are expected to decrease at a much smaller rate. During bear market, Nedgroup Inv is likely to outperform the market. . Even though it is essential to pay attention to Nedgroup Inv Funds price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating 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. Nedgroup Inv exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Nedgroup Inv Funds Relative Risk vs. Return Landscape

If you would invest  10,400  in Nedgroup Inv Funds Global Cautious C H on December 16, 2018 and sell it today you would lose (200.00)  from holding Nedgroup Inv Funds Global Cautious C H or give up 1.92% of portfolio value over 30 days. Nedgroup Inv Funds Global Cautious C H is generating negative expected returns and assumes 1.1103% volatility on return distribution over the 30 days horizon. Simply put, 10% of equities are less volatile than Nedgroup Inv Funds 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, Nedgroup Inv Funds is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.82 times less risky than the market. the firm trades about -0.58 of its potential returns per unit of risk. The DOW is currently generating roughly -0.07 of returns per unit of risk over similar time horizon.

Nedgroup Inv Current Valuation

Not valued
January 15, 2019
102.00
Market Value
0.00
Real Value
Target Odds
Odds Odds
0.00
Upside
Nedgroup Inv is Unknown risk asset. Nedgroup Inv Funds last-minute Real Value cannot be determined due to lack of data. The latest price of Nedgroup Inv Funds is p;102.0. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Nedgroup Inv Funds from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to purchase undervalued stocks and to get rid of overvalued stocks since at some point entities prices and their ongoing real values will merge together.

Nedgroup Inv Market Risk Analysis

Sharpe Ratio = -0.5774
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Nedgroup Inv Relative Performance Indicators

Estimated Market Risk
 1.11
  actual daily
 
 10 %
of total potential
 
10
Expected Return
 -0.64
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.58
  actual daily
 
 0 %
of total potential
 
0
Based on monthly moving average Nedgroup Inv 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 Nedgroup Inv by adding it to a well-diversified portfolio.

Nedgroup Inv Performance Rating

Nedgroup Inv Funds Global Cautious C H Risk Adjusted Performance Analysis

0

Risk-Adjusted Fund Performance

Over the last 30 days Nedgroup Inv Funds Global Cautious C H has generated negative risk-adjusted returns adding no value to fund investors.

Nedgroup Inv Alerts

Equity Alerts and Improvement Suggestions

Nedgroup Inv Funds is not yet fully synchronised with the market data
Nedgroup Inv Funds generates negative expected return over the last 30 days
The fund retains about 44.1% of its assets under management (AUM) in cash
Additionally see Investing Opportunities. Please also try Equity Valuation module to check real value of public entities based on technical and fundamental data.
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