Liontrust (Ireland) Manager Performance Evaluation

F00000VV78 -- Ireland Fund  

EUR 9.62  0.12  1.23%

The fund secures Beta (Market Risk) of -0.2928 which conveys that as returns on market increase, returns on owning Liontrust are expected to decrease at a much smaller rate. During bear market, Liontrust is likely to outperform the market.. Even though it is essential to pay attention to Liontrust GF Asia 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. Liontrust exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Liontrust GF Asia Relative Risk vs. Return Landscape

If you would invest  1,010  in Liontrust GF Asia Income A1 on August 21, 2018 and sell it today you would lose (48.00)  from holding Liontrust GF Asia Income A1 or give up 4.75% of portfolio value over 30 days. Liontrust GF Asia Income A1 is generating negative expected returns and assumes 1.901% volatility on return distribution over the 30 days horizon. Simply put, 17% of equities are less volatile than Liontrust GF Asia Income A1 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, Liontrust GF Asia Income A1 is expected to under-perform the market. In addition to that, the company is 4.82 times more volatile than its market benchmark. It trades about -0.63 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.26 per unit of volatility.

Liontrust Current Valuation

Not valued
September 20, 2018
9.62
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Liontrust is Unknown risk asset. Liontrust GF Asia last-minute Real Value cannot be determined due to lack of data. The latest price of Liontrust GF Asia is €9.62. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Liontrust GF Asia 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.

Liontrust Market Risk Analysis

Sharpe Ratio = -0.6292
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Liontrust Relative Performance Indicators

Estimated Market Risk
 1.9
  actual daily
 
 83 %
of total potential
  
Expected Return
 -1.2
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.63
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Liontrust 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 Liontrust by adding it to a well-diversified portfolio.

Liontrust Performance Rating

Liontrust GF Asia Income A1 Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Liontrust GF Asia Income A1 has generated negative risk-adjusted returns adding no value to fund investors.

Liontrust Alerts

Equity Alerts and Improvement Suggestions

Liontrust GF Asia generates negative expected return over the last 30 days
The fund retains 91.68% of its assets under management (AUM) in equities
Additionally see Investing Opportunities. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
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