Mercer Passive (Ireland) Manager Performance Evaluation

F00000VZHB -- Ireland Fund  

GBp 14,390  656.00  4.36%

The fund secures Beta (Market Risk) of 0.4824 which conveys that as returns on market increase, Mercer Passive returns are expected to increase less than the market. However during bear market, the loss on holding Mercer Passive will be expected to be smaller as well.. Even though it is essential to pay attention to Mercer Passive Global 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. Mercer Passive exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Mercer Passive Global Relative Risk vs. Return Landscape

If you would invest  1,587,800  in Mercer Passive Global Equity Z 1 on September 19, 2018 and sell it today you would lose (148,800)  from holding Mercer Passive Global Equity Z 1 or give up 9.37% of portfolio value over 30 days. Mercer Passive Global Equity Z 1 is generating negative expected returns and assumes 5.4106% volatility on return distribution over the 30 days horizon. Simply put, 49% of equities are less volatile than Mercer Passive Global Equity Z 1 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, Mercer Passive Global Equity Z 1 is expected to under-perform the market. In addition to that, the company is 5.09 times more volatile than its market benchmark. It trades about -0.58 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.15 per unit of volatility.

Mercer Passive Current Valuation

Not valued
October 19, 2018
Market Value
Real Value
Target Odds
Mercer Passive is Unknown risk asset. Mercer Passive Global last-minute Real Value cannot be determined due to lack of data. The latest price of Mercer Passive Global is p;14390.0. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. Macroaxis essentially forecasts value of Mercer Passive Global from analyzing the organization technical indicators and 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.

Mercer Passive Market Risk Analysis

Sharpe Ratio = -0.5774
Good Returns
Average Returns
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Negative ReturnsF00000VZHB

Mercer Passive Relative Performance Indicators

Estimated Market Risk
  actual daily
 51 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
Based on monthly moving average Mercer Passive 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 Mercer Passive by adding it to a well-diversified portfolio.

Mercer Passive Performance Rating

Mercer Passive Global Equity Z 1 Risk Adjusted Performance Analysis


Risk-Adjusted Fund Performance

Over the last 30 days Mercer Passive Global Equity Z 1 has generated negative risk-adjusted returns adding no value to fund investors.

Mercer Passive Alerts

Equity Alerts and Improvement Suggestions

Mercer Passive is not yet fully synchronised with the market data
Mercer Passive generates negative expected return over the last 30 days
Mercer Passive has high historical volatility and very poor performance
Additionally see Investing Opportunities. Please also try Transaction History module to view history of all your transactions and understand their impact on performance.