Mercer Passive (Ireland) Manager Performance Evaluation

F00000VZHB -- Ireland Fund  

GBp 15,460  941.00  6.48%

The fund secures Beta (Market Risk) of -0.1777 which conveys that as returns on market increase, returns on owning Mercer Passive are expected to decrease at a much smaller rate. During bear market, Mercer Passive is likely to outperform the market.. Although it is vital to follow to Mercer Passive Global price patterns, it is good to be conservative about what you can actually do with the information regarding equity historical price patterns. The philosophy towards estimating 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 Mercer Passive Global technical indicators you can presently evaluate if the expected return of 0.3376% will be sustainable into the future.
Horizon     30 Days    Login   to change

Mercer Passive Global Relative Risk vs. Return Landscape

If you would invest  1,439,000  in Mercer Passive Global Equity Z 1 on November 12, 2018 and sell it today you would earn a total of  12,900  from holding Mercer Passive Global Equity Z 1 or generate 0.9% return on investment over 30 days. Mercer Passive Global Equity Z 1 is generating 0.3376% of daily returns and assumes 5.5442% volatility on return distribution over the 30 days horizon. Simply put, 50% of equities are less volatile than Mercer Passive Global Equity Z 1 and 94% 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 generate 4.24 times more return on investment than the market. However, the company is 4.24 times more volatile than its market benchmark. It trades about 0.06 of its potential returns per unit of risk. The DOW is currently generating roughly -0.07 per unit of risk.

Mercer Passive Current Valuation

Not valued
December 12, 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;15460.0. 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 = 0.0609
Good Returns
Average Returns
Small ReturnsF00000VZHB
Negative Returns

Mercer Passive Relative Performance Indicators

Estimated Market Risk
  actual daily
 50 %
of total potential
Expected Return
  actual daily
 6 %
of total potential
Risk-Adjusted Return
  actual daily
 4 %
of total potential
Based on monthly moving average Mercer Passive 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 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

Compared to the overall equity markets, risk-adjusted returns on investments in Mercer Passive Global Equity Z 1 are ranked lower than 4 (%) of all funds and portfolios of funds over the last 30 days.

Mercer Passive Alerts

Equity Alerts and Improvement Suggestions

Mercer Passive is not yet fully synchronised with the market data
Mercer Passive has very high historical volatility over the last 30 days
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