Mercer Passive (Ireland) Manager Performance Evaluation

F00000VZHC -- Ireland Fund  

EUR 123.78  0.98  0.79%

The fund secures Beta (Market Risk) of -0.1778 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 extremely important to respect Mercer Passive Global price patterns, it is better to be realistic regarding the information on 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 0.1318% will be sustainable into the future.
Horizon     30 Days    Login   to change

Mercer Passive Global Relative Risk vs. Return Landscape

If you would invest  12,378  in Mercer Passive Global Equity M 5 on August 25, 2018 and sell it today you would earn a total of  98.00  from holding Mercer Passive Global Equity M 5 or generate 0.79% return on investment over 30 days. Mercer Passive Global Equity M 5 is generating 0.1318% of daily returns and assumes 0.2683% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than Mercer Passive Global Equity M 5 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, Mercer Passive Global Equity M 5 is expected to generate 1.0 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.55 times less risky than the market. It trades about 0.49 of its potential returns per unit of risk. The DOW is currently generating roughly 0.32 of returns per unit of risk over similar time horizon.

Mercer Passive Current Valuation

Not valued
September 24, 2018
123.78
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
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 €123.78. 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 = 0.4914
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Mercer Passive Relative Performance Indicators

Estimated Market Risk
 0.27
  actual daily
 
 98 %
of total potential
  
Expected Return
 0.13
  actual daily
 
 2 %
of total potential
  
Risk-Adjusted Return
 0.49
  actual daily
 
 32 %
of total potential
  
Based on monthly moving average Mercer Passive is performing at about 32% 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 M 5 Risk Adjusted Performance Analysis

32 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Mercer Passive Global Equity M 5 are ranked lower than 32 (%) of all funds and portfolios of funds over the last 30 days.
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