Mercer Passive (Ireland) Manager Performance Evaluation

F00000VZHC -- Ireland Fund  

EUR 120.90  0.66  0.54%

The fund secures Beta (Market Risk) of -0.1466 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.. 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.
 Time Horizon     30 Days    Login   to change

Mercer Passive Global Relative Risk vs. Return Landscape

If you would invest  12,156  in Mercer Passive Global Equity M 5 on June 20, 2018 and sell it today you would lose (66.00)  from holding Mercer Passive Global Equity M 5 or give up 0.54% of portfolio value over 30 days. Mercer Passive Global Equity M 5 is generating negative expected returns and assumes 0.2715% 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 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 M 5 is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 2.2 times less risky than the market. the firm trades about -0.5 of its potential returns per unit of risk. The DOW is currently generating roughly 0.1 of returns per unit of risk over similar time horizon.

Mercer Passive Current Valuation

Not valued
July 20, 2018
120.90
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 €120.9. 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 = -0.5
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Mercer Passive Relative Performance Indicators

Estimated Market Risk
 0.27
  actual daily
 
 98 %
of total potential
  
Expected Return
 -0.14
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.5
  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.

Performance Rating

Mercer Passive Global Equity M 5 Risk Adjusted Performance Analysis
0 

Risk-Adjusted Fund Performance

Over the last 30 days Mercer Passive Global Equity M 5 has generated negative risk-adjusted returns adding no value to fund investors.

Mercer Passive Alerts

Equity Alerts and Improvement Suggestions
Mercer Passive generates negative expected return over the last 30 days
Additionally see Investing Opportunities. Please also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
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