Man GLG (Ireland) Manager Performance Evaluation

F00000W7WC -- Ireland Fund  

JPY 9,725  108.00  1.12%

The fund secures Beta (Market Risk) of 0.1098 which conveys that as returns on market increase, Man GLG returns are expected to increase less than the market. However during bear market, the loss on holding Man GLG will be expected to be smaller as well.. Although it is vital to follow to Man GLG 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 Man GLG Global technical indicators you can presently evaluate if the expected return of 0.3743% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Man GLG Global Relative Risk vs. Return Landscape

If you would invest  961,700  in Man GLG Global Convertibles I JPY Acc on June 19, 2018 and sell it today you would earn a total of  10,800  from holding Man GLG Global Convertibles I JPY Acc or generate 1.12% return on investment over 30 days. Man GLG Global Convertibles I JPY Acc is generating 0.3743% of daily returns and assumes 0.6484% volatility on return distribution over the 30 days horizon. Simply put, 5% of equities are less volatile than Man GLG Global Convertibles I JPY Acc and 93% 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, Man GLG Global Convertibles I JPY Acc is expected to generate 1.1 times more return on investment than the market. However, the company is 1.1 times more volatile than its market benchmark. It trades about 0.58 of its potential returns per unit of risk. The DOW is currently generating roughly 0.12 per unit of risk.

Man GLG Current Valuation

Not valued
July 19, 2018
9,725
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Man GLG is Unknown risk asset. Man GLG Global last-minute Real Value cannot be determined due to lack of data. The latest price of Man GLG Global is ¥9725.0. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Man GLG Global 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.

Man GLG Market Risk Analysis

Sharpe Ratio = 0.5774
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Man GLG Relative Performance Indicators

Estimated Market Risk
 0.65
  actual daily
 
 95 %
of total potential
  
Expected Return
 0.37
  actual daily
 
 7 %
of total potential
  
Risk-Adjusted Return
 0.58
  actual daily
 
 38 %
of total potential
  
Based on monthly moving average Man GLG is performing at about 38% 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 Man GLG by adding it to a well-diversified portfolio.

Performance Rating

Man GLG Global Convertibles I JPY Acc Risk Adjusted Performance Analysis
38 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Man GLG Global Convertibles I JPY Acc are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

Man GLG Alerts

Equity Alerts and Improvement Suggestions
The fund retains most of the assets under management (AUM) in different types of exotic instruments.
Additionally see Investing Opportunities. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.