Tokio Marine (Ireland) Manager Performance Evaluation

F00000W8XM -- Ireland Fund  

USD 114.62  5.72  5.25%

The entity has beta of -0.2259 which indicates as returns on market increase, returns on owning Tokio Marine are expected to decrease at a much smaller rate. During bear market, Tokio Marine is likely to outperform the market.. Although it is vital to follow to Tokio Marine Japanese current price movements, it is good to be conservative about what you can actually do with the information regarding equity historical returns. The philosophy towards measuring 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 inspecting Tokio Marine Japanese technical indicators you can presently evaluate if the expected return of 0.2856% will be sustainable into the future.
Horizon     30 Days    Login   to change

Tokio Marine Japanese Relative Risk vs. Return Landscape

If you would invest  10,794  in Tokio Marine Japanese Equity Focus M Hdg on September 23, 2018 and sell it today you would earn a total of  96.00  from holding Tokio Marine Japanese Equity Focus M Hdg or generate 0.89% return on investment over 30 days. Tokio Marine Japanese Equity Focus M Hdg is generating 0.2856% of daily returns and assumes 5.2829% volatility on return distribution over the 30 days horizon. Simply put, 47% of equities are less volatile than Tokio Marine Japanese Equity Focus M Hdg and 95% 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, Tokio Marine Japanese Equity Focus M Hdg is expected to generate 5.09 times more return on investment than the market. However, the company is 5.09 times more volatile than its market benchmark. It trades about 0.05 of its potential returns per unit of risk. The DOW is currently generating roughly -0.23 per unit of risk.

Tokio Marine Current Valuation

Not valued
October 23, 2018
114.62
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Tokio Marine is Unknown risk asset. Tokio Marine Japanese current Real Value cannot be determined due to lack of data. The regular price of Tokio Marine Japanese is $114.62. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Tokio Marine Japanese from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to buy undervalued stocks and to dispose of overvalued stocks since at some point securities prices and their ongoing real values will draw towards each other.

Tokio Marine Market Risk Analysis

Sharpe Ratio = 0.0541
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Tokio Marine Relative Performance Indicators

Estimated Market Risk
 5.28
  actual daily
 
 53 %
of total potential
  
Expected Return
 0.29
  actual daily
 
 5 %
of total potential
  
Risk-Adjusted Return
 0.05
  actual daily
 
 3 %
of total potential
  
Based on monthly moving average Tokio Marine is performing at about 3% 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 Tokio Marine by adding it to a well-diversified portfolio.

Tokio Marine Performance Rating

Tokio Marine Japanese Equity Focus M Hdg Risk Adjusted Performance Analysis

3 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Tokio Marine Japanese Equity Focus M Hdg are ranked lower than 3 (%) of all funds and portfolios of funds over the last 30 days.

Tokio Marine Alerts

Equity Alerts and Improvement Suggestions

Tokio Marine is not yet fully synchronised with the market data
Tokio Marine has very high historical volatility over the last 30 days
The fund retains about 10.97% of its assets under management (AUM) in cash
Additionally see Investing Opportunities. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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