Tokio Marine (Ireland) Manager Performance Evaluation

F00000W8XM -- Ireland Fund  

USD 105.37  0.34  0.32%

The entity has beta of 0.8779 which indicates Tokio Marine returns are very sensitive to returns on the market. as market goes up or down, Tokio Marine is expected to follow.. Even though it is essential to pay attention to Tokio Marine Japanese current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring 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. Tokio Marine Japanese Equity Focus M Hdg exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

Tokio Marine Japanese Relative Risk vs. Return Landscape

If you would invest  11,203  in Tokio Marine Japanese Equity Focus M Hdg on July 22, 2018 and sell it today you would lose (666.00)  from holding Tokio Marine Japanese Equity Focus M Hdg or give up 5.94% of portfolio value over 30 days. Tokio Marine Japanese Equity Focus M Hdg is generating negative expected returns and assumes 2.3241% volatility on return distribution over the 30 days horizon. Simply put, 21% of equities are less volatile than Tokio Marine Japanese Equity Focus M Hdg 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, Tokio Marine Japanese Equity Focus M Hdg is expected to under-perform the market. In addition to that, the company is 4.21 times more volatile than its market benchmark. It trades about -0.65 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.23 per unit of volatility.

Tokio Marine Current Valuation

Not valued
August 21, 2018
105.37
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 $105.37. 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 = -0.6453
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Tokio Marine Relative Performance Indicators

Estimated Market Risk
 2.32
  actual daily
 
 79 %
of total potential
  
Expected Return
 -1.5
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.65
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Tokio Marine 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 Tokio Marine by adding it to a well-diversified portfolio.

Performance Rating

Tokio Marine Japanese Equity Focus M Hdg Risk Adjusted Performance Analysis
0 

Risk-Adjusted Fund Performance

Over the last 30 days Tokio Marine Japanese Equity Focus M Hdg has generated negative risk-adjusted returns adding no value to fund investors.

Tokio Marine Alerts

Equity Alerts and Improvement Suggestions
Tokio Marine generates negative expected return over the last 30 days
The fund retains about 10.97% of its assets under management (AUM) in cash
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