The fund holds Beta of -0.0176 which implies as returns on market increase, returns on owning Old Mutual are expected to decrease at a much smaller rate. During bear market, Old Mutual is likely to outperform the market. . Although it is extremely important to respect Old Mutual AR current trending patterns, it is better to be realistic regarding the information on equity existing price patterns. The philosophy towards forecasting 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 Old Mutual AR technical indicators you can presently evaluate if the expected return of 0.0% will be sustainable into the future.
|Horizon||30 Days Login to change|
Old Mutual AR Relative Risk vs. Return LandscapeIf you would invest 1,061 in Old Mutual AR Govt Bd F EUR Hgd Acc on December 17, 2018 and sell it today you would earn a total of 0.00 from holding Old Mutual AR Govt Bd F EUR Hgd Acc or generate 0.0% return on investment over 30 days. Old Mutual AR Govt Bd F EUR Hgd Acc is generating negative expected returns and assumes 0.0% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than Old Mutual AR and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Old Mutual Market Risk Analysis
Sharpe Ratio = 0.0
Risk-Adjusted Fund PerformanceOver the last 30 days Old Mutual AR Govt Bd F EUR Hgd Acc has generated negative risk-adjusted returns adding no value to fund investors.