Colchester Global (Ireland) Manager Performance Evaluation

F00000WM2Q -- Ireland Fund  

SGD 11.33  0.04  0.35%

The organization shows Beta (market volatility) of 0.0635 which signifies that as returns on market increase, Colchester Global returns are expected to increase less than the market. However during bear market, the loss on holding Colchester Global will be expected to be smaller as well. . Although it is vital to follow to Colchester Global Bond historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy towards foreseeing 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 Colchester Global Bond technical indicators you can presently evaluate if the expected return of 0.3795% will be sustainable into the future.
Horizon     30 Days    Login   to change

Colchester Global Bond Relative Risk vs. Return Landscape

If you would invest  1,116  in Colchester Global Bond H SGD Hd Acc on December 16, 2018 and sell it today you would earn a total of  17.00  from holding Colchester Global Bond H SGD Hd Acc or generate 1.52% return on investment over 30 days. Colchester Global Bond H SGD Hd Acc is generating 0.3795% of daily returns and assumes 0.4522% volatility on return distribution over the 30 days horizon. Simply put, 4% of equities are less volatile than Colchester Global Bond 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, Colchester Global Bond is expected to generate 0.22 times more return on investment than the market. However, the company is 4.47 times less risky than the market. It trades about 0.84 of its potential returns per unit of risk. The DOW is currently generating roughly -0.07 per unit of risk.

Colchester Global Current Valuation

Not valued
January 15, 2019
11.33
Market Value
0.00
Real Value
Target Odds
Odds Odds
0.00
Upside
Colchester Global is Unknown risk asset. Colchester Global Bond prevailing Real Value cannot be determined due to lack of data. The current price of Colchester Global Bond is S$11.33. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Colchester Global Bond from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to go long with undervalued instruments and to trade away overvalued instruments since at some point assets prices and their ongoing real values will blend.

Colchester Global Market Risk Analysis

Sharpe Ratio = 0.839
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Colchester Global Relative Performance Indicators

Estimated Market Risk
 0.45
  actual daily
 
 4 %
of total potential
 
4
Expected Return
 0.38
  actual daily
 
 7 %
of total potential
 
7
Risk-Adjusted Return
 0.84
  actual daily
 
 55 %
of total potential
 
55
Based on monthly moving average Colchester Global is performing at about 55% 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 Colchester Global by adding it to a well-diversified portfolio.

Colchester Global Performance Rating

Colchester Global Bond H SGD Hd Acc Risk Adjusted Performance Analysis

55

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Colchester Global Bond H SGD Hd Acc are ranked lower than 55 (%) of all funds and portfolios of funds over the last 30 days.

Colchester Global Alerts

Equity Alerts and Improvement Suggestions

Colchester Global is not yet fully synchronised with the market data
The fund retains about 34.2% of its assets under management (AUM) in cash

Colchester Global Performance Indicators

Colchester Global Bond Basic Price Performance Measures

Fifty Two Week Low11.3191
Fifty Two Week High11.3191
Additionally see Investing Opportunities. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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