Harding Loevner (Ireland) Manager Performance Evaluation

F00000WZ4J -- Ireland Fund  

GBp 172.00  1.00  0.58%

The fund retains Market Volatility (i.e. Beta) of 0.0 which attests that the returns on MARKET and Harding Loevner are completely uncorrelated. Although it is vital to follow to Harding Loevner Global current price history, it is good to be conservative about what you can actually do with the information regarding equity current price movements. The philosophy towards determining 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 evaluating Harding Loevner Global technical indicators you can presently evaluate if the expected return of 0.4755% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Harding Loevner Global Relative Risk vs. Return Landscape

If you would invest  16,800  in Harding Loevner Global Equity GBP I on July 15, 2018 and sell it today you would earn a total of  400.00  from holding Harding Loevner Global Equity GBP I or generate 2.38% return on investment over 30 days. Harding Loevner Global Equity GBP I is generating 0.4755% of daily returns and assumes 0.9791% volatility on return distribution over the 30 days horizon. Simply put, 8% of equities are less volatile than Harding Loevner Global Equity GBP I and 91% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 

Harding Loevner Current Valuation

Not valued
August 14, 2018
172.00
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Harding Loevner is Unknown risk asset. Harding Loevner Global regular Real Value cannot be determined due to lack of data. The prevalent price of Harding Loevner Global is p;172.0. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Harding Loevner Global from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage to acquire undervalued assets and to sell overvalued assets since at some point stocks prices and their ongoing real values will come together.

Harding Loevner Market Risk Analysis

Sharpe Ratio = 0.4857
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Harding Loevner Relative Performance Indicators

Estimated Market Risk
 0.98
  actual daily
 
 92 %
of total potential
  
Expected Return
 0.48
  actual daily
 
 9 %
of total potential
  
Risk-Adjusted Return
 0.49
  actual daily
 
 32 %
of total potential
  
Based on monthly moving average Harding Loevner is performing at about 32% 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 Harding Loevner by adding it to a well-diversified portfolio.

Performance Rating

Harding Loevner Global Equity GBP I Risk Adjusted Performance Analysis
32 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Harding Loevner Global Equity GBP I are ranked lower than 32 (%) of all funds and portfolios of funds over the last 30 days.

Harding Loevner Alerts

Equity Alerts and Improvement Suggestions
The fund retains 97.31% of its assets under management (AUM) in equities
Additionally see Investing Opportunities. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.