Harding Loevner (Ireland) Manager Performance Evaluation

F00000WZ4J -- Ireland Fund  

GBp 152.00  2.00  1.30%

The fund retains Market Volatility (i.e. Beta) of -0.084 which attests that as returns on market increase, returns on owning Harding Loevner are expected to decrease at a much smaller rate. During bear market, Harding Loevner is likely to outperform the market.. Even though it is essential to pay attention to Harding Loevner Global current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining 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. Harding Loevner Global exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Harding Loevner Global Relative Risk vs. Return Landscape

If you would invest  15,700  in Harding Loevner Global Equity GBP I on November 19, 2018 and sell it today you would lose (500.00)  from holding Harding Loevner Global Equity GBP I or give up 3.18% of portfolio value over 30 days. Harding Loevner Global Equity GBP I is generating negative expected returns and assumes 1.2136% volatility on return distribution over the 30 days horizon. Simply put, 11% of equities are less volatile than Harding Loevner Global Equity GBP I 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, Harding Loevner Global Equity GBP I is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.11 times less risky than the market. the firm trades about -0.66 of its potential returns per unit of risk. The DOW is currently generating roughly -0.12 of returns per unit of risk over similar time horizon.

Harding Loevner Current Valuation

Not valued
December 19, 2018
152.00
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;152.0. 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 = -0.6594
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Harding Loevner Relative Performance Indicators

Estimated Market Risk
 1.21
  actual daily
 
 10 %
of total potential
 
10
Expected Return
 -0.8
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.66
  actual daily
 
 0 %
of total potential
 
0
Based on monthly moving average Harding Loevner 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 Harding Loevner by adding it to a well-diversified portfolio.

Harding Loevner Performance Rating

Harding Loevner Global Equity GBP I Risk Adjusted Performance Analysis

0

Risk-Adjusted Fund Performance

Over the last 30 days Harding Loevner Global Equity GBP I has generated negative risk-adjusted returns adding no value to fund investors.

Harding Loevner Alerts

Equity Alerts and Improvement Suggestions

Harding Loevner is not yet fully synchronised with the market data
Harding Loevner generates negative expected return over the last 30 days
The fund retains 97.31% of its assets under management (AUM) in equities
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