Harding Loevner (Ireland) Manager Performance Evaluation

F00000WZ4J -- Ireland Fund  

GBp 165.00  6.00  3.51%

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 extremely important to respect Harding Loevner Global current price history, it is better to be realistic regarding the information on 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 0.0198% will be sustainable into the future.
Horizon     30 Days    Login   to change

Harding Loevner Global Relative Risk vs. Return Landscape

If you would invest  16,500  in Harding Loevner Global Equity GBP I on September 16, 2018 and sell it today you would earn a total of  0.00  from holding Harding Loevner Global Equity GBP I or generate 0.0% return on investment over 30 days. Harding Loevner Global Equity GBP I is generating 0.0198% of daily returns and assumes 2.2129% volatility on return distribution over the 30 days horizon. Simply put, 20% 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 generate 2.16 times more return on investment than the market. However, the company is 2.16 times more volatile than its market benchmark. It trades about 0.01 of its potential returns per unit of risk. The DOW is currently generating roughly -0.12 per unit of risk.

Harding Loevner Current Valuation

Not valued
October 16, 2018
165.00
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;165.0. 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 = 0.0089
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Harding Loevner Relative Performance Indicators

Estimated Market Risk
 2.21
  actual daily
 
 80 %
of total potential
  
Expected Return
 0.02
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.01
  actual daily
 
 1 %
of total potential
  
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
The fund retains 97.31% of its assets under management (AUM) in equities

Harding Loevner Performance Indicators

Harding Loevner Global Basic Price Performance Measures

Fifty Two Week Low1.4520
Fifty Two Week High1.5220
Annual Report Expense Ratio0.00%
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