Harding Loevner (Ireland) Manager Performance Evaluation

F00000WZ4K -- Ireland Fund  

SGD 1.48  0.01  0.68%

The fund retains Market Volatility (i.e. Beta) of -0.1244 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.. 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 0.2268% 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  147.00  in Harding Loevner Global Equity SGD M on June 19, 2018 and sell it today you would earn a total of  1.00  from holding Harding Loevner Global Equity SGD M or generate 0.68% return on investment over 30 days. Harding Loevner Global Equity SGD M is generating 0.2268% of daily returns and assumes 0.3928% volatility on return distribution over the 30 days horizon. Simply put, 3% of equities are less volatile than Harding Loevner Global Equity SGD M and 96% 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 SGD M is expected to generate 0.67 times more return on investment than the market. However, the company is 1.5 times less risky than the market. It trades about 0.58 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
July 19, 2018
1.48
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 S$1.48. 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 = 0.5774
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Harding Loevner Relative Performance Indicators

Estimated Market Risk
 0.39
  actual daily
 
 97 %
of total potential
  
Expected Return
 0.23
  actual daily
 
 4 %
of total potential
  
Risk-Adjusted Return
 0.58
  actual daily
 
 38 %
of total potential
  
Based on monthly moving average Harding Loevner is performing at about 38% 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 SGD M Risk Adjusted Performance Analysis
38 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Harding Loevner Global Equity SGD M are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

Harding Loevner Alerts

Equity Alerts and Improvement Suggestions
Harding Loevner may become a speculative penny stock
The fund retains 97.31% of its assets under management (AUM) in equities
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