Old Mutual (Ireland) Manager Performance Evaluation

F0GBR05AFP -- Ireland Fund  

USD 40.31  0.70  1.71%

The fund holds Beta of 0.0 which implies the returns on MARKET and Old Mutual are completely uncorrelated. Although it is extremely important to respect Old Mutual Pacific current trending patterns, it is better to be realistic regarding the information on equity existing price patterns. The philosophy towards forecasting 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 Old Mutual Pacific technical indicators you can presently evaluate if the expected return of 0.1372% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Old Mutual Pacific Relative Risk vs. Return Landscape

If you would invest  4,009  in Old Mutual Pacific Equity B USD Acc on July 17, 2018 and sell it today you would earn a total of  22.00  from holding Old Mutual Pacific Equity B USD Acc or generate 0.55% return on investment over 30 days. Old Mutual Pacific Equity B USD Acc is generating 0.1372% of daily returns and assumes 0.2744% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than Old Mutual Pacific Equity B USD Acc and 98% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 

Old Mutual Current Valuation

Not valued
August 16, 2018
40.31
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Old Mutual is Unknown risk asset. Old Mutual Pacific recent Real Value cannot be determined due to lack of data. The prevailing price of Old Mutual Pacific is $40.31. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Old Mutual Pacific from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we support investing in undervalued entities and to dispose of overvalued entities since at some point stocks prices and their ongoing real values will merge together.

Old Mutual Market Risk Analysis

Sharpe Ratio = 0.5
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Old Mutual Relative Performance Indicators

Estimated Market Risk
 0.27
  actual daily
 
 98 %
of total potential
  
Expected Return
 0.14
  actual daily
 
 2 %
of total potential
  
Risk-Adjusted Return
 0.5
  actual daily
 
 33 %
of total potential
  
Based on monthly moving average Old Mutual is performing at about 33% 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 Old Mutual by adding it to a well-diversified portfolio.

Performance Rating

Old Mutual Pacific Equity B USD Acc Risk Adjusted Performance Analysis
33 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Old Mutual Pacific Equity B USD Acc are ranked lower than 33 (%) of all funds and portfolios of funds over the last 30 days.

Old Mutual Alerts

Equity Alerts and Improvement Suggestions
The fund retains 98.25% of its assets under management (AUM) in equities
Additionally see Investing Opportunities. Please also try Transaction History module to view history of all your transactions and understand their impact on performance.