Old Mutual (Ireland) Manager Performance Evaluation

F0GBR05AFP -- Ireland Fund  

USD 33.80  0.04  0.12%

The fund holds Beta of 0.1966 which implies as returns on market increase, Old Mutual returns are expected to increase less than the market. However during bear market, the loss on holding Old Mutual will be expected to be smaller as well.. Even though it is essential to pay attention to Old Mutual Pacific current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis philosophy towards forecasting 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. Old Mutual Pacific exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Old Mutual Pacific Relative Risk vs. Return Landscape

If you would invest  3,519  in Old Mutual Pacific Equity B USD Acc on October 19, 2018 and sell it today you would lose (139.00)  from holding Old Mutual Pacific Equity B USD Acc or give up 3.95% of portfolio value over 30 days. Old Mutual Pacific Equity B USD Acc is generating negative expected returns and assumes 2.2805% volatility on return distribution over the 30 days horizon. Simply put, 20% of equities are less volatile than Old Mutual Pacific Equity B USD Acc 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, Old Mutual Pacific Equity B USD Acc is expected to under-perform the market. In addition to that, the company is 1.91 times more volatile than its market benchmark. It trades about -0.58 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.0 per unit of volatility.

Old Mutual Current Valuation

Not valued
November 18, 2018
33.80
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 $33.8. 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 = -0.5774
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Old Mutual Relative Performance Indicators

Estimated Market Risk
 2.28
  actual daily
 
 80 %
of total potential
  
Expected Return
 -1.32
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.58
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Old Mutual 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 Old Mutual by adding it to a well-diversified portfolio.

Old Mutual Performance Rating

Old Mutual Pacific Equity B USD Acc Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Old Mutual Pacific Equity B USD Acc has generated negative risk-adjusted returns adding no value to fund investors.

Old Mutual Alerts

Equity Alerts and Improvement Suggestions

Old Mutual Pacific is not yet fully synchronised with the market data
Old Mutual Pacific generates negative expected return over the last 30 days
The fund retains 98.25% of its assets under management (AUM) in equities

Old Mutual Performance Indicators

Old Mutual Pacific Basic Price Performance Measures

Fifty Two Week Low42.1923
Fifty Two Week High42.1923
Annual Report Expense Ratio3.34%
Additionally see Investing Opportunities. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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