AXA Rosenberg (Ireland) Manager Performance Evaluation

F0GBR05L1V -- Ireland Fund  

EUR 11.44  0.06  0.52%

The organization owns Beta (Systematic Risk) of 0.0 which signifies that the returns on MARKET and AXA Rosenberg are completely uncorrelated. Even though it is essential to pay attention to AXA Rosenberg Eurobloc existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis approach towards foreseeing 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. AXA Rosenberg exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

AXA Rosenberg Eurobloc Relative Risk vs. Return Landscape

If you would invest  1,175  in AXA Rosenberg Eurobloc Eq Alpha E on July 21, 2018 and sell it today you would lose (31.00)  from holding AXA Rosenberg Eurobloc Eq Alpha E or give up 2.64% of portfolio value over 30 days. AXA Rosenberg Eurobloc Eq Alpha E is generating negative expected returns and assumes 0.7058% volatility on return distribution over the 30 days horizon. Simply put, 6% of equities are less volatile than AXA Rosenberg Eurobloc Eq Alpha E 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, AXA Rosenberg Eurobloc Eq Alpha E is expected to under-perform the market. In addition to that, the company is 1.25 times more volatile than its market benchmark. It trades about -0.27 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.21 per unit of volatility.

AXA Rosenberg Current Valuation

Not valued
August 20, 2018
11.44
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
AXA Rosenberg is Unknown risk asset. AXA Rosenberg Eurobloc latest Real Value cannot be determined due to lack of data. The recent price of AXA Rosenberg Eurobloc is €11.44. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of AXA Rosenberg Eurobloc from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to invest in undervalued equities and to trade away overvalued equities since in the future instruments prices and their ongoing real values will grow together.

AXA Rosenberg Market Risk Analysis

Sharpe Ratio = -0.267
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AXA Rosenberg Relative Performance Indicators

Estimated Market Risk
 0.71
  actual daily
 
 94 %
of total potential
  
Expected Return
 -0.19
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.27
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average AXA Rosenberg 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 AXA Rosenberg by adding it to a well-diversified portfolio.

Performance Rating

AXA Rosenberg Eurobloc Eq Alpha E Risk Adjusted Performance Analysis
0 

Risk-Adjusted Fund Performance

Over the last 30 days AXA Rosenberg Eurobloc Eq Alpha E has generated negative risk-adjusted returns adding no value to fund investors.

AXA Rosenberg Alerts

Equity Alerts and Improvement Suggestions
AXA Rosenberg generates negative expected return over the last 30 days
The fund retains 99.72% of its assets under management (AUM) in equities
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