Man GLG (Ireland) Manager Performance Evaluation

F0GBR05V7L -- Ireland Fund  

EUR 198.88  2.84  1.45%

The fund secures Beta (Market Risk) of 0.6648 which conveys that as returns on market increase, Man GLG returns are expected to increase less than the market. However during bear market, the loss on holding Man GLG will be expected to be smaller as well.. Although it is extremely important to respect Man GLG European price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating 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 Man GLG European technical indicators you can presently evaluate if the expected return of 0.0558% will be sustainable into the future.
Horizon     30 Days    Login   to change

Man GLG European Relative Risk vs. Return Landscape

If you would invest  19,839  in Man GLG European Equity D EUR Acc on August 26, 2018 and sell it today you would earn a total of  49.00  from holding Man GLG European Equity D EUR Acc or generate 0.25% return on investment over 30 days. Man GLG European Equity D EUR Acc is generating 0.0558% of daily returns and assumes 1.2692% volatility on return distribution over the 30 days horizon. Simply put, 11% of equities are less volatile than Man GLG European Equity D EUR 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, Man GLG European Equity D EUR Acc is expected to generate 1.76 times less return on investment than the market. In addition to that, the company is 2.79 times more volatile than its market benchmark. It trades about 0.04 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.22 per unit of volatility.

Man GLG Current Valuation

Not valued
September 25, 2018
198.88
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Man GLG is Unknown risk asset. Man GLG European last-minute Real Value cannot be determined due to lack of data. The latest price of Man GLG European is €198.88. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Man GLG European from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to purchase undervalued stocks and to get rid of overvalued stocks since at some point entities prices and their ongoing real values will merge together.

Man GLG Market Risk Analysis

Sharpe Ratio = 0.044
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Man GLG Relative Performance Indicators

Estimated Market Risk
 1.27
  actual daily
 
 89 %
of total potential
  
Expected Return
 0.06
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.04
  actual daily
 
 2 %
of total potential
  
Based on monthly moving average Man GLG is performing at about 2% 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 Man GLG by adding it to a well-diversified portfolio.

Man GLG Performance Rating

Man GLG European Equity D EUR Acc Risk Adjusted Performance Analysis

2 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Man GLG European Equity D EUR Acc are ranked lower than 2 (%) of all funds and portfolios of funds over the last 30 days.

Man GLG Alerts

Equity Alerts and Improvement Suggestions

The fund retains 98.86% of its assets under management (AUM) in equities
Additionally see Investing Opportunities. Please also try Headlines Timeline module to stay connected to all market stories and filter out noise. drill down to analyze hype elasticity.
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