Russell Emerg (Ireland) Manager Performance Evaluation

F0GBR05XFA -- Ireland Fund  

 53.26  1.74  3.16%

The fund holds Beta of -0.168 which implies as returns on market increase, returns on owning Russell Emerg are expected to decrease at a much smaller rate. During bear market, Russell Emerg is likely to outperform the market.. Although it is extremely important to respect Russell Emerg Mkts 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 Russell Emerg Mkts technical indicators you can presently evaluate if the expected return of 0.0345% will be sustainable into the future.
Horizon     30 Days    Login   to change

Russell Emerg Mkts Relative Risk vs. Return Landscape

If you would invest  5,500  in Russell Emerg Mkts Eq J on August 25, 2018 and sell it today you would earn a total of  0.00  from holding Russell Emerg Mkts Eq J or generate 0.0% return on investment over 30 days. Russell Emerg Mkts Eq J is generating 0.0345% of daily returns and assumes 3.2154% volatility on return distribution over the 30 days horizon. Simply put, 29% of equities are less volatile than Russell Emerg Mkts Eq J 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, Russell Emerg Mkts Eq J is expected to generate 3.83 times less return on investment than the market. In addition to that, the company is 7.71 times more volatile than its market benchmark. It trades about 0.01 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.32 per unit of volatility.

Russell Emerg Market Risk Analysis

Sharpe Ratio = 0.0107
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Russell Emerg Relative Performance Indicators

Estimated Market Risk
 3.22
  actual daily
 
 71 %
of total potential
  
Expected Return
 0.03
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.01
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Russell Emerg 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 Russell Emerg by adding it to a well-diversified portfolio.

Russell Emerg Performance Rating

Russell Emerg Mkts Eq J Risk Adjusted Performance Analysis

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Risk-Adjusted Fund Performance

Over the last 30 days Russell Emerg Mkts Eq J has generated negative risk-adjusted returns adding no value to fund investors.

Russell Emerg Alerts

Equity Alerts and Improvement Suggestions

Russell Emerg Mkts has very high historical volatility over the last 30 days
Additionally see Investing Opportunities. Please also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
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