GHYSL (Ireland) Manager Performance Evaluation

GHYSL -- Ireland Fund  

GBp 9,694  28.00  0.29%

The fund retains Market Volatility (i.e. Beta) of -0.0168 which attests that as returns on market increase, returns on owning GHYSL are expected to decrease at a much smaller rate. During bear market, GHYSL is likely to outperform the market.. Although it is extremely important to respect GHYSL current price history, it is better to be realistic regarding the information on equity current price movements. The approach into determining 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 GHYSL technical indicators you can now evaluate if the expected return of 1.0E-4% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

GHYSL Relative Risk vs. Return Landscape

If you would invest  969,400  in GHYSL on July 19, 2018 and sell it today you would earn a total of  0.00  from holding GHYSL or generate 0.0% return on investment over 30 days. GHYSL is generating 1.0E-4% of daily returns and assumes 0.1665% volatility on return distribution over the 30 days horizon. Simply put, 1% of equities are less volatile than GHYSL 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, GHYSL is expected to generate 1099.0 times less return on investment than the market. But when comparing it to its historical volatility, the company is 3.31 times less risky than the market. It trades about 0.0 of its potential returns per unit of risk. The DOW is currently generating roughly 0.2 of returns per unit of risk over similar time horizon.

GHYSL Market Risk Analysis

Sharpe Ratio = 7.0E-4
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GHYSL Relative Performance Indicators

Estimated Market Risk
 0.17
  actual daily
 
 99 %
of total potential
  
Expected Return
 0.0
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.0
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average GHYSL 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 GHYSL by adding it to a well-diversified portfolio.

Performance Rating

GHYSL Risk Adjusted Performance Analysis
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Risk-Adjusted Fund Performance

Over the last 30 days GHYSL has generated negative risk-adjusted returns adding no value to fund investors.
Please also check Risk vs Return Analysis. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.