Russell Emerg (Ireland) Manager Performance Evaluation

IE0002549487 -- Ireland Fund  

EUR 223.75  1.57  0.70%

The fund holds Beta of 0.0 which implies the returns on MARKET and Russell Emerg are completely uncorrelated. Even though it is essential to pay attention to Russell Emerg Mkts 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. Russell Emerg Mkts exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

Russell Emerg Mkts Relative Risk vs. Return Landscape

If you would invest  22,975  in Russell Emerg Mkts Eq C on June 22, 2018 and sell it today you would lose (600.00)  from holding Russell Emerg Mkts Eq C or give up 2.61% of portfolio value over 30 days. Russell Emerg Mkts Eq C is generating negative expected returns and assumes 0.7209% volatility on return distribution over the 30 days horizon. Simply put, 6% of equities are less volatile than Russell Emerg Mkts Eq C 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 C is expected to under-perform the market. In addition to that, the company is 1.26 times more volatile than its market benchmark. It trades about -0.61 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.12 per unit of volatility.

Russell Emerg Current Valuation

Not valued
July 22, 2018
223.75
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Russell Emerg is Unknown risk asset. Russell Emerg Mkts recent Real Value cannot be determined due to lack of data. The prevailing price of Russell Emerg Mkts is €223.75. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Russell Emerg Mkts 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.

Russell Emerg Market Risk Analysis

Sharpe Ratio = -0.6074
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Russell Emerg Relative Performance Indicators

Estimated Market Risk
 0.72
  actual daily
 
 94 %
of total potential
  
Expected Return
 -0.44
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.61
  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.

Performance Rating

Russell Emerg Mkts Eq C Risk Adjusted Performance Analysis
0 

Risk-Adjusted Fund Performance

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

Russell Emerg Alerts

Equity Alerts and Improvement Suggestions
Russell Emerg Mkts generates negative expected return over the last 30 days
The fund retains about 6.6% of its assets under management (AUM) in cash
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.
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