Allianz Japan (Ireland) Manager Performance Evaluation

IE0002554024 -- Ireland Fund  

EUR 64.67  0.31  0.48%

The organization shows Beta (market volatility) of 0.0147 which signifies that as returns on market increase, Allianz Japan returns are expected to increase less than the market. However during bear market, the loss on holding Allianz Japan will be expected to be smaller as well.. Although it is vital to follow to Allianz Japan Smaller historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy towards foreseeing 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 Allianz Japan Smaller technical indicators you can presently evaluate if the expected return of 0.4334% will be sustainable into the future.
Horizon     30 Days    Login   to change

Allianz Japan Smaller Relative Risk vs. Return Landscape

If you would invest  6,384  in Allianz Japan Smaller Companies A EUR on October 18, 2018 and sell it today you would earn a total of  83.00  from holding Allianz Japan Smaller Companies A EUR or generate 1.3% return on investment over 30 days. Allianz Japan Smaller Companies A EUR is generating 0.4334% of daily returns and assumes 0.7506% volatility on return distribution over the 30 days horizon. Simply put, 6% of equities are less volatile than Allianz Japan Smaller Companies A EUR and 92% 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, Allianz Japan Smaller Companies A EUR is expected to generate 0.63 times more return on investment than the market. However, the company is 1.59 times less risky than the market. It trades about 0.58 of its potential returns per unit of risk. The DOW is currently generating roughly 0.01 per unit of risk.

Allianz Japan Current Valuation

Not valued
November 17, 2018
Market Value
Real Value
Target Odds
Allianz Japan is Unknown risk asset. Allianz Japan Smaller prevailing Real Value cannot be determined due to lack of data. The current price of Allianz Japan Smaller is €64.67. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Allianz Japan Smaller from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to go long with undervalued instruments and to trade away overvalued instruments since at some point assets prices and their ongoing real values will blend.

Allianz Japan Market Risk Analysis

Sharpe Ratio = 0.5774
Good Returns
Average Returns
Small ReturnsIE0002554024
Negative Returns

Allianz Japan Relative Performance Indicators

Estimated Market Risk
  actual daily
 94 %
of total potential
Expected Return
  actual daily
 8 %
of total potential
Risk-Adjusted Return
  actual daily
 38 %
of total potential
Based on monthly moving average Allianz Japan is performing at about 38% 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 Allianz Japan by adding it to a well-diversified portfolio.

Allianz Japan Performance Rating

Allianz Japan Smaller Companies A EUR Risk Adjusted Performance Analysis


Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Allianz Japan Smaller Companies A EUR are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

Allianz Japan Alerts

Equity Alerts and Improvement Suggestions

Allianz Japan is not yet fully synchronised with the market data
The fund retains about 5.11% of its assets under management (AUM) in cash

Allianz Japan Performance Indicators

Allianz Japan Smaller Basic Price Performance Measures

Fifty Two Week Low50.7900
Fifty Two Week High50.7900
Please also check Risk vs Return Analysis. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.