Smith Williamson (Ireland) Manager Performance Evaluation

IE0031482866 -- Ireland Fund  

GBp 162.00  1.00  0.61%

The entity has beta of 0.0501 which indicates as returns on market increase, Smith Williamson returns are expected to increase less than the market. However during bear market, the loss on holding Smith Williamson will be expected to be smaller as well. . Although it is extremely important to respect Smith Williamson Santos current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring 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 inspecting Smith Williamson Santos technical indicators you can presently evaluate if the expected return of 0.1073% will be sustainable into the future.
Horizon     30 Days    Login   to change

Smith Williamson Santos Relative Risk vs. Return Landscape

If you would invest  16,100  in Smith Williamson Santos Investment GBP on December 18, 2018 and sell it today you would earn a total of  100.00  from holding Smith Williamson Santos Investment GBP or generate 0.62% return on investment over 30 days. Smith Williamson Santos Investment GBP is generating 0.1073% of daily returns and assumes 0.989% volatility on return distribution over the 30 days horizon. Simply put, 8% of equities are less volatile than Smith Williamson Santos and 98% 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, Smith Williamson Santos is expected to generate 0.48 times more return on investment than the market. However, the company is 2.07 times less risky than the market. It trades about 0.11 of its potential returns per unit of risk. The DOW is currently generating roughly -0.03 per unit of risk.

Smith Williamson Current Valuation

Not valued
January 17, 2019
162.00
Market Value
0.00
Real Value
Target Odds
Odds Odds
0.00
Upside
Smith Williamson is Unknown risk asset. Smith Williamson Santos current Real Value cannot be determined due to lack of data. The regular price of Smith Williamson Santos is p;162.0. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Smith Williamson Santos from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to buy undervalued stocks and to dispose of overvalued stocks since at some point securities prices and their ongoing real values will draw towards each other.

Smith Williamson Market Risk Analysis

Sharpe Ratio = 0.1085
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CashIE0031482866Average
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Smith Williamson Relative Performance Indicators

Estimated Market Risk
 0.99
  actual daily
 
 8 %
of total potential
 
8
Expected Return
 0.11
  actual daily
 
 2 %
of total potential
 
2
Risk-Adjusted Return
 0.11
  actual daily
 
 7 %
of total potential
 
7
Based on monthly moving average Smith Williamson is performing at about 7% 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 Smith Williamson by adding it to a well-diversified portfolio.

Smith Williamson Performance Rating

Smith Williamson Santos Investment GBP Risk Adjusted Performance Analysis

7

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Smith Williamson Santos Investment GBP are ranked lower than 7 (%) of all funds and portfolios of funds over the last 30 days.

Smith Williamson Alerts

Equity Alerts and Improvement Suggestions

Smith Williamson is not yet fully synchronised with the market data
The fund retains about 6.17% of its assets under management (AUM) in cash

Smith Williamson Performance Indicators

Smith Williamson Santos Basic Price Performance Measures

Fifty Two Week Low1.3681
Fifty Two Week High1.3681
Annual Report Expense Ratio0.54%
Please also check Risk vs Return Analysis. Please also try Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.
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