Smith Williamson (Ireland) Manager Performance Evaluation

IE0031482866 -- Ireland Fund  

GBp 176.00  1.00  0.57%

The entity has beta of 0.0 which indicates the returns on MARKET and Smith Williamson are completely uncorrelated. Although it is vital to follow to Smith Williamson Santos current price movements, it is good to be conservative about what you can actually do with the information regarding 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 0.4631% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Smith Williamson Santos Relative Risk vs. Return Landscape

If you would invest  17,200  in Smith Williamson Santos Investment GBP on July 20, 2018 and sell it today you would earn a total of  400.00  from holding Smith Williamson Santos Investment GBP or generate 2.33% return on investment over 30 days. Smith Williamson Santos Investment GBP is generating 0.4631% of daily returns and assumes 0.7577% volatility on return distribution over the 30 days horizon. Simply put, 6% of equities are less volatile than Smith Williamson Santos Investment GBP 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, Smith Williamson Santos Investment GBP is expected to generate 1.37 times more return on investment than the market. However, the company is 1.37 times more volatile than its market benchmark. It trades about 0.61 of its potential returns per unit of risk. The DOW is currently generating roughly 0.2 per unit of risk.

Smith Williamson Current Valuation

Not valued
August 19, 2018
176.00
Market Value
0.00
Real Value
Target 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;176.0. 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 = 0.6112
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small ReturnsIE0031482866
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative Returns

Smith Williamson Relative Performance Indicators

Estimated Market Risk
 0.76
  actual daily
 
 94 %
of total potential
  
Expected Return
 0.46
  actual daily
 
 8 %
of total potential
  
Risk-Adjusted Return
 0.61
  actual daily
 
 40 %
of total potential
  
Based on monthly moving average Smith Williamson is performing at about 40% 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.

Performance Rating

Smith Williamson Santos Investment GBP Risk Adjusted Performance Analysis
40 

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 40 (%) of all funds and portfolios of funds over the last 30 days.

Smith Williamson Alerts

Equity Alerts and Improvement Suggestions
The fund retains about 6.17% of its assets under management (AUM) in cash
Please also check Risk vs Return Analysis. Please also try Coins and Tokens Correlation module to utilize digital token correlation table to build portfolio of cryptocurrencies across multiple exchanges.