Brandes Global (Ireland) Manager Performance Evaluation

IE0031574209 -- Ireland Fund  

EUR 23.48  0.42  1.76%

The organization shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and Brandes Global are completely uncorrelated. Although it is extremely important to respect Brandes Global Value historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in 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 Brandes Global Value technical indicators you can presently evaluate if the expected return of 0.2183% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Brandes Global Value Relative Risk vs. Return Landscape

If you would invest  2,323  in Brandes Global Value I Euro Acc on July 18, 2018 and sell it today you would earn a total of  25.00  from holding Brandes Global Value I Euro Acc or generate 1.08% return on investment over 30 days. Brandes Global Value I Euro Acc is generating 0.2183% of daily returns and assumes 1.0045% volatility on return distribution over the 30 days horizon. Simply put, 9% of equities are less volatile than Brandes Global Value I Euro Acc and 96% 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, Brandes Global Value I Euro Acc is expected to generate 1.82 times more return on investment than the market. However, the company is 1.82 times more volatile than its market benchmark. It trades about 0.22 of its potential returns per unit of risk. The DOW is currently generating roughly 0.11 per unit of risk.

Brandes Global Current Valuation

Not valued
August 17, 2018
23.48
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Brandes Global is Unknown risk asset. Brandes Global Value prevailing Real Value cannot be determined due to lack of data. The current price of Brandes Global Value is €23.48. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Brandes Global Value 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.

Brandes Global Market Risk Analysis

Sharpe Ratio = 0.2173
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Brandes Global Relative Performance Indicators

Estimated Market Risk
 1.0
  actual daily
 
 91 %
of total potential
  
Expected Return
 0.22
  actual daily
 
 4 %
of total potential
  
Risk-Adjusted Return
 0.22
  actual daily
 
 14 %
of total potential
  
Based on monthly moving average Brandes Global is performing at about 14% 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 Brandes Global by adding it to a well-diversified portfolio.

Performance Rating

Brandes Global Value I Euro Acc Risk Adjusted Performance Analysis
14 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Brandes Global Value I Euro Acc are ranked lower than 14 (%) of all funds and portfolios of funds over the last 30 days.

Brandes Global Alerts

Equity Alerts and Improvement Suggestions
The fund retains 97.38% of its assets under management (AUM) in equities
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