Brandes Global (Ireland) Manager Performance Evaluation

IE0031574209 -- Ireland Fund  

EUR 22.18  0.20  0.01%

The organization shows Beta (market volatility) of 0.0012 which signifies that as returns on market increase, Brandes Global returns are expected to increase less than the market. However during bear market, the loss on holding Brandes Global will be expected to be smaller as well. Although it is vital to follow to Brandes Global Value historical returns, it is good to be conservative about what you can actually do with the information regarding 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 0.3033% will be sustainable into the future.
Horizon     30 Days    Login   to change

Brandes Global Value Relative Risk vs. Return Landscape

If you would invest  2,198  in Brandes Global Value I Euro Acc on December 19, 2018 and sell it today you would earn a total of  20.00  from holding Brandes Global Value I Euro Acc or generate 0.91% return on investment over 30 days. Brandes Global Value I Euro Acc is generating 0.3033% of daily returns and assumes 0.5253% volatility on return distribution over the 30 days horizon. Simply put, 4% of equities are less volatile than Brandes Global and 95% 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 is expected to generate 0.26 times more return on investment than the market. However, the company is 3.79 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 -0.02 per unit of risk.

Brandes Global Current Valuation

Not valued
January 18, 2019
22.18
Market Value
0.00
Real Value
Target Odds
Odds 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 €22.18. 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 = 0.5774
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Brandes Global Relative Performance Indicators

Estimated Market Risk
 0.53
  actual daily
 
 4 %
of total potential
 
4
Expected Return
 0.3
  actual daily
 
 5 %
of total potential
 
5
Risk-Adjusted Return
 0.58
  actual daily
 
 38 %
of total potential
 
38
Based on monthly moving average Brandes Global 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 Brandes Global by adding it to a well-diversified portfolio.

Brandes Global Performance Rating

Brandes Global Value I Euro Acc Risk Adjusted Performance Analysis

38

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

Brandes Global Alerts

Equity Alerts and Improvement Suggestions

Brandes Global Value is not yet fully synchronised with the market data
The fund retains 97.38% of its assets under management (AUM) in equities

Brandes Global Performance Indicators

Brandes Global Value Basic Price Performance Measures

Fifty Two Week Low19.1000
Fifty Two Week High19.1000
Annual Report Expense Ratio0.89%
Please also check Risk vs Return Analysis. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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