Man GLG (Ireland) Manager Performance Evaluation

IE00B01D9G61 -- Ireland Fund  

EUR 201.96  1.28  0.63%

The fund secures Beta (Market Risk) of 0.1159 which conveys that as returns on market increase, Man GLG returns are expected to increase less than the market. However during bear market, the loss on holding Man GLG will be expected to be smaller as well.. Even though it is essential to pay attention to Man GLG European price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Man GLG exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

Man GLG European Relative Risk vs. Return Landscape

If you would invest  20,442  in Man GLG European Equity D EUR Acc on June 22, 2018 and sell it today you would lose (246.00)  from holding Man GLG European Equity D EUR Acc or give up 1.2% of portfolio value over 30 days. Man GLG European Equity D EUR Acc is generating negative expected returns and assumes 0.8948% volatility on return distribution over the 30 days horizon. Simply put, 8% of equities are less volatile than Man GLG European Equity D EUR Acc and 99% 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, Man GLG European Equity D EUR Acc is expected to under-perform the market. In addition to that, the company is 1.57 times more volatile than its market benchmark. It trades about -0.09 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.12 per unit of volatility.

Man GLG Current Valuation

Fairly Valued
July 22, 2018
201.96
Market Value
Downside
198.94
201.61
Real Value
Target Odds
  
204.28
Upside
Man GLG is not too risky asset. Man GLG European secures last-minute Real Value of €201.61 per share. The latest price of the fund is €201.96. At this time the organization appears to be fairly valued. We determine the value of Man GLG European from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to purchase undervalued stocks and to get rid of overvalued stocks since at some point entities prices and their ongoing real values will merge together.

Man GLG Market Risk Analysis

Sharpe Ratio = -0.0924
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Man GLG Relative Performance Indicators

Estimated Market Risk
 0.89
  actual daily
 
 92 %
of total potential
  
Expected Return
 -0.08
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.09
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Man GLG is performing at about 0% 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 Man GLG by adding it to a well-diversified portfolio.

Performance Rating

Man GLG European Equity D EUR Acc Risk Adjusted Performance Analysis
0 

Risk-Adjusted Fund Performance

Over the last 30 days Man GLG European Equity D EUR Acc has generated negative risk-adjusted returns adding no value to fund investors.

Man GLG Alerts

Equity Alerts and Improvement Suggestions
Man GLG European generates negative expected return over the last 30 days
The fund generated five year return of -5.0%
Man GLG European Equity D EUR Acc retains 98.86% of its assets under management (AUM) in equities
Please also check Risk vs Return Analysis. Please also try CEO Directory module to screen ceos from public companies around the world.
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