SEI GMF (Ireland) Manager Performance Evaluation

IE00B068BC69 -- Ireland Fund  

GBp 1,285  2.00  0.16%

The entity has beta of 0.0212 which indicates as returns on market increase, SEI GMF returns are expected to increase less than the market. However during bear market, the loss on holding SEI GMF will be expected to be smaller as well. . Even though it is essential to pay attention to SEI GMF UK current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis approach towards measuring 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. SEI GMF UK Core Fxd Intr GBP Wlth A exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

SEI GMF UK Relative Risk vs. Return Landscape

If you would invest  128,800  in SEI GMF UK Core Fxd Intr GBP Wlth A on December 16, 2018 and sell it today you would lose (300.00)  from holding SEI GMF UK Core Fxd Intr GBP Wlth A or give up 0.23% of portfolio value over 30 days. SEI GMF UK Core Fxd Intr GBP Wlth A is generating negative expected returns and assumes 0.1345% volatility on return distribution over the 30 days horizon. Simply put, 1% of equities are less volatile than SEI GMF UK 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, SEI GMF UK is expected to generate 0.07 times more return on investment than the market. However, the company is 15.06 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 -0.06 per unit of risk.

SEI GMF Current Valuation

Not valued
January 15, 2019
1,285
Market Value
0.00
Real Value
Target Odds
Odds Odds
0.00
Upside
SEI GMF is Unknown risk asset. SEI GMF UK current Real Value cannot be determined due to lack of data. The regular price of SEI GMF UK is p;1285.0. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of SEI GMF UK from examining 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 future time securities prices and their ongoing real values will draw towards each other.

SEI GMF Market Risk Analysis

Sharpe Ratio = -0.5774
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SEI GMF Relative Performance Indicators

Estimated Market Risk
 0.13
  actual daily
 
 1 %
of total potential
 
1
Expected Return
 -0.08
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.58
  actual daily
 
 0 %
of total potential
 
0
Based on monthly moving average SEI GMF 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 SEI GMF by adding it to a well-diversified portfolio.

SEI GMF Performance Rating

SEI GMF UK Core Fxd Intr GBP Wlth A Risk Adjusted Performance Analysis

0

Risk-Adjusted Fund Performance

Over the last 30 days SEI GMF UK Core Fxd Intr GBP Wlth A has generated negative risk-adjusted returns adding no value to fund investors.

SEI GMF Alerts

Equity Alerts and Improvement Suggestions

SEI GMF UK is not yet fully synchronised with the market data
SEI GMF UK generates negative expected return over the last 30 days
The fund retains about 11.7% of its assets under management (AUM) in cash

SEI GMF Performance Indicators

SEI GMF UK Basic Price Performance Measures

Fifty Two Week Low12.2000
Fifty Two Week High12.2000
Please also check Risk vs Return Analysis. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
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