Allianz Glbl (Ireland) Manager Performance Evaluation

IE00B1CD2P22 -- Ireland Fund  

EUR 1,085  33.94  3.03%

The organization shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and Allianz Glbl are completely uncorrelated. Even though it is essential to pay attention to Allianz Glbl Emerg historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing 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. Allianz Glbl Emerg Mkts Eq WT EUR exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Allianz Glbl Emerg Relative Risk vs. Return Landscape

If you would invest  111,095  in Allianz Glbl Emerg Mkts Eq WT EUR on September 17, 2018 and sell it today you would lose (2,546)  from holding Allianz Glbl Emerg Mkts Eq WT EUR or give up 2.29% of portfolio value over 30 days. Allianz Glbl Emerg Mkts Eq WT EUR is generating negative expected returns and assumes 3.4606% volatility on return distribution over the 30 days horizon. Simply put, 31% of equities are less volatile than Allianz Glbl Emerg Mkts Eq WT EUR 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, Allianz Glbl Emerg Mkts Eq WT EUR is expected to under-perform the market. In addition to that, the company is 3.28 times more volatile than its market benchmark. It trades about -0.15 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.05 per unit of volatility.

Allianz Glbl Current Valuation

Not valued
October 17, 2018
1,085
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Allianz Glbl is Unknown risk asset. Allianz Glbl Emerg prevailing Real Value cannot be determined due to lack of data. The current price of Allianz Glbl Emerg is €1085.49. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Allianz Glbl Emerg 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.

Allianz Glbl Market Risk Analysis

Sharpe Ratio = -0.1538
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Allianz Glbl Relative Performance Indicators

Estimated Market Risk
 3.46
  actual daily
 
 69 %
of total potential
  
Expected Return
 -0.53
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.15
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Allianz Glbl 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 Allianz Glbl by adding it to a well-diversified portfolio.

Allianz Glbl Performance Rating

Allianz Glbl Emerg Mkts Eq WT EUR Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Allianz Glbl Emerg Mkts Eq WT EUR has generated negative risk-adjusted returns adding no value to fund investors.

Allianz Glbl Alerts

Equity Alerts and Improvement Suggestions

Allianz Glbl Emerg is not yet fully synchronised with the market data
Allianz Glbl Emerg generates negative expected return over the last 30 days
Allianz Glbl Emerg has high historical volatility and very poor performance
The fund generated five year return of -2.0%
Allianz Glbl Emerg Mkts Eq WT EUR retains 98.11% 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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