Dimensional Emerg (Ireland) Manager Performance Evaluation

IE00B1W6DP85 -- Ireland Fund  

EUR 17.09  0.08  0.47%

The organization shows Beta (market volatility) of 0.0 which denotes to the fact that the returns on MARKET and Dimensional Emerg are completely uncorrelated. Even though it is essential to pay attention to Dimensional Emerg Mkt historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards predicting 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. Dimensional Emerg Mkt Targeted Val B exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Dimensional Emerg Mkt Relative Risk vs. Return Landscape

If you would invest  1,758  in Dimensional Emerg Mkt Targeted Val B on August 21, 2018 and sell it today you would lose (49.00)  from holding Dimensional Emerg Mkt Targeted Val B or give up 2.79% of portfolio value over 30 days. Dimensional Emerg Mkt Targeted Val B is generating negative expected returns and assumes 0.8824% volatility on return distribution over the 30 days horizon. Simply put, 8% of equities are less volatile than Dimensional Emerg Mkt Targeted Val B 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, Dimensional Emerg Mkt Targeted Val B is expected to under-perform the market. In addition to that, the company is 2.24 times more volatile than its market benchmark. It trades about -0.53 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.26 per unit of volatility.

Dimensional Emerg Current Valuation

Not valued
September 20, 2018
17.09
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Dimensional Emerg is Unknown risk asset. Dimensional Emerg Mkt prevailing Real Value cannot be determined due to lack of data. The current price of Dimensional Emerg Mkt is €17.09. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Dimensional Emerg Mkt from reviewing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we advise to go long with undervalued instruments and to sell out overvalued instruments since at some point assets prices and their ongoing real values will submerge.

Dimensional Emerg Market Risk Analysis

Sharpe Ratio = -0.529
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Negative ReturnsIE00B1W6DP85

Dimensional Emerg Relative Performance Indicators

Estimated Market Risk
 0.88
  actual daily
 
 92 %
of total potential
  
Expected Return
 -0.47
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.53
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Dimensional Emerg 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 Dimensional Emerg by adding it to a well-diversified portfolio.

Dimensional Emerg Performance Rating

Dimensional Emerg Mkt Targeted Val B Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Dimensional Emerg Mkt Targeted Val B has generated negative risk-adjusted returns adding no value to fund investors.

Dimensional Emerg Alerts

Equity Alerts and Improvement Suggestions

Dimensional Emerg generates negative expected return over the last 30 days
The fund generated three year return of -2.0%
Dimensional Emerg Mkt Targeted Val B retains 99.22% of its assets under management (AUM) in equities
Please also check Risk vs Return Analysis. Please also try Money Managers module to screen money managers from public funds and etfs managed around the world.
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