Loomis Sayles (Ireland) Manager Performance Evaluation

IE00B1Z6CX63 -- Ireland Fund  

EUR 16.70  0.00  0.00%

The fund secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and Loomis Sayles are completely uncorrelated. Although it is extremely important to respect Loomis Sayles Multisect price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating 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 Loomis Sayles Multisect technical indicators you can presently evaluate if the expected return of 0.0075% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Loomis Sayles Multisect Relative Risk vs. Return Landscape

If you would invest  1,669  in Loomis Sayles Multisect Inc Fd H IA EUR on June 19, 2018 and sell it today you would earn a total of  1.00  from holding Loomis Sayles Multisect Inc Fd H IA EUR or generate 0.06% return on investment over 30 days. Loomis Sayles Multisect Inc Fd H IA EUR is generating 0.0075% of daily returns and assumes 0.0874% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than Loomis Sayles Multisect Inc Fd H IA 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, Loomis Sayles Multisect Inc Fd H IA EUR is expected to generate 9.43 times less return on investment than the market. But when comparing it to its historical volatility, the company is 6.73 times less risky than the market. It trades about 0.09 of its potential returns per unit of risk. The DOW is currently generating roughly 0.12 of returns per unit of risk over similar time horizon.

Loomis Sayles Current Valuation

Not valued
July 19, 2018
16.70
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Loomis Sayles is Unknown risk asset. Loomis Sayles Multisect last-minute Real Value cannot be determined due to lack of data. The latest price of Loomis Sayles Multisect is €16.7. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Loomis Sayles Multisect 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.

Loomis Sayles Market Risk Analysis

Sharpe Ratio = 0.0861
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IE00B1Z6CX63
Based on monthly moving average Loomis Sayles is performing at about 5% 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 Loomis Sayles by adding it to a well-diversified portfolio.

Performance Rating

Loomis Sayles Multisect Inc Fd H IA EUR Risk Adjusted Performance Analysis
5 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Loomis Sayles Multisect Inc Fd H IA EUR are ranked lower than 5 (%) of all funds and portfolios of funds over the last 30 days.

Loomis Sayles Alerts

Equity Alerts and Improvement Suggestions
The fund retains about 11.04% of its assets under management (AUM) in cash
Please also check Risk vs Return Analysis. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.