GAM Star (Ireland) Manager Performance Evaluation

The entity retains Market Volatility (i.e. Beta) of -0.1705 which attests that as returns on market increase, returns on owning GAM Star are expected to decrease at a much smaller rate. During bear market, GAM Star is likely to outperform the market.. Although it is vital to follow to GAM Star Japan current price history, it is good to be conservative about what you can actually do with the information regarding equity current price movements. The approach towards determining 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. We have found twenty-one technical indicators for GAM Star Japan which you can use to evaluate performance of the entity.
 Time Horizon     30 Days    Login   to change

GAM Star Japan Relative Risk vs. Return Landscape

If you would invest  1,643  in GAM Star Japan Equity Instl USD Acc on July 20, 2018 and sell it today you would earn a total of  49.00  from holding GAM Star Japan Equity Instl USD Acc or generate 2.98% return on investment over 30 days. GAM Star Japan Equity Instl USD Acc is generating 0.7402% of daily returns and assumes 0.8624% volatility on return distribution over the 30 days horizon. Simply put, 7% of equities are less volatile than GAM Star Japan Equity Instl USD Acc and 86% 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, GAM Star Japan Equity Instl USD Acc is expected to generate 1.56 times more return on investment than the market. However, the company is 1.56 times more volatile than its market benchmark. It trades about 0.86 of its potential returns per unit of risk. The DOW is currently generating roughly 0.2 per unit of risk.

GAM Star Current Valuation

Not valued
August 19, 2018
0.00
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
GAM Star is Unknown risk asset. GAM Star Japan regular Real Value cannot be determined due to lack of data. The prevalent price of GAM Star Japan is $0.0. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of GAM Star Japan from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage to acquire undervalued assets and to sell overvalued assets since in the future stocks prices and their ongoing real values will come together.

GAM Star Market Risk Analysis

Sharpe Ratio = 0.8582
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GAM Star Relative Performance Indicators

Estimated Market Risk
 0.86
  actual daily
 
 93 %
of total potential
  
Expected Return
 0.74
  actual daily
 
 14 %
of total potential
  
Risk-Adjusted Return
 0.86
  actual daily
 
 56 %
of total potential
  
Based on monthly moving average GAM Star is performing at about 56% 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 GAM Star by adding it to a well-diversified portfolio.

Performance Rating

GAM Star Japan Equity Instl USD Acc Risk Adjusted Performance Analysis
56 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in GAM Star Japan Equity Instl USD Acc are ranked lower than 56 (%) of all funds and portfolios of funds over the last 30 days.

GAM Star Alerts

Equity Alerts and Improvement Suggestions
GAM Star Japan has some characteristics of a very speculative penny stock
The fund generated-1.0 ten year return of -1.0%
GAM Star Japan Equity Instl USD Acc retains 99.65% of its assets under management (AUM) in equities
Please also check Risk vs Return Analysis. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.