SWMC Small (Ireland) Manager Performance Evaluation

IE00B3X68X40 -- Ireland Fund  

EUR 139.41  3.40  2.38%

The entity has beta of 0.0 which indicates the returns on MARKET and SWMC Small are completely uncorrelated. Even though it is essential to pay attention to SWMC Small Cap current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy 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. SWMC Small Cap European A EUR exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

SWMC Small Cap Relative Risk vs. Return Landscape

If you would invest  14,769  in SWMC Small Cap European A EUR on September 18, 2018 and sell it today you would lose (828.00)  from holding SWMC Small Cap European A EUR or give up 5.61% of portfolio value over 30 days. SWMC Small Cap European A EUR is generating negative expected returns and assumes 3.2368% volatility on return distribution over the 30 days horizon. Simply put, 29% of equities are less volatile than SWMC Small Cap European A 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, SWMC Small Cap European A EUR is expected to under-perform the market. In addition to that, the company is 3.03 times more volatile than its market benchmark. It trades about -0.58 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.08 per unit of volatility.

SWMC Small Current Valuation

Not valued
October 18, 2018
139.41
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
SWMC Small is Unknown risk asset. SWMC Small Cap current Real Value cannot be determined due to lack of data. The regular price of SWMC Small Cap is €139.41. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of SWMC Small Cap from evaluating 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 in time securities prices and their ongoing real values will draw towards each other.

SWMC Small Market Risk Analysis

Sharpe Ratio = -0.5774
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Negative ReturnsIE00B3X68X40

SWMC Small Relative Performance Indicators

Estimated Market Risk
 3.24
  actual daily
 
 71 %
of total potential
  
Expected Return
 -1.87
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.58
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average SWMC Small 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 SWMC Small by adding it to a well-diversified portfolio.

SWMC Small Performance Rating

SWMC Small Cap European A EUR Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days SWMC Small Cap European A EUR has generated negative risk-adjusted returns adding no value to fund investors.

SWMC Small Alerts

Equity Alerts and Improvement Suggestions

SWMC Small Cap is not yet fully synchronised with the market data
SWMC Small Cap generates negative expected return over the last 30 days
SWMC Small Cap has high historical volatility and very poor performance
The fund retains about 37.56% of its assets under management (AUM) in cash
Please also check Risk vs Return Analysis. Please also try Commodity Channel Index module to use commodity channel index to analyze current equity momentum.
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