IE00B45KP075 (Ireland) Manager Performance Evaluation

IE00B45KP075 -- Ireland Fund  

EUR 13.34  0.13  0.98%

The fund owns Beta (Systematic Risk) of 0.0303 which attests that as returns on market increase, IE00B45KP075 returns are expected to increase less than the market. However during bear market, the loss on holding IE00B45KP075 will be expected to be smaller as well.. Although it is extremely important to respect IE00B45KP075 IR existing price patterns, it is better to be realistic regarding the information on equity price patterns. The way in which we are 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. By inspecting IE00B45KP075 IR technical indicators you can at this moment evaluate if the expected return of 0.1406% will be sustainable into the future.
Horizon     30 Days    Login   to change

IE00B45KP075 IR Relative Risk vs. Return Landscape

If you would invest  1,321  in IE00B45KP075 IR on August 22, 2018 and sell it today you would earn a total of  13.00  from holding IE00B45KP075 IR or generate 0.98% return on investment over 30 days. IE00B45KP075 IR is generating 0.1406% of daily returns and assumes 0.372% volatility on return distribution over the 30 days horizon. Simply put, 3% of equities are less volatile than IE00B45KP075 IR and 98% 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, IE00B45KP075 IR is expected to generate 1.15 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.13 times less risky than the market. It trades about 0.38 of its potential returns per unit of risk. The DOW is currently generating roughly 0.38 of returns per unit of risk over similar time horizon.

IE00B45KP075 Current Valuation

Not valued
September 21, 2018
13.34
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
IE00B45KP075 is Unknown risk asset. IE00B45KP075 IR latest Real Value cannot be determined due to lack of data. The recent price of IE00B45KP075 IR is €13.34. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of IE00B45KP075 IR from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage to invest in undervalued equities and to sell overvalued equities since sooner or later instruments prices and their ongoing real values will blend.

IE00B45KP075 Market Risk Analysis

Sharpe Ratio = 0.378
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashIE00B45KP075Average
Risk
High
Risk
Huge
Risk
Negative Returns

IE00B45KP075 Relative Performance Indicators

Estimated Market Risk
 0.37
  actual daily
 
 97 %
of total potential
  
Expected Return
 0.14
  actual daily
 
 2 %
of total potential
  
Risk-Adjusted Return
 0.38
  actual daily
 
 25 %
of total potential
  
Based on monthly moving average IE00B45KP075 is performing at about 25% 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 IE00B45KP075 by adding it to a well-diversified portfolio.

IE00B45KP075 Performance Rating

IE00B45KP075 IR Risk Adjusted Performance Analysis

25 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in IE00B45KP075 IR are ranked lower than 25 (%) of all funds and portfolios of funds over the last 30 days.

IE00B45KP075 Alerts

Equity Alerts and Improvement Suggestions

The fund retains 97.72% of its assets under management (AUM) in equities
Please also check Risk vs Return Analysis. Please also try Equity Valuation module to check real value of public entities based on technical and fundamental data.
Search macroaxis.com