Lazard EM (Ireland) Manager Performance Evaluation

IE00B4P2Z363 -- Ireland Fund  

EUR 87.84  0.37  0.42%

The fund secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and Lazard EM are completely uncorrelated. Although it is vital to follow to Lazard EM TotRet price patterns, it is good to be conservative about what you can actually do with the information regarding 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 Lazard EM TotRet technical indicators you can presently evaluate if the expected return of 0.3816% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Lazard EM TotRet Relative Risk vs. Return Landscape

If you would invest  8,586  in Lazard EM TotRet Dbt Instl B EUR Hdg on July 15, 2018 and sell it today you would earn a total of  198.00  from holding Lazard EM TotRet Dbt Instl B EUR Hdg or generate 2.31% return on investment over 30 days. Lazard EM TotRet Dbt Instl B EUR Hdg is generating 0.3816% of daily returns and assumes 0.4463% volatility on return distribution over the 30 days horizon. Simply put, 4% of equities are less volatile than Lazard EM TotRet Dbt Instl B EUR Hdg and 93% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 

Lazard EM Current Valuation

Not valued
August 14, 2018
87.84
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Lazard EM is Unknown risk asset. Lazard EM TotRet last-minute Real Value cannot be determined due to lack of data. The latest price of Lazard EM TotRet is €87.84. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Lazard EM TotRet 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.

Lazard EM Market Risk Analysis

Sharpe Ratio = 0.855
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Lazard EM Relative Performance Indicators

Estimated Market Risk
 0.45
  actual daily
 
 96 %
of total potential
  
Expected Return
 0.38
  actual daily
 
 7 %
of total potential
  
Risk-Adjusted Return
 0.86
  actual daily
 
 56 %
of total potential
  
Based on monthly moving average Lazard EM 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 Lazard EM by adding it to a well-diversified portfolio.

Performance Rating

Lazard EM TotRet Dbt Instl B EUR Hdg Risk Adjusted Performance Analysis
56 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Lazard EM TotRet Dbt Instl B EUR Hdg are ranked lower than 56 (%) of all funds and portfolios of funds over the last 30 days.

Lazard EM Alerts

Equity Alerts and Improvement Suggestions
The fund retains about 19.28% of its assets under management (AUM) in cash
Please also check Risk vs Return Analysis. Please also try Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.