SWMC Small (Ireland) Manager Performance Evaluation

IE00B4TH6019 -- Ireland Fund  

USD 15,398  87.12  0.56%

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 B USD 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  1,562,235  in SWMC Small Cap European B USD on September 23, 2018 and sell it today you would lose (22,483)  from holding SWMC Small Cap European B USD or give up 1.44% of portfolio value over 30 days. SWMC Small Cap European B USD is generating negative expected returns and assumes 0.4696% volatility on return distribution over the 30 days horizon. Simply put, 4% of equities are less volatile than SWMC Small Cap European B USD 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 B USD is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 2.26 times less risky than the market. the firm trades about -0.77 of its potential returns per unit of risk. The DOW is currently generating roughly -0.21 of returns per unit of risk over similar time horizon.

SWMC Small Current Valuation

Not valued
October 23, 2018
15,398
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 $15397.52. 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 = -0.7685
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SWMC Small Relative Performance Indicators

Estimated Market Risk
 0.47
  actual daily
 
 96 %
of total potential
  
Expected Return
 -0.36
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.77
  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 B USD Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days SWMC Small Cap European B USD 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
The fund retains about 37.56% of its assets under management (AUM) in cash
Please also check Risk vs Return Analysis. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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