The entity has beta of 0.0 which indicates the returns on MARKET and Sanlam Institutional are completely uncorrelated. Although it is extremely important to respect Sanlam Institutional
current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring 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 Sanlam Institutional technical indicators
you can presently evaluate if the expected return of 0.0% will be sustainable into the future.
Sanlam Institutional Relative Risk vs. Return Landscape
If you would invest 0.00
in Sanlam Institutional Equity Flex B USD on August 20, 2018
and sell it today you would earn a total of 0.00
from holding Sanlam Institutional Equity Flex B USD or generate 0.0%
return on investment over 30
days. Sanlam Institutional Equity Flex B USD is generating negative expected returns and assumes 0.0% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than Sanlam Institutional Equity Flex 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 (%)
Sanlam Institutional Market Risk Analysis
Sharpe Ratio = 0.0
Based on monthly moving average Sanlam Institutional 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 Sanlam Institutional
by adding it to a well-diversified
Risk-Adjusted Fund Performance
Over the last 30 days Sanlam Institutional Equity Flex B USD has generated negative risk-adjusted returns adding no value to fund investors.