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.
|Horizon||30 Days Login to change|
Sanlam Institutional Relative Risk vs. Return LandscapeIf you would invest 0.00 in Sanlam Institutional Equity Flex B USD on January 23, 2019 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 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
Risk-Adjusted Fund PerformanceOver the last 30 days Sanlam Institutional Equity Flex B USD has generated negative risk-adjusted returns adding no value to fund investors.