Cullen NA (Ireland) Manager Performance Evaluation

IE00B4YC4G39 -- Ireland Fund  

GBp 1,690  10.00  0.60%

The organization shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and Cullen NA are completely uncorrelated. Although it is vital to follow to Cullen NA Hi historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy towards foreseeing 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 Cullen NA Hi technical indicators you can presently evaluate if the expected return of 0.4549% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Cullen NA Hi Relative Risk vs. Return Landscape

If you would invest  158,700  in Cullen NA Hi Div Val Eq GBP E Acc on July 16, 2018 and sell it today you would earn a total of  10,300  from holding Cullen NA Hi Div Val Eq GBP E Acc or generate 6.49% return on investment over 30 days. Cullen NA Hi Div Val Eq GBP E Acc is generating 0.4549% of daily returns and assumes 1.014% volatility on return distribution over the 30 days horizon. Simply put, 9% of equities are less volatile than Cullen NA Hi Div Val Eq GBP E Acc and 92% 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, Cullen NA Hi Div Val Eq GBP E Acc is expected to generate 2.35 times more return on investment than the market. However, the company is 2.35 times more volatile than its market benchmark. It trades about 0.45 of its potential returns per unit of risk. The DOW is currently generating roughly 0.1 per unit of risk.

Cullen NA Current Valuation

Over Valued
August 15, 2018
1,690
Market Value
1,513
Real Value
Target Odds
  
1,859
Upside
Cullen NA is not too risky asset. Cullen NA Hi shows prevailing Real Value of p;1512.55 per share. The current price of the fund is p;1690.0. At this time the entity appears to be over valued. We determine the value of Cullen NA Hi from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to go long with undervalued instruments and to trade away overvalued instruments since at some point assets prices and their ongoing real values will blend.

Cullen NA Market Risk Analysis

Sharpe Ratio = 0.4486
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small ReturnsIE00B4YC4G39
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative Returns

Cullen NA Relative Performance Indicators

Estimated Market Risk
 1.01
  actual daily
 
 91 %
of total potential
  
Expected Return
 0.45
  actual daily
 
 8 %
of total potential
  
Risk-Adjusted Return
 0.45
  actual daily
 
 29 %
of total potential
  
Based on monthly moving average Cullen NA is performing at about 29% 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 Cullen NA by adding it to a well-diversified portfolio.

Performance Rating

Cullen NA Hi Div Val Eq GBP E Acc Risk Adjusted Performance Analysis
29 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Cullen NA Hi Div Val Eq GBP E Acc are ranked lower than 29 (%) of all funds and portfolios of funds over the last 30 days.

Cullen NA 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 Pattern Recognition module to use different pattern recognition models to time the market across multiple global exchanges.