Cullen NA (Ireland) Manager Performance Evaluation

IE00B4YC4G39 -- Ireland Fund  

GBp 1,636  52.00  3.28%

The organization shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and Cullen NA are completely uncorrelated. Even though it is essential to pay attention to Cullen NA Hi historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing 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. Cullen NA Hi Div Val Eq GBP E Acc exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Cullen NA Hi Relative Risk vs. Return Landscape

If you would invest  168,700  in Cullen NA Hi Div Val Eq GBP E Acc on September 16, 2018 and sell it today you would lose (10,300)  from holding Cullen NA Hi Div Val Eq GBP E Acc or give up 6.11% of portfolio value over 30 days. Cullen NA Hi Div Val Eq GBP E Acc is generating negative expected returns and assumes 1.9166% volatility on return distribution over the 30 days horizon. Simply put, 17% of equities are less volatile than Cullen NA Hi Div Val Eq GBP E Acc 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, Cullen NA Hi Div Val Eq GBP E Acc is expected to under-perform the market. In addition to that, the company is 1.87 times more volatile than its market benchmark. It trades about -0.26 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.12 per unit of volatility.

Cullen NA Current Valuation

Not valued
October 16, 2018
1,636
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Cullen NA is Unknown risk asset. Cullen NA Hi prevailing Real Value cannot be determined due to lack of data. The current price of Cullen NA Hi is p;1636.0. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. 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 = -0.2643
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Negative ReturnsIE00B4YC4G39

Cullen NA Relative Performance Indicators

Estimated Market Risk
 1.92
  actual daily
 
 83 %
of total potential
  
Expected Return
 -0.51
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.26
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Cullen NA 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 Cullen NA by adding it to a well-diversified portfolio.

Cullen NA Performance Rating

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

0 

Risk-Adjusted Fund Performance

Over the last 30 days Cullen NA Hi Div Val Eq GBP E Acc has generated negative risk-adjusted returns adding no value to fund investors.

Cullen NA Alerts

Equity Alerts and Improvement Suggestions

Cullen NA Hi is not yet fully synchronised with the market data
Cullen NA Hi generates negative expected return over the last 30 days
The fund retains 97.72% of its assets under management (AUM) in equities
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.
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