Cullen NA (Ireland) Manager Performance Evaluation

IE00B4YC4G39 -- Ireland Fund  

GBp 1,660  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. We have found twenty-one technical indicators for Cullen NA Hi Div Val Eq GBP E Acc which you can use to evaluate performance of the entity.
Horizon     30 Days    Login   to change

Cullen NA Hi Relative Risk vs. Return Landscape

If you would invest  156,600  in Cullen NA Hi Div Val Eq GBP E Acc on November 19, 2018 and sell it today you would earn a total of  9,400  from holding Cullen NA Hi Div Val Eq GBP E Acc or generate 6.0% return on investment over 30 days. Cullen NA Hi Div Val Eq GBP E Acc is generating 0.6607% of daily returns and assumes 1.5749% volatility on return distribution over the 30 days horizon. Simply put, 14% of equities are less volatile than Cullen NA Hi Div Val Eq GBP E Acc and 88% 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 1.17 times more return on investment than the market. However, the company is 1.17 times more volatile than its market benchmark. It trades about 0.42 of its potential returns per unit of risk. The DOW is currently generating roughly -0.12 per unit of risk.

Cullen NA Current Valuation

Not valued
December 19, 2018
1,660
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;1660.0. 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 = 0.4195
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Cullen NA Relative Performance Indicators

Estimated Market Risk
 1.57
  actual daily
 
 14 %
of total potential
 
14
Expected Return
 0.66
  actual daily
 
 12 %
of total potential
 
12
Risk-Adjusted Return
 0.42
  actual daily
 
 27 %
of total potential
 
27
Based on monthly moving average Cullen NA is performing at about 27% 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

27

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 27 (%) of all funds and portfolios of funds over the last 30 days.

Cullen NA Alerts

Equity Alerts and Improvement Suggestions

Cullen NA Hi is not yet fully synchronised with the market data
The fund retains 97.72% of its assets under management (AUM) in equities

Cullen NA Performance Indicators

Cullen NA Hi Basic Price Performance Measures

Fifty Two Week Low12.8700
Fifty Two Week High12.8700
Annual Report Expense Ratio1.00%
Please also check Risk vs Return Analysis. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
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