Orchard G (Ireland) Manager Performance Evaluation

IE00B528P453 -- Ireland Fund  

GBP 764.00  6.00  0.78%

The fund holds Beta of -0.3386 which implies as returns on market increase, returns on owning Orchard G are expected to decrease at a much smaller rate. During bear market, Orchard G is likely to outperform the market.. Although it is vital to follow to Orchard G GBP current trending patterns, it is good to be conservative about what you can actually do with the information regarding equity existing price patterns. The philosophy towards forecasting 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 Orchard G GBP technical indicators you can presently evaluate if the expected return of 0.3927% will be sustainable into the future.
Horizon     30 Days    Login   to change

Orchard G GBP Relative Risk vs. Return Landscape

If you would invest  76,400  in Orchard G GBP on August 25, 2018 and sell it today you would earn a total of  600.00  from holding Orchard G GBP or generate 0.79% return on investment over 30 days. Orchard G GBP is generating 0.3927% of daily returns and assumes 0.5553% volatility on return distribution over the 30 days horizon. Simply put, 5% of equities are less volatile than Orchard G GBP and 93% 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, Orchard G GBP is expected to generate 1.33 times more return on investment than the market. However, the company is 1.33 times more volatile than its market benchmark. It trades about 0.71 of its potential returns per unit of risk. The DOW is currently generating roughly 0.32 per unit of risk.

Orchard G Current Valuation

Not valued
September 24, 2018
764.00
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Orchard G is Unknown risk asset. Orchard G GBP recent Real Value cannot be determined due to lack of data. The prevailing price of Orchard G GBP is £764.0. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Orchard G GBP from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we support investing in undervalued entities and to dispose of overvalued entities since at some point stocks prices and their ongoing real values will merge together.

Orchard G Market Risk Analysis

Sharpe Ratio = 0.7071
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Orchard G Relative Performance Indicators

Estimated Market Risk
 0.56
  actual daily
 
 95 %
of total potential
  
Expected Return
 0.39
  actual daily
 
 7 %
of total potential
  
Risk-Adjusted Return
 0.71
  actual daily
 
 46 %
of total potential
  
Based on monthly moving average Orchard G is performing at about 46% 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 Orchard G by adding it to a well-diversified portfolio.

Orchard G Performance Rating

Orchard G GBP Risk Adjusted Performance Analysis

46 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Orchard G GBP are ranked lower than 46 (%) of all funds and portfolios of funds over the last 30 days.

Orchard G Alerts

Equity Alerts and Improvement Suggestions

The fund yields -1.0% to date and shows negative annual yield of 7.0%
Orchard G GBP retains about 78.77% of its assets under management (AUM) in cash
Please also check Risk vs Return Analysis. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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