Aspect Diversified (Ireland) Manager Performance Evaluation

IE00B565RW40 -- Ireland Fund  

GBp 10,264  22.00  0.21%

The organization shows Beta (market volatility) of 0.0144 which signifies that as returns on market increase, Aspect Diversified returns are expected to increase less than the market. However during bear market, the loss on holding Aspect Diversified will be expected to be smaller as well.. Even though it is essential to pay attention to Aspect Diversified 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. Aspect Diversified Trends M GBP Acc exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Aspect Diversified Relative Risk vs. Return Landscape

If you would invest  1,061,700  in Aspect Diversified Trends M GBP Acc on November 19, 2018 and sell it today you would lose (35,300)  from holding Aspect Diversified Trends M GBP Acc or give up 3.32% of portfolio value over 30 days. Aspect Diversified Trends M GBP Acc is generating negative expected returns and assumes 1.7227% volatility on return distribution over the 30 days horizon. Simply put, 15% of equities are less volatile than Aspect Diversified Trends M GBP 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, Aspect Diversified Trends M GBP Acc is expected to under-perform the market. In addition to that, the company is 1.29 times more volatile than its market benchmark. It trades about -0.32 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.1 per unit of volatility.

Aspect Diversified Current Valuation

Not valued
December 19, 2018
10,264
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Aspect Diversified is Unknown risk asset. Aspect Diversified prevailing Real Value cannot be determined due to lack of data. The current price of Aspect Diversified is p;10264.0. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. Macroaxis essentially approximates value of Aspect Diversified from analyzing the entity technical indicators and 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.

Aspect Diversified Market Risk Analysis

Sharpe Ratio = -0.3189
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Aspect Diversified Relative Performance Indicators

Estimated Market Risk
 1.72
  actual daily
 
 15 %
of total potential
 
15
Expected Return
 -0.55
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.32
  actual daily
 
 0 %
of total potential
 
0
Based on monthly moving average Aspect Diversified 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 Aspect Diversified by adding it to a well-diversified portfolio.

Aspect Diversified Performance Rating

Aspect Diversified Trends M GBP Acc Risk Adjusted Performance Analysis

0

Risk-Adjusted Fund Performance

Over the last 30 days Aspect Diversified Trends M GBP Acc has generated negative risk-adjusted returns adding no value to fund investors.

Aspect Diversified Alerts

Equity Alerts and Improvement Suggestions

Aspect Diversified is not yet fully synchronised with the market data
Aspect Diversified generates negative expected return over the last 30 days

Aspect Diversified Performance Indicators

Aspect Diversified Basic Price Performance Measures

Fifty Two Week Low115.2160
Fifty Two Week High129.0550
Please also check Risk vs Return Analysis. Please also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
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