The organization shows Beta (market volatility) of 0.0056 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. Although it is extremely important to respect Aspect Diversified historical returns, it is better to be realistic regarding the information on 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 Aspect Diversified technical indicators you can presently evaluate if the expected return of 0.0% will be sustainable into the future.
Risk-Adjusted Fund Performance
Risk-Adjusted Fund PerformanceOver the last 30 days Aspect Diversified Trends M GBP Acc has generated negative risk-adjusted returns adding no value to fund investors. Despite somewhat strong basic indicators, Aspect Diversified is not utilizing all of its potentials. The prevalent stock price disturbance, may contribute to short term losses for the investors.
|Fifty Two Week Low||115.22|
|Fifty Two Week High||117.25|
|Horizon||30 Days Login to change|
Aspect Diversified Relative Risk vs. Return LandscapeIf you would invest 1,033,800 in Aspect Diversified Trends M GBP Acc on May 21, 2019 and sell it today you would earn a total of 0.00 from holding Aspect Diversified Trends M GBP Acc or generate 0.0% return on investment over 30 days. Aspect Diversified Trends M GBP Acc is generating negative expected returns and assumes 0.0% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than Aspect Diversified and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Aspect Diversified Current Valuation
June 20, 2019
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;10338.0. 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 = 0.0