Dimensional World (Ireland) Manager Performance Evaluation

IE00B56FVB15 -- Ireland Fund  

GBp 1,548  18.00  1.18%

The organization shows Beta (market volatility) of -0.0707 which denotes to the fact that as returns on market increase, returns on owning Dimensional World are expected to decrease at a much smaller rate. During bear market, Dimensional World is likely to outperform the market.. Although it is vital to follow to Dimensional World Al 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 predicting 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 reviewing Dimensional World Al technical indicators you can presently evaluate if the expected return of 0.3922% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Dimensional World Al Relative Risk vs. Return Landscape

If you would invest  153,000  in Dimensional World Allocation 4 on June 18, 2018 and sell it today you would earn a total of  1,800  from holding Dimensional World Allocation 4 or generate 1.18% return on investment over 30 days. Dimensional World Allocation 4 is generating 0.3922% of daily returns and assumes 0.6793% volatility on return distribution over the 30 days horizon. Simply put, 6% of equities are less volatile than Dimensional World Allocation 4 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, Dimensional World Allocation 4 is expected to generate 1.08 times more return on investment than the market. However, the company is 1.08 times more volatile than its market benchmark. It trades about 0.58 of its potential returns per unit of risk. The DOW is currently generating roughly 0.05 per unit of risk.

Dimensional World Current Valuation

Not valued
July 18, 2018
1,548
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Dimensional World is Unknown risk asset. Dimensional World Al prevailing Real Value cannot be determined due to lack of data. The current price of Dimensional World Al is p;1548.0. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Dimensional World Al from reviewing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we advise to go long with undervalued instruments and to sell out overvalued instruments since at some point assets prices and their ongoing real values will submerge.

Dimensional World Market Risk Analysis

Sharpe Ratio = 0.5774
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Dimensional World Relative Performance Indicators

Estimated Market Risk
 0.68
  actual daily
 
 94 %
of total potential
  
Expected Return
 0.39
  actual daily
 
 7 %
of total potential
  
Risk-Adjusted Return
 0.58
  actual daily
 
 38 %
of total potential
  
Based on monthly moving average Dimensional World is performing at about 38% 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 Dimensional World by adding it to a well-diversified portfolio.

Performance Rating

Dimensional World Allocation 4 Risk Adjusted Performance Analysis
38 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Dimensional World Allocation 4 are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

Dimensional World Alerts

Equity Alerts and Improvement Suggestions
The fund retains about 13.07% 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.