Dimensional World (Ireland) Manager Performance Evaluation

IE00B56FVB15 -- Ireland Fund  

GBp 1,570  9.00  0.58%

The organization shows Beta (market volatility) of 0.1358 which denotes to the fact that as returns on market increase, Dimensional World returns are expected to increase less than the market. However during bear market, the loss on holding Dimensional World will be expected to be smaller as well.. Although it is extremely important to respect Dimensional World historical returns, it is better to be realistic regarding the information on 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 technical indicators you can presently evaluate if the expected return of 0.2136% will be sustainable into the future.
Horizon     30 Days    Login   to change

Dimensional World Relative Risk vs. Return Landscape

If you would invest  156,000  in Dimensional World Allocation 4 on August 24, 2018 and sell it today you would earn a total of  1,000.00  from holding Dimensional World Allocation 4 or generate 0.64% return on investment over 30 days. Dimensional World Allocation 4 is generating 0.2136% of daily returns and assumes 0.316% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than Dimensional World Allocation 4 and 96% 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 0.7 times more return on investment than the market. However, the company is 1.42 times less risky than the market. It trades about 0.68 of its potential returns per unit of risk. The DOW is currently generating roughly 0.39 per unit of risk.

Dimensional World Current Valuation

Not valued
September 23, 2018
1,570
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Dimensional World is Unknown risk asset. Dimensional World prevailing Real Value cannot be determined due to lack of data. The current price of Dimensional World is p;1570.0. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Dimensional World 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 = 0.6758
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Dimensional World Relative Performance Indicators

Estimated Market Risk
 0.32
  actual daily
 
 98 %
of total potential
  
Expected Return
 0.21
  actual daily
 
 3 %
of total potential
  
Risk-Adjusted Return
 0.68
  actual daily
 
 44 %
of total potential
  
Based on monthly moving average Dimensional World is performing at about 44% 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.

Dimensional World Performance Rating

Dimensional World Allocation 4 Risk Adjusted Performance Analysis

44 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Dimensional World Allocation 4 are ranked lower than 44 (%) 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

Dimensional World Performance Indicators

Dimensional World Basic Price Performance Measures

Fifty Two Week Low12.7500
Fifty Two Week High12.7500
Annual Report Expense Ratio0.50%
Please also check Risk vs Return Analysis. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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