Muzinich Short (Ireland) Manager Performance Evaluation

IE00B5BHGW80 -- Ireland Fund  

EUR 120.44  0.38  0.00%

The fund secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and Muzinich Short are completely uncorrelated. Even though it is essential to pay attention to Muzinich Short Duration price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating 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. Muzinich Short exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Muzinich Short Duration Relative Risk vs. Return Landscape

If you would invest  12,097  in Muzinich Short Duration HY Hdg EUR A Acc on December 19, 2018 and sell it today you would lose (53.00)  from holding Muzinich Short Duration HY Hdg EUR A Acc or give up 0.44% of portfolio value over 30 days. Muzinich Short Duration HY Hdg EUR A Acc is generating negative expected returns and assumes 0.2529% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than Muzinich Short 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, Muzinich Short is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 7.88 times less risky than the market. the firm trades about -0.58 of its potential returns per unit of risk. The DOW is currently generating roughly -0.02 of returns per unit of risk over similar time horizon.

Muzinich Short Current Valuation

Not valued
January 18, 2019
Market Value
Real Value
Target Odds
Odds Odds
Muzinich Short is Unknown risk asset. Muzinich Short Duration last-minute Real Value cannot be determined due to lack of data. The latest price of Muzinich Short Duration is €120.44. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Muzinich Short Duration from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to purchase undervalued stocks and to get rid of overvalued stocks since at some point entities prices and their ongoing real values will merge together.

Muzinich Short Market Risk Analysis

Sharpe Ratio = -0.5774
Good Returns
Average Returns
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Negative ReturnsIE00B5BHGW80

Muzinich Short Relative Performance Indicators

Estimated Market Risk
  actual daily
 2 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 0 %
of total potential
Based on monthly moving average Muzinich Short 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 Muzinich Short by adding it to a well-diversified portfolio.

Muzinich Short Performance Rating

Muzinich Short Duration HY Hdg EUR A Acc Risk Adjusted Performance Analysis


Risk-Adjusted Fund Performance

Over the last 30 days Muzinich Short Duration HY Hdg EUR A Acc has generated negative risk-adjusted returns adding no value to fund investors.

Muzinich Short Alerts

Equity Alerts and Improvement Suggestions

Muzinich Short is not yet fully synchronised with the market data
Muzinich Short generates negative expected return over the last 30 days
The fund retains about 7.9% of its assets under management (AUM) in cash

Muzinich Short Performance Indicators

Muzinich Short Duration Basic Price Performance Measures

Fifty Two Week Low120.2000
Fifty Two Week High120.2000
Annual Report Expense Ratio0.86%
Please also check Risk vs Return Analysis. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.