E I (Ireland) Manager Performance Evaluation

IE00B5VJPM77 -- Ireland Fund  

EUR 224.33  1.67  0.75%

The entity shows Beta (market volatility) of 0.0672 which denotes to the fact that as returns on market increase, E I returns are expected to increase less than the market. However during bear market, the loss on holding E I will be expected to be smaller as well.. Even though it is essential to pay attention to E I Sturdza historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in predicting 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. E I Sturdza Strgc Eurp Value EUR exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

E I Sturdza Relative Risk vs. Return Landscape

If you would invest  22,806  in E I Sturdza Strgc Eurp Value EUR on August 24, 2018 and sell it today you would lose (373.00)  from holding E I Sturdza Strgc Eurp Value EUR or give up 1.64% of portfolio value over 30 days. E I Sturdza Strgc Eurp Value EUR is generating negative expected returns and assumes 1.6274% volatility on return distribution over the 30 days horizon. Simply put, 14% of equities are less volatile than E I Sturdza Strgc Eurp Value EUR 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, E I Sturdza Strgc Eurp Value EUR is expected to under-perform the market. In addition to that, the company is 3.63 times more volatile than its market benchmark. It trades about -0.33 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.39 per unit of volatility.

E I Current Valuation

Not valued
September 23, 2018
Market Value
Real Value
Target Odds
E I is Unknown risk asset. E I Sturdza prevailing Real Value cannot be determined due to lack of data. The current price of E I Sturdza is €224.33. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of E I Sturdza from analyzing 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 sooner or later assets prices and their ongoing real values will submerge.

E I Market Risk Analysis

Sharpe Ratio = -0.3314
Good Returns
Average Returns
Small Returns
Negative ReturnsIE00B5VJPM77

E I Relative Performance Indicators

Estimated Market Risk
  actual daily
 86 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
Based on monthly moving average E I 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 E I by adding it to a well-diversified portfolio.

E I Performance Rating

E I Sturdza Strgc Eurp Value EUR Risk Adjusted Performance Analysis


Risk-Adjusted Fund Performance

Over the last 30 days E I Sturdza Strgc Eurp Value EUR has generated negative risk-adjusted returns adding no value to fund investors.

E I Alerts

Equity Alerts and Improvement Suggestions

E I Sturdza generates negative expected return over the last 30 days
The fund retains 99.93% of its assets under management (AUM) in equities
Please also check Risk vs Return Analysis. Please also try Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
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