Hermes Sourcecap (Ireland) Manager Performance Evaluation

IE00B5WN7L11 -- Ireland Fund  

EUR 3.52  0.02  0.57%

The fund retains Market Volatility (i.e. Beta) of 0.0 which attests that the returns on MARKET and Hermes Sourcecap are completely uncorrelated. Although it is extremely important to respect Hermes Sourcecap Europe current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining 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 evaluating Hermes Sourcecap Europe technical indicators you can presently evaluate if the expected return of 0.1905% will be sustainable into the future.
Horizon     30 Days    Login   to change

Hermes Sourcecap Europe Relative Risk vs. Return Landscape

If you would invest  350.00  in Hermes Sourcecap Europe ex UK F EUR Acc on August 27, 2018 and sell it today you would earn a total of  2.00  from holding Hermes Sourcecap Europe ex UK F EUR Acc or generate 0.57% return on investment over 30 days. Hermes Sourcecap Europe ex UK F EUR Acc is generating 0.1905% of daily returns and assumes 0.3299% volatility on return distribution over the 30 days horizon. Simply put, 3% of equities are less volatile than Hermes Sourcecap Europe ex UK F EUR Acc and 97% 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, Hermes Sourcecap Europe ex UK F EUR Acc is expected to generate 0.74 times more return on investment than the market. However, the company is 1.35 times less risky than the market. It trades about 0.58 of its potential returns per unit of risk. The DOW is currently generating roughly 0.15 per unit of risk.

Hermes Sourcecap Current Valuation

Not valued
September 26, 2018
3.52
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Hermes Sourcecap is Unknown risk asset. Hermes Sourcecap Europe regular Real Value cannot be determined due to lack of data. The prevalent price of Hermes Sourcecap Europe is €3.52. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Hermes Sourcecap Europe from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage to acquire undervalued assets and to sell overvalued assets since at some point stocks prices and their ongoing real values will come together.

Hermes Sourcecap Market Risk Analysis

Sharpe Ratio = 0.5774
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Hermes Sourcecap Relative Performance Indicators

Estimated Market Risk
 0.33
  actual daily
 
 97 %
of total potential
  
Expected Return
 0.19
  actual daily
 
 3 %
of total potential
  
Risk-Adjusted Return
 0.58
  actual daily
 
 38 %
of total potential
  
Based on monthly moving average Hermes Sourcecap 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 Hermes Sourcecap by adding it to a well-diversified portfolio.

Hermes Sourcecap Performance Rating

Hermes Sourcecap Europe ex UK F EUR Acc Risk Adjusted Performance Analysis

38 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Hermes Sourcecap Europe ex UK F EUR Acc are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

Hermes Sourcecap Alerts

Equity Alerts and Improvement Suggestions

The fund retains about 12.55% of its assets under management (AUM) in cash

Hermes Sourcecap Performance Indicators

Hermes Sourcecap Europe Basic Price Performance Measures

Fifty Two Week Low2.5461
Fifty Two Week High2.5461
Annual Report Expense Ratio0.00%
Please also check Risk vs Return Analysis. Please also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.
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