The organization shows Beta (market volatility) of 0.0 which denotes to the fact that the returns on MARKET and Egerton Capital are completely uncorrelated. Although it is extremely important to respect Egerton Capital Equity 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 Egerton Capital Equity technical indicators you can presently evaluate if the expected return of 0.0% will be sustainable into the future.
|Horizon||30 Days Login to change|
Egerton Capital Equity Relative Risk vs. Return LandscapeIf you would invest (100.00) in Egerton Capital Equity A EUR Hedged on February 18, 2019 and sell it today you would earn a total of 100.00 from holding Egerton Capital Equity A EUR Hedged or generate -100.0% return on investment over 30 days. Egerton Capital Equity A EUR Hedged is generating negative expected returns and assumes 0.0% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than Egerton Capital and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Egerton Capital Market Risk Analysis
Sharpe Ratio = 0.0
Risk-Adjusted Fund PerformanceOver the last 30 days Egerton Capital Equity A EUR Hedged has generated negative risk-adjusted returns adding no value to fund investors.