Russell Global (Ireland) Manager Performance Evaluation

IE00B643SZ75 -- Ireland Fund  

USD 1,327  2.57  0.19%

The fund holds Beta of 0.0016 which implies as returns on market increase, Russell Global returns are expected to increase less than the market. However during bear market, the loss on holding Russell Global will be expected to be smaller as well.. Although it is extremely important to respect Russell Global High current trending patterns, it is better to be realistic regarding the information on equity existing price patterns. The philosophy towards forecasting 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 analyzing Russell Global High technical indicators you can presently evaluate if the expected return of 0.0647% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Russell Global High Relative Risk vs. Return Landscape

If you would invest  132,479  in Russell Global High Yield DH B RllUp Acc on June 19, 2018 and sell it today you would earn a total of  257.00  from holding Russell Global High Yield DH B RllUp Acc or generate 0.19% return on investment over 30 days. Russell Global High Yield DH B RllUp Acc is generating 0.0647% of daily returns and assumes 0.112% volatility on return distribution over the 30 days horizon. Simply put, 1% of equities are less volatile than Russell Global High Yield DH B RllUp Acc 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, Russell Global High Yield DH B RllUp Acc is expected to generate 1.09 times less return on investment than the market. But when comparing it to its historical volatility, the company is 5.26 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 0.12 of returns per unit of risk over similar time horizon.

Russell Global Current Valuation

Not valued
July 19, 2018
1,327
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Russell Global is Unknown risk asset. Russell Global High recent Real Value cannot be determined due to lack of data. The prevailing price of Russell Global High is $1327.36. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Russell Global High from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we support investing in undervalued entities and to dispose of overvalued entities since at some point stocks prices and their ongoing real values will merge together.

Russell Global Market Risk Analysis

Sharpe Ratio = 0.5774
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Russell Global Relative Performance Indicators

Estimated Market Risk
 0.11
  actual daily
 
 99 %
of total potential
  
Expected Return
 0.06
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.58
  actual daily
 
 38 %
of total potential
  
Based on monthly moving average Russell Global 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 Russell Global by adding it to a well-diversified portfolio.

Performance Rating

Russell Global High Yield DH B RllUp Acc Risk Adjusted Performance Analysis
38 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Russell Global High Yield DH B RllUp Acc are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

Russell Global Alerts

Equity Alerts and Improvement Suggestions
The fund retains about 8.61% of its assets under management (AUM) in cash
Please also check Risk vs Return Analysis. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.