Adelphi European (Ireland) Manager Performance Evaluation

IE00B65NG183 -- Ireland Fund  

EUR 188.76  1.22  0.64%

The organization shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and Adelphi European are completely uncorrelated. Although it is extremely important to respect Adelphi European Select historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in foreseeing 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 Adelphi European Select technical indicators you can presently evaluate if the expected return of 0.0781% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Adelphi European Select Relative Risk vs. Return Landscape

If you would invest  18,664  in Adelphi European Select Equity D EUR on June 22, 2018 and sell it today you would earn a total of  212.00  from holding Adelphi European Select Equity D EUR or generate 1.14% return on investment over 30 days. Adelphi European Select Equity D EUR is generating 0.0781% of daily returns and assumes 0.7735% volatility on return distribution over the 30 days horizon. Simply put, 7% of equities are less volatile than Adelphi European Select Equity D 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, Adelphi European Select Equity D EUR is expected to generate 1.36 times more return on investment than the market. However, the company is 1.36 times more volatile than its market benchmark. It trades about 0.1 of its potential returns per unit of risk. The DOW is currently generating roughly 0.12 per unit of risk.

Adelphi European Current Valuation

Fairly Valued
July 22, 2018
188.76
Market Value
Downside
185.72
188.03
Real Value
Target Odds
  
190.34
Upside
Adelphi European is not too risky asset. Adelphi European Select shows prevailing Real Value of €188.03 per share. The current price of the fund is €188.76. At this time the entity appears to be fairly valued. We determine the value of Adelphi European Select from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to go long with undervalued instruments and to trade away overvalued instruments since at some point assets prices and their ongoing real values will blend.

Adelphi European Market Risk Analysis

Sharpe Ratio = 0.101
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Adelphi European Relative Performance Indicators

Estimated Market Risk
 0.77
  actual daily
 
 93 %
of total potential
  
Expected Return
 0.08
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.1
  actual daily
 
 6 %
of total potential
  
Based on monthly moving average Adelphi European is performing at about 6% 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 Adelphi European by adding it to a well-diversified portfolio.

Performance Rating

Adelphi European Select Equity D EUR Risk Adjusted Performance Analysis
6 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Adelphi European Select Equity D EUR are ranked lower than 6 (%) of all funds and portfolios of funds over the last 30 days.

Adelphi European Alerts

Equity Alerts and Improvement Suggestions
The fund retains all of its assets under management (AUM) in equities
Please also check Risk vs Return Analysis. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
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