Man GLG (Ireland) Manager Performance Evaluation

IE00B665M716 -- Ireland Fund  

GBp 17,078  1,154  6.33%

The fund secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and Man GLG are completely uncorrelated. Even though it is essential to pay attention to Man GLG Japan price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating 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. Man GLG exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Man GLG Japan Relative Risk vs. Return Landscape

If you would invest  1,806,100  in Man GLG Japan CoreAlpha Eq D H GBP Acc on September 21, 2018 and sell it today you would lose (98,300)  from holding Man GLG Japan CoreAlpha Eq D H GBP Acc or give up 5.44% of portfolio value over 30 days. Man GLG Japan CoreAlpha Eq D H GBP Acc is generating negative expected returns and assumes 3.7985% volatility on return distribution over the 30 days horizon. Simply put, 34% of equities are less volatile than Man GLG Japan CoreAlpha Eq D H GBP 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, Man GLG Japan CoreAlpha Eq D H GBP Acc is expected to under-perform the market. In addition to that, the company is 3.65 times more volatile than its market benchmark. It trades about -0.15 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.21 per unit of volatility.

Man GLG Current Valuation

Not valued
October 21, 2018
17,078
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Man GLG is Unknown risk asset. Man GLG Japan last-minute Real Value cannot be determined due to lack of data. The latest price of Man GLG Japan is p;17078.0. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Man GLG Japan from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to purchase undervalued stocks and to get rid of overvalued stocks since at some point entities prices and their ongoing real values will merge together.

Man GLG Market Risk Analysis

Sharpe Ratio = -0.1461
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Man GLG Relative Performance Indicators

Estimated Market Risk
 3.8
  actual daily
 
 66 %
of total potential
  
Expected Return
 -0.56
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.15
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Man GLG 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 Man GLG by adding it to a well-diversified portfolio.

Man GLG Performance Rating

Man GLG Japan CoreAlpha Eq D H GBP Acc Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Man GLG Japan CoreAlpha Eq D H GBP Acc has generated negative risk-adjusted returns adding no value to fund investors.

Man GLG Alerts

Equity Alerts and Improvement Suggestions

Man GLG Japan is not yet fully synchronised with the market data
Man GLG Japan generates negative expected return over the last 30 days
Man GLG Japan has high historical volatility and very poor performance
The fund retains 99.67% of its assets under management (AUM) in equities
Please also check Risk vs Return Analysis. Please also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
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