Babson Capital (Ireland) Manager Performance Evaluation

IE00B6YX4Y87 -- Ireland Fund  

 103.33  0.07  0.07%

The organization shows Beta (market volatility) of 0.0027 which signifies that as returns on market increase, Babson Capital returns are expected to increase less than the market. However during bear market, the loss on holding Babson Capital will be expected to be smaller as well.. Even though it is essential to pay attention to Babson Capital European historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in foreseeing 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. Babson Capital European Loan C EUR exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Babson Capital European Relative Risk vs. Return Landscape

If you would invest  10,415  in Babson Capital European Loan C EUR on September 22, 2018 and sell it today you would lose (82.00)  from holding Babson Capital European Loan C EUR or give up 0.79% of portfolio value over 30 days. Babson Capital European Loan C EUR is generating negative expected returns and assumes 0.4545% volatility on return distribution over the 30 days horizon. Simply put, 4% of equities are less volatile than Babson Capital European Loan C 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, Babson Capital European Loan C EUR is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 2.33 times less risky than the market. the firm trades about -0.58 of its potential returns per unit of risk. The DOW is currently generating roughly -0.19 of returns per unit of risk over similar time horizon.

Babson Capital Market Risk Analysis

Sharpe Ratio = -0.5774
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsIE00B6YX4Y87

Babson Capital Relative Performance Indicators

Estimated Market Risk
 0.45
  actual daily
 
 96 %
of total potential
  
Expected Return
 -0.26
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.58
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Babson Capital 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 Babson Capital by adding it to a well-diversified portfolio.

Babson Capital Performance Rating

Babson Capital European Loan C EUR Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Babson Capital European Loan C EUR has generated negative risk-adjusted returns adding no value to fund investors.

Babson Capital Alerts

Equity Alerts and Improvement Suggestions

Babson Capital is not yet fully synchronised with the market data
Babson Capital generates negative expected return over the last 30 days
Please also check Risk vs Return Analysis. Please also try Theme Ratings module to determine theme ratings based on digital equity recommendations. macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Search macroaxis.com