GAM Star (Ireland) Manager Performance Evaluation

IE00B88LXR84 -- Ireland Fund  

USD 25.96  0.37  1.45%

The entity retains Market Volatility (i.e. Beta) of -0.1512 which attests that as returns on market increase, returns on owning GAM Star are expected to decrease at a much smaller rate. During bear market, GAM Star is likely to outperform the market.. Even though it is essential to pay attention to GAM Star Japan current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis approach towards determining 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. GAM Star Japan exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

GAM Star Japan Relative Risk vs. Return Landscape

If you would invest  2,644  in GAM Star Japan Equity Z USD Acc on November 15, 2018 and sell it today you would lose (48.00)  from holding GAM Star Japan Equity Z USD Acc or give up 1.82% of portfolio value over 30 days. GAM Star Japan Equity Z USD Acc is generating negative expected returns and assumes 1.0481% volatility on return distribution over the 30 days horizon. Simply put, 9% of equities are less volatile than GAM Star Japan Equity Z USD 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, GAM Star Japan Equity Z USD Acc is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.23 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 -0.11 of returns per unit of risk over similar time horizon.

GAM Star Current Valuation

Not valued
December 15, 2018
25.96
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
GAM Star is Unknown risk asset. GAM Star Japan regular Real Value cannot be determined due to lack of data. The prevalent price of GAM Star Japan is $25.96. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of GAM Star Japan from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage to acquire undervalued assets and to sell overvalued assets since in the future stocks prices and their ongoing real values will come together.

GAM Star Market Risk Analysis

Sharpe Ratio = -0.5774
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GAM Star Relative Performance Indicators

Estimated Market Risk
 1.05
  actual daily
 
 9 %
of total potential
 
9
Expected Return
 -0.61
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.58
  actual daily
 
 0 %
of total potential
 
0
Based on monthly moving average GAM Star 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 GAM Star by adding it to a well-diversified portfolio.

GAM Star Performance Rating

GAM Star Japan Equity Z USD Acc Risk Adjusted Performance Analysis

0

Risk-Adjusted Fund Performance

Over the last 30 days GAM Star Japan Equity Z USD Acc has generated negative risk-adjusted returns adding no value to fund investors.

GAM Star Alerts

Equity Alerts and Improvement Suggestions

GAM Star Japan is not yet fully synchronised with the market data
GAM Star Japan generates negative expected return over the last 30 days
The fund retains 99.65% of its assets under management (AUM) in equities

GAM Star Performance Indicators

GAM Star Japan Basic Price Performance Measures

Fifty Two Week Low19.2362
Fifty Two Week High20.1141
Annual Report Expense Ratio1.67%
Please also check Risk vs Return Analysis. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
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