GAM Star (Ireland) Manager Performance Evaluation

IE00B88LXR84 -- Ireland Fund  

USD 27.12  0.17  0.63%

The entity retains Market Volatility (i.e. Beta) of 0.0339 which attests that as returns on market increase, GAM Star returns are expected to increase less than the market. However during bear market, the loss on holding GAM Star will be expected to be smaller as well.. 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  2,855  in GAM Star Japan Equity Z USD Acc on September 18, 2018 and sell it today you would lose (143.00)  from holding GAM Star Japan Equity Z USD Acc or give up 5.01% of portfolio value over 30 days. GAM Star Japan Equity Z USD Acc is generating negative expected returns and assumes 2.8918% volatility on return distribution over the 30 days horizon. Simply put, 26% 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. In addition to that, the company is 2.71 times more volatile than its market benchmark. It trades about -0.58 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.08 per unit of volatility.

GAM Star Current Valuation

Not valued
October 18, 2018
27.12
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 $27.12. 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
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsIE00B88LXR84

GAM Star Relative Performance Indicators

Estimated Market Risk
 2.89
  actual daily
 
 74 %
of total potential
  
Expected Return
 -1.67
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.58
  actual daily
 
 1 %
of total potential
  
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
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.
Search macroaxis.com