Neuberger Berman (Ireland) Manager Performance Evaluation

IE00B8FFFY43 -- Ireland Fund  

EUR 8.75  0.04  0.46%

The fund secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and Neuberger Berman are completely uncorrelated. Even though it is essential to pay attention to Neuberger Berman HY 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. Neuberger Berman exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

Neuberger Berman HY Relative Risk vs. Return Landscape

If you would invest  882.00  in Neuberger Berman HY Bd EUR I on July 17, 2018 and sell it today you would lose (7.00)  from holding Neuberger Berman HY Bd EUR I or give up 0.79% of portfolio value over 30 days. Neuberger Berman HY Bd EUR I is generating negative expected returns and assumes 0.4901% volatility on return distribution over the 30 days horizon. Simply put, 4% of equities are less volatile than Neuberger Berman HY Bd EUR I 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, Neuberger Berman HY Bd EUR I is expected to under-perform the market. In addition to that, the company is 1.1 times more volatile than its market benchmark. It trades about -0.12 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.02 per unit of volatility.

Neuberger Berman Current Valuation

Not valued
August 16, 2018
8.75
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Neuberger Berman is Unknown risk asset. Neuberger Berman HY last-minute Real Value cannot be determined due to lack of data. The latest price of Neuberger Berman HY is €8.75. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Neuberger Berman HY 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.

Neuberger Berman Market Risk Analysis

Sharpe Ratio = -0.1227
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Neuberger Berman Relative Performance Indicators

Estimated Market Risk
 0.49
  actual daily
 
 96 %
of total potential
  
Expected Return
 -0.06
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.12
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Neuberger Berman 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 Neuberger Berman by adding it to a well-diversified portfolio.

Performance Rating

Neuberger Berman HY Bd EUR I Risk Adjusted Performance Analysis
0 

Risk-Adjusted Fund Performance

Over the last 30 days Neuberger Berman HY Bd EUR I has generated negative risk-adjusted returns adding no value to fund investors.

Neuberger Berman Alerts

Equity Alerts and Improvement Suggestions
Neuberger Berman HY generates negative expected return over the last 30 days
The fund retains about 6.5% of its assets under management (AUM) in cash
Please also check Risk vs Return Analysis. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.