PBS SMART (Ireland) Manager Performance Evaluation

IE00B8FLYX43 -- Ireland Fund  

EUR 1,076  13.76  1.26%

The entity holds Beta of -0.0794 which implies as returns on market increase, returns on owning PBS SMART are expected to decrease at a much smaller rate. During bear market, PBS SMART is likely to outperform the market.. Even though it is essential to pay attention to PBS SMART Portfolio current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis approach into forecasting 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. PBS SMART Portfolio exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

PBS SMART Portfolio Relative Risk vs. Return Landscape

If you would invest  109,323  in PBS SMART Portfolio Select Inst EUR on September 18, 2018 and sell it today you would lose (1,679)  from holding PBS SMART Portfolio Select Inst EUR or give up 1.54% of portfolio value over 30 days. PBS SMART Portfolio Select Inst EUR is generating negative expected returns and assumes 0.6443% volatility on return distribution over the 30 days horizon. Simply put, 5% of equities are less volatile than PBS SMART Portfolio Select Inst 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, PBS SMART Portfolio Select Inst 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 1.66 times less risky than the market. the firm trades about -0.6 of its potential returns per unit of risk. The DOW is currently generating roughly -0.08 of returns per unit of risk over similar time horizon.

PBS SMART Current Valuation

Not valued
October 18, 2018
1,076
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
PBS SMART is Unknown risk asset. PBS SMART Portfolio recent Real Value cannot be determined due to lack of data. The prevailing price of PBS SMART Portfolio is €1076.44. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of PBS SMART Portfolio from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we support investing in undervalued entities and to dispose of overvalued entities since at some point future time stocks prices and their ongoing real values will merge together.

PBS SMART Market Risk Analysis

Sharpe Ratio = -0.597
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PBS SMART Relative Performance Indicators

Estimated Market Risk
 0.64
  actual daily
 
 95 %
of total potential
  
Expected Return
 -0.38
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.6
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average PBS SMART 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 PBS SMART by adding it to a well-diversified portfolio.

PBS SMART Performance Rating

PBS SMART Portfolio Select Inst EUR Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days PBS SMART Portfolio Select Inst EUR has generated negative risk-adjusted returns adding no value to fund investors.

PBS SMART Alerts

Equity Alerts and Improvement Suggestions

PBS SMART Portfolio is not yet fully synchronised with the market data
PBS SMART Portfolio generates negative expected return over the last 30 days
The fund retains all of the assets under management (AUM) in different types of exotic instruments
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.
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