Coutts Multi (Ireland) Manager Performance Evaluation

IE00B8K67571 -- Ireland Fund  

GBp 124.00  2.00  1.59%

The organization shows Beta (market volatility) of -0.1567 which signifies that as returns on market increase, returns on owning Coutts Multi are expected to decrease at a much smaller rate. During bear market, Coutts Multi is likely to outperform the market.. Even though it is essential to pay attention to Coutts Multi Asset historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards 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. Coutts Multi Asset UK Defensiv exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Coutts Multi Asset Relative Risk vs. Return Landscape

If you would invest  12,600  in Coutts Multi Asset UK Defensiv on September 19, 2018 and sell it today you would lose (200.00)  from holding Coutts Multi Asset UK Defensiv or give up 1.59% of portfolio value over 30 days. Coutts Multi Asset UK Defensiv is generating negative expected returns and assumes 0.9164% volatility on return distribution over the 30 days horizon. Simply put, 8% of equities are less volatile than Coutts Multi Asset UK Defensiv 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, Coutts Multi Asset UK Defensiv is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.16 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 -0.15 of returns per unit of risk over similar time horizon.

Coutts Multi Current Valuation

Not valued
October 19, 2018
124.00
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Coutts Multi is Unknown risk asset. Coutts Multi Asset prevailing Real Value cannot be determined due to lack of data. The current price of Coutts Multi Asset is p;124.0. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Coutts Multi Asset from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to go long with undervalued instruments and to trade away overvalued instruments since at some point assets prices and their ongoing real values will blend.

Coutts Multi Market Risk Analysis

Sharpe Ratio = -0.5774
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Coutts Multi Relative Performance Indicators

Estimated Market Risk
 0.92
  actual daily
 
 92 %
of total potential
  
Expected Return
 -0.53
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.58
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Coutts Multi 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 Coutts Multi by adding it to a well-diversified portfolio.

Coutts Multi Performance Rating

Coutts Multi Asset UK Defensiv Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Coutts Multi Asset UK Defensiv has generated negative risk-adjusted returns adding no value to fund investors.

Coutts Multi Alerts

Equity Alerts and Improvement Suggestions

Coutts Multi Asset is not yet fully synchronised with the market data
Coutts Multi Asset generates negative expected return over the last 30 days
Please also check Risk vs Return Analysis. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
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