Sanlam Managed (Ireland) Manager Performance Evaluation

IE00B94Q3K76 -- Ireland Fund  

GBp 1.20  0.0033  0.00%

The entity has beta of -0.007 which indicates as returns on market increase, returns on owning Sanlam Managed are expected to decrease at a much smaller rate. During bear market, Sanlam Managed is likely to outperform the market. Even though it is essential to pay attention to Sanlam Managed Risk current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring 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. Sanlam Managed Risk A GBP exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Sanlam Managed Risk Relative Risk vs. Return Landscape

If you would invest  11,900  in Sanlam Managed Risk A GBP on December 20, 2018 and sell it today you would lose (11,780)  from holding Sanlam Managed Risk A GBP or give up 98.99% of portfolio value over 30 days. Sanlam Managed Risk A GBP is generating negative expected returns and assumes 25.6723% volatility on return distribution over the 30 days horizon. Simply put, majority of traded equity instruments are less risky than Sanlam Managed on the bases of their historical return distribution and most 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, Sanlam Managed is expected to under-perform the market. In addition to that, the company is 13.16 times more volatile than its market benchmark. It trades about -0.25 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.02 per unit of volatility.

Sanlam Managed Current Valuation

Undervalued
January 19, 2019
1.20
Market Value
17.37
Real Value
Target Odds
Odds Odds
94.38
Upside
Sanlam Managed is extremely volatile asset. Sanlam Managed Risk has current Real Value of p;17.37 per share. The regular price of the fund is p;1.2. the fund appears to be undervalued. We determine the value of Sanlam Managed Risk from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to buy undervalued stocks and to dispose of overvalued stocks since at some point securities prices and their ongoing real values will draw towards each other.

Sanlam Managed Market Risk Analysis

Sharpe Ratio = -0.2455
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Sanlam Managed Relative Performance Indicators

Estimated Market Risk
 25.67
  actual daily
 
 96 %
of total potential
 
96
Expected Return
 -6.3
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.25
  actual daily
 
 0 %
of total potential
 
0
Based on monthly moving average Sanlam Managed 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 Sanlam Managed by adding it to a well-diversified portfolio.

Sanlam Managed Performance Rating

Sanlam Managed Risk A GBP Risk Adjusted Performance Analysis

0

Risk-Adjusted Fund Performance

Over the last 30 days Sanlam Managed Risk A GBP has generated negative risk-adjusted returns adding no value to fund investors.

Sanlam Managed Alerts

Equity Alerts and Improvement Suggestions

Sanlam Managed Risk generates negative expected return over the last 30 days
Sanlam Managed Risk has high historical volatility and very poor performance
Sanlam Managed Risk may become a speculative penny stock
The fund retains about 36.02% of its assets under management (AUM) in cash

Sanlam Managed Performance Indicators

Sanlam Managed Risk Basic Price Performance Measures

Fifty Two Week Low1.1671
Fifty Two Week High1.2057
Annual Report Expense Ratio1.90%
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