|IE00B94Q3K76 -- Ireland Fund|| |
GBp 127.00 1.00 0.79%
The entity has beta of 0.0 which indicates the returns on MARKET and Sanlam Managed are completely uncorrelated. Although it is extremely important to respect Sanlam Managed Risk
current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators
. By inspecting Sanlam Managed Risk technical indicators
you can presently evaluate if the expected return of 0.0% will be sustainable into the future.
Sanlam Managed Risk Relative Risk vs. Return Landscape
If you would invest 12,700
in Sanlam Managed Risk A GBP on July 21, 2018
and sell it today you would earn a total of 0.00
from holding Sanlam Managed Risk A GBP or generate 0.0%
return on investment over 30
days. Sanlam Managed Risk A GBP is generating negative expected returns and assumes 0.0% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than Sanlam Managed Risk A GBP and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Sanlam Managed Current Valuation
August 20, 2018
Sanlam Managed Market Risk Analysis
Sharpe Ratio = 0.0
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
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 Risk generates negative expected return over the last 30 days|
|The fund retains about 45.11% of its assets under management (AUM) in cash|