Sanlam Managed (Ireland) Manager Performance Evaluation

IE00B94Q3K76 -- Ireland Fund  

GBp 121.00  1.00  0.83%

The entity has beta of 0.0887 which indicates as returns on market increase, Sanlam Managed returns are expected to increase less than the market. However during bear market, the loss on holding Sanlam Managed will be expected to be smaller as well. 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.
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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. Despite somewhat strong basic indicators, Sanlam Managed is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Fifty Two Week Low1.14
Fifty Two Week High1.27
Annual Report Expense Ratio1.90%
Horizon     30 Days    Login   to change

Sanlam Managed Risk Relative Risk vs. Return Landscape

If you would invest (100.00)  in Sanlam Managed Risk A GBP on June 20, 2019 and sell it today you would earn a total of  100.00  from holding Sanlam Managed Risk A GBP or generate -100.0% 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 and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
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Sanlam Managed Current Valuation

Fairly Valued
July 20, 2019
121.00
Market Value
120.40
Downside
120.40
Real Value
133.10
Upside
Sanlam Managed is very steady asset. Sanlam Managed Risk has current Real Value of p;120.4 per share. The regular price of the fund is p;121.0. At this time the fund appears to be fairly valued. 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 = 0.0
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IE00B94Q3K76
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 Alerts

Equity Alerts and Improvement Suggestions

Sanlam Managed Risk is not yet fully synchronised with the market data
The fund retains about 50.46% of its assets under management (AUM) in cash
Please also check Risk vs Return Analysis. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.
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