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.
Risk-Adjusted Fund Performance
Risk-Adjusted Fund PerformanceOver 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 Low||1.14|
|Fifty Two Week High||1.27|
|Annual Report Expense Ratio||1.90%|
|Horizon||30 Days Login to change|
Sanlam Managed Risk Relative Risk vs. Return LandscapeIf 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 (%)
Sanlam Managed Current Valuation
July 20, 2019
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