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 LandscapeIf 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 (%)
Sanlam Managed Current Valuation
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
Sanlam Managed Relative Performance Indicators
Estimated Market Risk
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.
|Fifty Two Week Low||1.1671|
|Fifty Two Week High||1.2057|
|Annual Report Expense Ratio||1.90%|