Mercer Low (Ireland) Manager Performance Evaluation

IE00B9C9FR91 -- Ireland Fund  

GBp 15,672  115.00  0.74%

The fund secures Beta (Market Risk) of -0.197 which conveys that as returns on market increase, returns on owning Mercer Low are expected to decrease at a much smaller rate. During bear market, Mercer Low is likely to outperform the market.. Although it is extremely important to respect Mercer Low Volatility price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating 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 analyzing Mercer Low Volatility technical indicators you can presently evaluate if the expected return of 0.2464% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Mercer Low Volatility Relative Risk vs. Return Landscape

If you would invest  1,555,700  in Mercer Low Volatility Equity M 5 Hdg on June 20, 2018 and sell it today you would earn a total of  11,500  from holding Mercer Low Volatility Equity M 5 Hdg or generate 0.74% return on investment over 30 days. Mercer Low Volatility Equity M 5 Hdg is generating 0.2464% of daily returns and assumes 0.4268% volatility on return distribution over the 30 days horizon. Simply put, 3% of equities are less volatile than Mercer Low Volatility Equity M 5 Hdg and 96% of 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, Mercer Low Volatility Equity M 5 Hdg is expected to generate 0.71 times more return on investment than the market. However, the company is 1.4 times less risky than the market. It trades about 0.58 of its potential returns per unit of risk. The DOW is currently generating roughly 0.1 per unit of risk.

Mercer Low Current Valuation

Not valued
July 20, 2018
Market Value
Real Value
Target Odds
Mercer Low is Unknown risk asset. Mercer Low Volatility last-minute Real Value cannot be determined due to lack of data. The latest price of Mercer Low Volatility is p;15672.0. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Mercer Low Volatility from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to purchase undervalued stocks and to get rid of overvalued stocks since at some point entities prices and their ongoing real values will merge together.

Mercer Low Market Risk Analysis

Sharpe Ratio = 0.5774
Good Returns
Average Returns
Small ReturnsIE00B9C9FR91
Negative Returns

Mercer Low Relative Performance Indicators

Estimated Market Risk
  actual daily
 97 %
of total potential
Expected Return
  actual daily
 4 %
of total potential
Risk-Adjusted Return
  actual daily
 38 %
of total potential
Based on monthly moving average Mercer Low is performing at about 38% 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 Mercer Low by adding it to a well-diversified portfolio.

Performance Rating

Mercer Low Volatility Equity M 5 Hdg Risk Adjusted Performance Analysis

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Mercer Low Volatility Equity M 5 Hdg are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

Mercer Low Alerts

Equity Alerts and Improvement Suggestions
The fund retains about 10.4% of its assets under management (AUM) in cash
Please also check Risk vs Return Analysis. Please also try Portfolio Manager module to state of the art portfolio manager to monitor and improve performance of your invested capital.