Lyxor Tiedemann (Ireland) Manager Performance Evaluation

IE00B9CB6D86 -- Ireland Fund  

GBp 11,063  32.00  0.29%

The fund secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and Lyxor Tiedemann are completely uncorrelated. Although it is extremely important to respect Lyxor Tiedemann Arbi 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 Lyxor Tiedemann Arbi technical indicators you can presently evaluate if the expected return of 0.0092% will be sustainable into the future.
Horizon     30 Days    Login   to change

Lyxor Tiedemann Arbi Relative Risk vs. Return Landscape

If you would invest  1,105,800  in Lyxor Tiedemann Arbitrage Strat I GBP on August 20, 2018 and sell it today you would earn a total of  500.00  from holding Lyxor Tiedemann Arbitrage Strat I GBP or generate 0.05% return on investment over 30 days. Lyxor Tiedemann Arbitrage Strat I GBP is generating 0.0092% of daily returns and assumes 0.2206% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than Lyxor Tiedemann Arbitrage Strat I GBP and 99% 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, Lyxor Tiedemann Arbitrage Strat I GBP is expected to generate 9.8 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.76 times less risky than the market. It trades about 0.04 of its potential returns per unit of risk. The DOW is currently generating roughly 0.23 of returns per unit of risk over similar time horizon.

Lyxor Tiedemann Current Valuation

Not valued
September 19, 2018
Market Value
Real Value
Target Odds
Lyxor Tiedemann is Unknown risk asset. Lyxor Tiedemann Arbi last-minute Real Value cannot be determined due to lack of data. The latest price of Lyxor Tiedemann Arbi is p;11063.0. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Lyxor Tiedemann Arbi 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.

Lyxor Tiedemann Market Risk Analysis

Sharpe Ratio = 0.0419
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Lyxor Tiedemann Relative Performance Indicators

Estimated Market Risk
  actual daily
 98 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 2 %
of total potential
Based on monthly moving average Lyxor Tiedemann is performing at about 2% 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 Lyxor Tiedemann by adding it to a well-diversified portfolio.

Lyxor Tiedemann Performance Rating

Lyxor Tiedemann Arbitrage Strat I GBP Risk Adjusted Performance Analysis


Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Lyxor Tiedemann Arbitrage Strat I GBP are ranked lower than 2 (%) of all funds and portfolios of funds over the last 30 days.

Lyxor Tiedemann Alerts

Equity Alerts and Improvement Suggestions

The fund retains all of the assets under management (AUM) in different types of exotic instruments
Please also check Risk vs Return Analysis. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.