Lyxor Tiedemann (Ireland) Manager Performance Evaluation

IE00B9CB6D86 -- Ireland Fund  

GBp 11,175  140.00  1.24%

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 0.0813% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Lyxor Tiedemann Arbi Relative Risk vs. Return Landscape

If you would invest  1,113,900  in Lyxor Tiedemann Arbitrage Strat I GBP on June 16, 2018 and sell it today you would earn a total of  3,600  from holding Lyxor Tiedemann Arbitrage Strat I GBP or generate 0.32% return on investment over 30 days. Lyxor Tiedemann Arbitrage Strat I GBP is generating 0.0813% of daily returns and assumes 0.3776% volatility on return distribution over the 30 days horizon. Simply put, 3% 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 0.57 times more return on investment than the market. However, the company is 1.76 times less risky than the market. It trades about 0.22 of its potential returns per unit of risk. The DOW is currently generating roughly 0.01 per unit of risk.

Lyxor Tiedemann Current Valuation

Not valued
July 16, 2018
11,175
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
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;11175.0. 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 = 0.2152
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Lyxor Tiedemann Relative Performance Indicators

Estimated Market Risk
 0.38
  actual daily
 
 97 %
of total potential
  
Expected Return
 0.08
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.22
  actual daily
 
 14 %
of total potential
  
Based on monthly moving average Lyxor Tiedemann is performing at about 14% 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.

Performance Rating

Lyxor Tiedemann Arbitrage Strat I GBP Risk Adjusted Performance Analysis
14 

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 14 (%) 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 Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.