R Parus (Ireland) Manager Performance Evaluation

IE00BCBHZ861 -- Ireland Fund  

EUR 104.51  1.20  1.14%

The entity holds Beta of 0.0 which implies the returns on MARKET and R Parus are completely uncorrelated. Even though it is essential to pay attention to R Parus C current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis approach towards forecasting 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. R Parus C exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

R Parus C Relative Risk vs. Return Landscape

If you would invest  10,586  in R Parus C Euro Hedged on June 21, 2018 and sell it today you would lose (15.00)  from holding R Parus C Euro Hedged or give up 0.14% of portfolio value over 30 days. R Parus C Euro Hedged is generating negative expected returns and assumes 0.8316% volatility on return distribution over the 30 days horizon. Simply put, 7% of equities are less volatile than R Parus C Euro Hedged 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, R Parus C Euro Hedged is expected to under-perform the market. In addition to that, the company is 1.45 times more volatile than its market benchmark. It trades about -0.01 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.15 per unit of volatility.

R Parus Current Valuation

Not valued
July 21, 2018
104.51
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
R Parus is Unknown risk asset. R Parus C recent Real Value cannot be determined due to lack of data. The prevailing price of R Parus C is €104.51. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of R Parus C from examining fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we support investing in undervalued entities and to dispose of overvalued entities since sooner or later stocks prices and their ongoing real values will merge together.

R Parus Market Risk Analysis

Sharpe Ratio = -0.0117
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R Parus Relative Performance Indicators

Estimated Market Risk
 0.83
  actual daily
 
 93 %
of total potential
  
Expected Return
 -0.01
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.01
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average R Parus is performing at about 0% 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 R Parus by adding it to a well-diversified portfolio.

Performance Rating

R Parus C Euro Hedged Risk Adjusted Performance Analysis
0 

Risk-Adjusted Fund Performance

Over the last 30 days R Parus C Euro Hedged has generated negative risk-adjusted returns adding no value to fund investors.

R Parus Alerts

Equity Alerts and Improvement Suggestions
R Parus C generates negative expected return over the last 30 days
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 Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.
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