Odey Allegra (Ireland) Manager Performance Evaluation

IE00BDFMZG20 -- Ireland Fund  

AUD 154.81  0.52  0.33%

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

Odey Allegra Interna Relative Risk vs. Return Landscape

If you would invest  15,613  in Odey Allegra International AUD Acc on September 16, 2018 and sell it today you would lose (132.00)  from holding Odey Allegra International AUD Acc or give up 0.85% of portfolio value over 30 days. Odey Allegra International AUD Acc is generating negative expected returns and assumes 0.4881% volatility on return distribution over the 30 days horizon. Simply put, 4% of equities are less volatile than Odey Allegra International AUD Acc 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, Odey Allegra International AUD Acc is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 2.1 times less risky than the market. the firm trades about -0.58 of its potential returns per unit of risk. The DOW is currently generating roughly -0.12 of returns per unit of risk over similar time horizon.

Odey Allegra Current Valuation

Not valued
October 16, 2018
154.81
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Odey Allegra is Unknown risk asset. Odey Allegra Interna recent Real Value cannot be determined due to lack of data. The prevailing price of Odey Allegra Interna is A$154.81. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Odey Allegra Interna from analyzing 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 at some point stocks prices and their ongoing real values will merge together.

Odey Allegra Market Risk Analysis

Sharpe Ratio = -0.5774
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Odey Allegra Relative Performance Indicators

Estimated Market Risk
 0.49
  actual daily
 
 96 %
of total potential
  
Expected Return
 -0.28
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.58
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Odey Allegra 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 Odey Allegra by adding it to a well-diversified portfolio.

Odey Allegra Performance Rating

Odey Allegra International AUD Acc Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Odey Allegra International AUD Acc has generated negative risk-adjusted returns adding no value to fund investors.

Odey Allegra Alerts

Equity Alerts and Improvement Suggestions

Odey Allegra Interna is not yet fully synchronised with the market data
Odey Allegra Interna generates negative expected return over the last 30 days
The fund retains about 52.2% of its assets under management (AUM) in cash

Odey Allegra Performance Indicators

Odey Allegra Interna Basic Price Performance Measures

Fifty Two Week Low128.1800
Fifty Two Week High128.1800
Annual Report Expense Ratio0.00%
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