Muzinich Glbl (Ireland) Manager Performance Evaluation

IE00BF5S8N25 -- Ireland Fund  

GBp 9,753  67.00  0.69%

The fund secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and Muzinich Glbl are completely uncorrelated. Although it is extremely important to respect Muzinich Glbl Tctl 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 Muzinich Glbl Tctl technical indicators you can presently evaluate if the expected return of 0.0014% will be sustainable into the future.
Horizon     30 Days    Login   to change

Muzinich Glbl Tctl Relative Risk vs. Return Landscape

If you would invest  975,300  in Muzinich Glbl Tctl Crdt Hgd GBP on August 26, 2018 and sell it today you would earn a total of  0.00  from holding Muzinich Glbl Tctl Crdt Hgd GBP or generate 0.0% return on investment over 30 days. Muzinich Glbl Tctl Crdt Hgd GBP is generating 0.0014% of daily returns and assumes 0.6243% volatility on return distribution over the 30 days horizon. Simply put, 5% of equities are less volatile than Muzinich Glbl Tctl Crdt Hgd 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, Muzinich Glbl Tctl Crdt Hgd GBP is expected to generate 70.29 times less return on investment than the market. In addition to that, the company is 1.37 times more volatile than its market benchmark. It trades about 0.0 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.22 per unit of volatility.

Muzinich Glbl Current Valuation

Not valued
September 25, 2018
9,753
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Muzinich Glbl is Unknown risk asset. Muzinich Glbl Tctl last-minute Real Value cannot be determined due to lack of data. The latest price of Muzinich Glbl Tctl is p;9753.0. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Muzinich Glbl Tctl 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.

Muzinich Glbl Market Risk Analysis

Sharpe Ratio = 0.0023
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Muzinich Glbl Relative Performance Indicators

Estimated Market Risk
 0.62
  actual daily
 
 95 %
of total potential
  
Expected Return
 0.0
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.0
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Muzinich Glbl 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 Muzinich Glbl by adding it to a well-diversified portfolio.

Muzinich Glbl Performance Rating

Muzinich Glbl Tctl Crdt Hgd GBP Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Muzinich Glbl Tctl Crdt Hgd GBP has generated negative risk-adjusted returns adding no value to fund investors.

Muzinich Glbl Alerts

Equity Alerts and Improvement Suggestions

The fund retains about 7.62% of its assets under management (AUM) in cash
Please also check Risk vs Return Analysis. Please also try Headlines Timeline module to stay connected to all market stories and filter out noise. drill down to analyze hype elasticity.
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