Muzinich Glbl (Ireland) Manager Performance Evaluation

IE00BF5S8N25 -- Ireland Fund  

GBp 9,629  16.00  0.17%

The fund secures Beta (Market Risk) of 0.0185 which conveys that as returns on market increase, Muzinich Glbl returns are expected to increase less than the market. However during bear market, the loss on holding Muzinich Glbl will be expected to be smaller as well.. Even though it is essential to pay attention to Muzinich Glbl Tctl price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating 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. Muzinich Glbl exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Muzinich Glbl Tctl Relative Risk vs. Return Landscape

If you would invest  965,400  in Muzinich Glbl Tctl Crdt Hgd GBP on November 18, 2018 and sell it today you would lose (2,500)  from holding Muzinich Glbl Tctl Crdt Hgd GBP or give up 0.26% of portfolio value over 30 days. Muzinich Glbl Tctl Crdt Hgd GBP is generating negative expected returns and assumes 0.1101% volatility on return distribution over the 30 days horizon. Simply put, 0% 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 0.08 times more return on investment than the market. However, the company is 12.24 times less risky than the market. It trades about -0.47 of its potential returns per unit of risk. The DOW is currently generating roughly -0.13 per unit of risk.

Muzinich Glbl Current Valuation

Not valued
December 18, 2018
9,629
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;9629.0. 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 = -0.4705
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IE00BF5S8N25
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

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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

Muzinich Glbl Tctl is not yet fully synchronised with the market data
Muzinich Glbl Tctl generates negative expected return over the last 30 days
The fund retains about 7.62% of its assets under management (AUM) in cash

Muzinich Glbl Performance Indicators

Muzinich Glbl Tctl Basic Price Performance Measures

Fifty Two Week Low98.6200
Fifty Two Week High98.6200
Annual Report Expense Ratio0.50%
Please also check Risk vs Return Analysis. Please also try Instant Ratings module to determine any equity ratings based on digital recommendations. macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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