The entity has beta of 0.3232 which indicates as returns on market increase, Sanlam BIFM returns are expected to increase less than the market. However during bear market, the loss on holding Sanlam BIFM will be expected to be smaller as well.. Although it is extremely important to respect Sanlam BIFM World
current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring 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 inspecting Sanlam BIFM World technical indicators
you can presently evaluate if the expected return of 0.0% will be sustainable into the future.
Sanlam BIFM World Relative Risk vs. Return Landscape
If you would invest 119.00
in Sanlam BIFM World Equity A USD Acc on October 22, 2018
and sell it today you would earn a total of 0.00
from holding Sanlam BIFM World Equity A USD Acc or generate 0.0%
return on investment over 30
days. Sanlam BIFM World Equity A USD Acc is generating negative expected returns and assumes 0.0% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than Sanlam BIFM World Equity A USD Acc and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Sanlam BIFM Current Valuation
November 21, 2018
Sanlam BIFM Market Risk Analysis
Sharpe Ratio = 0.0
Based on monthly moving average Sanlam BIFM 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 Sanlam BIFM
by adding it to a well-diversified
Risk-Adjusted Fund Performance
Over the last 30 days Sanlam BIFM World Equity A USD Acc has generated negative risk-adjusted returns adding no value to fund investors.