Sanlam BIFM (Ireland) Manager Performance Evaluation

IE00BFPMK726 -- Ireland Fund  

USD 1.21  0.01  0.82%

The entity has beta of 0.3649 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 vital to follow to Sanlam BIFM World current price movements, it is good to be conservative about what you can actually do with the information regarding 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. We have found twenty-one technical indicators for Sanlam BIFM World Equity A USD Acc which you can use to evaluate performance of the fund.
Horizon     30 Days    Login   to change

Sanlam BIFM World Relative Risk vs. Return Landscape

If you would invest  119.00  in Sanlam BIFM World Equity A USD Acc on August 25, 2018 and sell it today you would earn a total of  3.00  from holding Sanlam BIFM World Equity A USD Acc or generate 2.52% return on investment over 30 days. Sanlam BIFM World Equity A USD Acc is generating 0.8357% of daily returns and assumes 0.8404% volatility on return distribution over the 30 days horizon. Simply put, 7% of equities are less volatile than Sanlam BIFM World Equity A USD Acc and 85% 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, Sanlam BIFM World Equity A USD Acc is expected to generate 2.02 times more return on investment than the market. However, the company is 2.02 times more volatile than its market benchmark. It trades about 0.99 of its potential returns per unit of risk. The DOW is currently generating roughly 0.32 per unit of risk.

Sanlam BIFM Current Valuation

Not valued
September 24, 2018
1.21
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Sanlam BIFM is Unknown risk asset. Sanlam BIFM World current Real Value cannot be determined due to lack of data. The regular price of Sanlam BIFM World is $1.21. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Sanlam BIFM World from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to buy undervalued stocks and to dispose of overvalued stocks since at some point securities prices and their ongoing real values will draw towards each other.

Sanlam BIFM Market Risk Analysis

Sharpe Ratio = 0.9944
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Sanlam BIFM Relative Performance Indicators

Estimated Market Risk
 0.84
  actual daily
 
 93 %
of total potential
  
Expected Return
 0.84
  actual daily
 
 15 %
of total potential
  
Risk-Adjusted Return
 0.99
  actual daily
 
 65 %
of total potential
  
Based on monthly moving average Sanlam BIFM is performing at about 65% 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 portfolio.

Sanlam BIFM Performance Rating

Sanlam BIFM World Equity A USD Acc Risk Adjusted Performance Analysis

65 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Sanlam BIFM World Equity A USD Acc are ranked lower than 65 (%) of all funds and portfolios of funds over the last 30 days.

Sanlam BIFM Alerts

Equity Alerts and Improvement Suggestions

Sanlam BIFM World may become a speculative penny stock
The fund retains 98.46% of its assets under management (AUM) in equities
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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