FundLogic (Ireland) Manager Performance Evaluation

IE00BGFB5267 -- Ireland Fund  

USD 1,143  6.48  0.56%

The organization shows Beta (market volatility) of -0.0594 which denotes to the fact that as returns on market increase, returns on owning FundLogic are expected to decrease at a much smaller rate. During bear market, FundLogic is likely to outperform the market.. Although it is vital to follow to FundLogic MS PSAM historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy towards predicting 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 FundLogic MS PSAM Glb Event UCITS R USD which you can use to evaluate performance of the entity.
Horizon     30 Days    Login   to change

FundLogic MS PSAM Relative Risk vs. Return Landscape

If you would invest  112,509  in FundLogic MS PSAM Glb Event UCITS R USD on November 14, 2018 and sell it today you would earn a total of  1,795  from holding FundLogic MS PSAM Glb Event UCITS R USD or generate 1.6% return on investment over 30 days. FundLogic MS PSAM Glb Event UCITS R USD is generating 0.5318% of daily returns and assumes 0.9211% volatility on return distribution over the 30 days horizon. Simply put, 8% of equities are less volatile than FundLogic MS PSAM Glb Event UCITS R USD and 90% 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, FundLogic MS PSAM Glb Event UCITS R USD is expected to generate 0.72 times more return on investment than the market. However, the company is 1.39 times less risky than the market. It trades about 0.58 of its potential returns per unit of risk. The DOW is currently generating roughly -0.05 per unit of risk.

FundLogic Current Valuation

Not valued
December 14, 2018
1,143
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
FundLogic is Unknown risk asset. FundLogic MS PSAM prevailing Real Value cannot be determined due to lack of data. The current price of FundLogic MS PSAM is $1143.04. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of FundLogic MS PSAM from reviewing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we advise to go long with undervalued instruments and to sell out overvalued instruments since at some point assets prices and their ongoing real values will submerge.

FundLogic Market Risk Analysis

Sharpe Ratio = 0.5774
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FundLogic Relative Performance Indicators

Estimated Market Risk
 0.92
  actual daily
 
 8 %
of total potential
 
8
Expected Return
 0.53
  actual daily
 
 10 %
of total potential
 
10
Risk-Adjusted Return
 0.58
  actual daily
 
 38 %
of total potential
 
38
Based on monthly moving average FundLogic is performing at about 38% 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 FundLogic by adding it to a well-diversified portfolio.

FundLogic Performance Rating

FundLogic MS PSAM Glb Event UCITS R USD Risk Adjusted Performance Analysis

38

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in FundLogic MS PSAM Glb Event UCITS R USD are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

FundLogic Alerts

Equity Alerts and Improvement Suggestions

FundLogic MS PSAM is not yet fully synchronised with the market data
The fund retains 98.03% of its assets under management (AUM) in equities

FundLogic Performance Indicators

FundLogic MS PSAM Basic Price Performance Measures

Fifty Two Week Low945.4400
Fifty Two Week High945.4400
Annual Report Expense Ratio1.47%
Please also check Risk vs Return Analysis. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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