Hermes Multi (Ireland) Manager Performance Evaluation

IE00BKRCNJ87 -- Ireland Fund  

USD 2.32  0.00  0.00%

The fund retains Market Volatility (i.e. Beta) of 0.0 which attests that the returns on MARKET and Hermes Multi are completely uncorrelated. Even though it is essential to pay attention to Hermes Multi Strategy current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining 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. Hermes Multi Strategy exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Hermes Multi Strategy Relative Risk vs. Return Landscape

If you would invest  233.00  in Hermes Multi Strategy Credit F USD Acc on September 22, 2018 and sell it today you would lose (1.00)  from holding Hermes Multi Strategy Credit F USD Acc or give up 0.43% of portfolio value over 30 days. Hermes Multi Strategy Credit F USD Acc is generating negative expected returns and assumes 0.2478% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than Hermes Multi Strategy Credit F 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 (%) 
      Risk (%) 
Assuming 30 trading days horizon, Hermes Multi Strategy Credit F USD Acc is expected to generate 0.23 times more return on investment than the market. However, the company is 4.28 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 -0.19 per unit of risk.

Hermes Multi Current Valuation

Not valued
October 22, 2018
Market Value
Real Value
Target Odds
Hermes Multi is Unknown risk asset. Hermes Multi Strategy regular Real Value cannot be determined due to lack of data. The prevalent price of Hermes Multi Strategy is $2.32. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Hermes Multi Strategy from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage to acquire undervalued assets and to sell overvalued assets since at some point stocks prices and their ongoing real values will come together.

Hermes Multi Market Risk Analysis

Sharpe Ratio = -0.5774
Good Returns
Average Returns
Small Returns
Negative ReturnsIE00BKRCNJ87

Hermes Multi Relative Performance Indicators

Estimated Market Risk
  actual daily
 98 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
Based on monthly moving average Hermes Multi 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 Hermes Multi by adding it to a well-diversified portfolio.

Hermes Multi Performance Rating

Hermes Multi Strategy Credit F USD Acc Risk Adjusted Performance Analysis


Risk-Adjusted Fund Performance

Over the last 30 days Hermes Multi Strategy Credit F USD Acc has generated negative risk-adjusted returns adding no value to fund investors.

Hermes Multi Alerts

Equity Alerts and Improvement Suggestions

Hermes Multi is not yet fully synchronised with the market data
Hermes Multi generates negative expected return over the last 30 days
The fund retains about 55.6% of its assets under management (AUM) in cash

Hermes Multi Performance Indicators

Hermes Multi Strategy Basic Price Performance Measures

Fifty Two Week Low2.0072
Fifty Two Week High2.0072
Annual Report Expense Ratio0.74%
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