Hermes Multi (Ireland) Manager Performance Evaluation

IE00BKRCNJ87 -- Ireland Fund  

USD 2.29  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. Although it is extremely important to respect Hermes Multi Strategy current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining 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 evaluating Hermes Multi Strategy technical indicators you can presently evaluate if the expected return of 0.1097% will be sustainable into the future.
Horizon     30 Days    Login   to change

Hermes Multi Strategy Relative Risk vs. Return Landscape

If you would invest  228.00  in Hermes Multi Strategy Credit F USD Acc on December 20, 2018 and sell it today you would earn a total of  1.00  from holding Hermes Multi Strategy Credit F USD Acc or generate 0.44% return on investment over 30 days. Hermes Multi Strategy Credit F USD Acc is generating 0.1097% of daily returns and assumes 0.2193% volatility on return distribution over the 30 days horizon. Simply put, 1% of equities are less volatile than Hermes Multi and 98% 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 is expected to generate 0.11 times more return on investment than the market. However, the company is 8.89 times less risky than the market. It trades about 0.5 of its potential returns per unit of risk. The DOW is currently generating roughly 0.02 per unit of risk.

Hermes Multi Current Valuation

Not valued
January 19, 2019
2.29
Market Value
0.00
Real Value
Target Odds
Odds Odds
0.00
Upside
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 $2.29. 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 = 0.5
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Portfolio
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Equity
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CashIE00BKRCNJ87Average
Risk
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Hermes Multi Relative Performance Indicators

Estimated Market Risk
 0.22
  actual daily
 
 1 %
of total potential
 
1
Expected Return
 0.11
  actual daily
 
 2 %
of total potential
 
2
Risk-Adjusted Return
 0.5
  actual daily
 
 33 %
of total potential
 
33
Based on monthly moving average Hermes Multi is performing at about 33% 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

33

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Hermes Multi Strategy Credit F USD Acc are ranked lower than 33 (%) of all funds and portfolios of funds over the last 30 days.

Hermes Multi Alerts

Equity Alerts and Improvement Suggestions

Hermes Multi is not yet fully synchronised with the market data
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%
Please also check Risk vs Return Analysis. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
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