Sanlam World (Ireland) Manager Performance Evaluation

IE00BPYD7S67 -- Ireland Fund  

USD 2.48  0.01  0.40%

The entity has beta of 0.0 which indicates the returns on MARKET and Sanlam World are completely uncorrelated. Although it is extremely important to respect Sanlam World Equity 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 World Equity technical indicators you can presently evaluate if the expected return of 0.0606% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Sanlam World Equity Relative Risk vs. Return Landscape

If you would invest  247.00  in Sanlam World Equity Tracker E on July 22, 2018 and sell it today you would earn a total of  1.00  from holding Sanlam World Equity Tracker E or generate 0.4% return on investment over 30 days. Sanlam World Equity Tracker E is generating 0.0606% of daily returns and assumes 0.8191% volatility on return distribution over the 30 days horizon. Simply put, 7% of equities are less volatile than Sanlam World Equity Tracker E 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, Sanlam World Equity Tracker E is expected to generate 2.14 times less return on investment than the market. In addition to that, the company is 1.48 times more volatile than its market benchmark. It trades about 0.07 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.23 per unit of volatility.

Sanlam World Current Valuation

Not valued
August 21, 2018
2.48
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Sanlam World is Unknown risk asset. Sanlam World Equity current Real Value cannot be determined due to lack of data. The regular price of Sanlam World Equity is $2.48. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Sanlam World Equity 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 World Market Risk Analysis

Sharpe Ratio = 0.074
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Sanlam World Relative Performance Indicators

Estimated Market Risk
 0.82
  actual daily
 
 93 %
of total potential
  
Expected Return
 0.06
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.07
  actual daily
 
 4 %
of total potential
  
Based on monthly moving average Sanlam World is performing at about 4% 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 World by adding it to a well-diversified portfolio.

Performance Rating

Sanlam World Equity Tracker E Risk Adjusted Performance Analysis
4 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Sanlam World Equity Tracker E are ranked lower than 4 (%) of all funds and portfolios of funds over the last 30 days.

Sanlam World Alerts

Equity Alerts and Improvement Suggestions
The fund retains 98.1% of its assets under management (AUM) in equities
Please also check Risk vs Return Analysis. Please also try Portfolio Reporting module to create custom reports across your portfolios and generate quick suggestion pitch.