Sanlam World (Ireland) Manager Performance Evaluation

IE00BPYD7S67 -- Ireland Fund  

USD 2.31  0.04  1.70%

The entity has beta of 0.0352 which indicates as returns on market increase, Sanlam World returns are expected to increase less than the market. However during bear market, the loss on holding Sanlam World will be expected to be smaller as well.. Even though it is essential to pay attention to Sanlam World Equity current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring 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. Sanlam World Equity Tracker E exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Sanlam World Equity Relative Risk vs. Return Landscape

If you would invest  244.00  in Sanlam World Equity Tracker E on November 11, 2018 and sell it today you would lose (13.00)  from holding Sanlam World Equity Tracker E or give up 5.33% of portfolio value over 30 days. Sanlam World Equity Tracker E is generating negative expected returns and assumes 3.5755% volatility on return distribution over the 30 days horizon. Simply put, 32% 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 under-perform the market. In addition to that, the company is 2.74 times more volatile than its market benchmark. It trades about -0.24 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.04 per unit of volatility.

Sanlam World Current Valuation

Not valued
December 11, 2018
2.31
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 $2.31. 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 = -0.2392
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Sanlam World Relative Performance Indicators

Estimated Market Risk
 3.58
  actual daily
 
 32 %
of total potential
 
32
Expected Return
 -0.86
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.24
  actual daily
 
 0 %
of total potential
 
0
Based on monthly moving average Sanlam World 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 Sanlam World by adding it to a well-diversified portfolio.

Sanlam World Performance Rating

Sanlam World Equity Tracker E Risk Adjusted Performance Analysis

0

Risk-Adjusted Fund Performance

Over the last 30 days Sanlam World Equity Tracker E has generated negative risk-adjusted returns adding no value to fund investors.

Sanlam World Alerts

Equity Alerts and Improvement Suggestions

Sanlam World Equity is not yet fully synchronised with the market data
Sanlam World Equity generates negative expected return over the last 30 days
Sanlam World Equity has high historical volatility and very poor performance
The fund retains 98.1% of its assets under management (AUM) in equities

Sanlam World Performance Indicators

Sanlam World Equity Basic Price Performance Measures

Fifty Two Week Low2.3383
Fifty Two Week High2.4895
Annual Report Expense Ratio0.10%
Please also check Risk vs Return Analysis. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.
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