Vulcan Value (Ireland) Manager Performance Evaluation

IE00BQ0QM471 -- Ireland Fund  

 132.40  9.20  6.50%

The entity has beta of -0.0937 which indicates as returns on market increase, returns on owning Vulcan Value are expected to decrease at a much smaller rate. During bear market, Vulcan Value is likely to outperform the market.. Although it is extremely important to respect Vulcan Value 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 Vulcan Value Equity technical indicators you can presently evaluate if the expected return of 0.0% will be sustainable into the future.
Horizon     30 Days    Login   to change

Vulcan Value Equity Relative Risk vs. Return Landscape

If you would invest  13,240  in Vulcan Value Equity II Acc on November 15, 2018 and sell it today you would earn a total of  0.00  from holding Vulcan Value Equity II Acc or generate 0.0% return on investment over 30 days. Vulcan Value Equity II Acc is generating negative expected returns and assumes 0.0% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than Vulcan Value Equity II Acc and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
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Vulcan Value Market Risk Analysis

Sharpe Ratio = 0.0
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IE00BQ0QM471
Based on monthly moving average Vulcan Value 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 Vulcan Value by adding it to a well-diversified portfolio.

Vulcan Value Performance Rating

Vulcan Value Equity II Acc Risk Adjusted Performance Analysis

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Risk-Adjusted Fund Performance

Over the last 30 days Vulcan Value Equity II Acc has generated negative risk-adjusted returns adding no value to fund investors.

Vulcan Value Alerts

Equity Alerts and Improvement Suggestions

Vulcan Value Equity is not yet fully synchronised with the market data
Please also check Risk vs Return Analysis. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.
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