Vulcan Value (Ireland) Manager Performance Evaluation

IE00BQ0QM471 -- Ireland Fund  

 152.75  0.20  0.13%

The entity has beta of -0.212 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 vital to follow to Vulcan Value Equity current price movements, it is good to be conservative about what you can actually do with the information regarding 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. We have found twenty-one technical indicators for Vulcan Value Equity II Acc which you can use to evaluate performance of the fund.
Horizon     30 Days    Login   to change

Vulcan Value Equity Relative Risk vs. Return Landscape

If you would invest  14,893  in Vulcan Value Equity II Acc on September 16, 2018 and sell it today you would earn a total of  382.00  from holding Vulcan Value Equity II Acc or generate 2.56% return on investment over 30 days. Vulcan Value Equity II Acc is generating 0.855% of daily returns and assumes 1.4809% volatility on return distribution over the 30 days horizon. Simply put, 13% of equities are less volatile than Vulcan Value Equity II Acc and 84% 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, Vulcan Value Equity II Acc is expected to generate 1.45 times more return on investment than the market. However, the company is 1.45 times more volatile than its market benchmark. It trades about 0.58 of its potential returns per unit of risk. The DOW is currently generating roughly -0.12 per unit of risk.

Vulcan Value Market Risk Analysis

Sharpe Ratio = 0.5774
Good Returns
Average Returns
Small ReturnsIE00BQ0QM471
Negative Returns

Vulcan Value Relative Performance Indicators

Estimated Market Risk
  actual daily
 87 %
of total potential
Expected Return
  actual daily
 16 %
of total potential
Risk-Adjusted Return
  actual daily
 38 %
of total potential
Based on monthly moving average Vulcan Value is performing at about 38% 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


Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Vulcan Value Equity II Acc are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

Vulcan Value Alerts

Equity Alerts and Improvement Suggestions

Vulcan Value Equity is not yet fully synchronised with the market data
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