Waverton Global (Ireland) Manager Performance Evaluation

IE00BQ1KPV61 -- Ireland Fund  

EUR 9.61  0.01  0.10%

The entity maintains market beta of 0.0466 which attests that as returns on market increase, Waverton Global returns are expected to increase less than the market. However during bear market, the loss on holding Waverton Global will be expected to be smaller as well. . Although it is extremely important to respect Waverton Global Bond historical price patterns, it is better to be realistic regarding the information on equity current price history. 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 examining Waverton Global Bond technical indicators you can presently evaluate if the expected return of 0.1393% will be sustainable into the future.
Horizon     30 Days    Login   to change

Waverton Global Bond Relative Risk vs. Return Landscape

If you would invest  957.00  in Waverton Global Bond I EUR Hedge Acc on December 18, 2018 and sell it today you would earn a total of  4.00  from holding Waverton Global Bond I EUR Hedge Acc or generate 0.42% return on investment over 30 days. Waverton Global Bond I EUR Hedge Acc is generating 0.1393% of daily returns and assumes 0.2413% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than Waverton Global Bond 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, Waverton Global Bond is expected to generate 0.12 times more return on investment than the market. However, the company is 8.39 times less risky than the market. It trades about 0.58 of its potential returns per unit of risk. The DOW is currently generating roughly -0.02 per unit of risk.

Waverton Global Current Valuation

Not valued
January 17, 2019
9.61
Market Value
0.00
Real Value
Target Odds
Odds Odds
0.00
Upside
Waverton Global is Unknown risk asset. Waverton Global Bond prevalent Real Value cannot be determined due to lack of data. The last-minute price of Waverton Global Bond is €9.61. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Waverton Global Bond from examining fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage to purchase undervalued securities and to sell overvalued securities since at some point equities prices and their ongoing real values will grow together.

Waverton Global Market Risk Analysis

Sharpe Ratio = 0.5774
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Waverton Global Relative Performance Indicators

Estimated Market Risk
 0.24
  actual daily
 
 2 %
of total potential
 
2
Expected Return
 0.14
  actual daily
 
 2 %
of total potential
 
2
Risk-Adjusted Return
 0.58
  actual daily
 
 38 %
of total potential
 
38
Based on monthly moving average Waverton Global 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 Waverton Global by adding it to a well-diversified portfolio.

Waverton Global Performance Rating

Waverton Global Bond I EUR Hedge Acc Risk Adjusted Performance Analysis

38

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Waverton Global Bond I EUR Hedge Acc are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

Waverton Global Alerts

Equity Alerts and Improvement Suggestions

Waverton Global Bond is not yet fully synchronised with the market data
The fund retains about 19.54% of its assets under management (AUM) in cash

Waverton Global Performance Indicators

Waverton Global Bond Basic Price Performance Measures

Fifty Two Week Low9.6170
Fifty Two Week High9.6170
Please also check Risk vs Return Analysis. Please also try Pattern Recognition module to use different pattern recognition models to time the market across multiple global exchanges.
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