Waverton Global (Ireland) Manager Performance Evaluation

IE00BQ1KPV61 -- Ireland Fund  

EUR 9.95  0.02  0.20%

The entity maintains market beta of 0.0 which attests that the returns on MARKET and Waverton Global are completely uncorrelated. 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 0.0819% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Waverton Global Bond Relative Risk vs. Return Landscape

If you would invest  991.00  in Waverton Global Bond I EUR Hedge Acc on July 21, 2018 and sell it today you would earn a total of  4.00  from holding Waverton Global Bond I EUR Hedge Acc or generate 0.4% return on investment over 30 days. Waverton Global Bond I EUR Hedge Acc is generating 0.0819% of daily returns and assumes 0.5797% volatility on return distribution over the 30 days horizon. Simply put, 5% of equities are less volatile than Waverton Global Bond I EUR Hedge Acc 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, Waverton Global Bond I EUR Hedge Acc is expected to generate 1.45 times less return on investment than the market. In addition to that, the company is 1.03 times more volatile than its market benchmark. It trades about 0.14 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.21 per unit of volatility.

Waverton Global Current Valuation

Not valued
August 20, 2018
Market Value
Real Value
Target Odds
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 €9.95. 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 = 0.1414
Good Returns
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Waverton Global Relative Performance Indicators

Estimated Market Risk
  actual daily
 95 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 9 %
of total potential
Based on monthly moving average Waverton Global is performing at about 9% 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.

Performance Rating

Waverton Global Bond I EUR Hedge Acc Risk Adjusted Performance Analysis

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 9 (%) of all funds and portfolios of funds over the last 30 days.

Waverton Global Alerts

Equity Alerts and Improvement Suggestions
The fund retains about 19.54% of its assets under management (AUM) in cash
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