Colchester Lcl (Ireland) Manager Performance Evaluation

IE00BQZJ2B89 -- Ireland Fund  

USD 11.46  0.02  0.17%

The organization shows Beta (market volatility) of 0.0311 which signifies that as returns on market increase, Colchester Lcl returns are expected to increase less than the market. However during bear market, the loss on holding Colchester Lcl will be expected to be smaller as well.. Even though it is essential to pay attention to Colchester Lcl Mkts historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing 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. Colchester Lcl Mkts Rl Ret Bd B USDH Acc exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Colchester Lcl Mkts Relative Risk vs. Return Landscape

If you would invest  1,160  in Colchester Lcl Mkts Rl Ret Bd B USDH Acc on August 20, 2018 and sell it today you would lose (14.00)  from holding Colchester Lcl Mkts Rl Ret Bd B USDH Acc or give up 1.21% of portfolio value over 30 days. Colchester Lcl Mkts Rl Ret Bd B USDH Acc is generating negative expected returns and assumes 0.6968% volatility on return distribution over the 30 days horizon. Simply put, 6% of equities are less volatile than Colchester Lcl Mkts Rl Ret Bd B USDH 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, Colchester Lcl Mkts Rl Ret Bd B USDH Acc is expected to under-perform the market. In addition to that, the company is 1.79 times more volatile than its market benchmark. It trades about -0.58 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.23 per unit of volatility.

Colchester Lcl Current Valuation

Not valued
September 19, 2018
11.46
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Colchester Lcl is Unknown risk asset. Colchester Lcl Mkts prevailing Real Value cannot be determined due to lack of data. The current price of Colchester Lcl Mkts is $11.46. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Colchester Lcl Mkts from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to go long with undervalued instruments and to trade away overvalued instruments since at some point assets prices and their ongoing real values will blend.

Colchester Lcl Market Risk Analysis

Sharpe Ratio = -0.5774
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Colchester Lcl Relative Performance Indicators

Estimated Market Risk
 0.7
  actual daily
 
 94 %
of total potential
  
Expected Return
 -0.4
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.58
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Colchester Lcl 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 Colchester Lcl by adding it to a well-diversified portfolio.

Colchester Lcl Performance Rating

Colchester Lcl Mkts Rl Ret Bd B USDH Acc Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Colchester Lcl Mkts Rl Ret Bd B USDH Acc has generated negative risk-adjusted returns adding no value to fund investors.

Colchester Lcl Alerts

Equity Alerts and Improvement Suggestions

Colchester Lcl Mkts generates negative expected return over the last 30 days
The fund generated three year return of -1.0%
Colchester Lcl Mkts Rl Ret Bd B USDH Acc retains about 32.84% of its assets under management (AUM) in cash
Please also check Risk vs Return Analysis. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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