Gramercy Corp (Ireland) Manager Performance Evaluation

IE00BRCJF758 -- Ireland Fund  

USD 117.71  0.32  0.27%

The fund retains Market Volatility (i.e. Beta) of -0.1352 which attests that as returns on market increase, returns on owning Gramercy Corp are expected to decrease at a much smaller rate. During bear market, Gramercy Corp is likely to outperform the market.. Although it is vital to follow to Gramercy Corp Emerg current price history, it is good to be conservative about what you can actually do with the information regarding equity current price movements. The philosophy in 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 evaluating Gramercy Corp Emerg technical indicators you can presently evaluate if the expected return of 0.277% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Gramercy Corp Emerg Relative Risk vs. Return Landscape

If you would invest  11,674  in Gramercy Corp Emerg Mkt Dbt W I USD Acc on July 16, 2018 and sell it today you would earn a total of  97.00  from holding Gramercy Corp Emerg Mkt Dbt W I USD Acc or generate 0.83% return on investment over 30 days. Gramercy Corp Emerg Mkt Dbt W I USD Acc is generating 0.277% of daily returns and assumes 0.4797% volatility on return distribution over the 30 days horizon. Simply put, 4% of equities are less volatile than Gramercy Corp Emerg Mkt Dbt W I USD Acc and 95% 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, Gramercy Corp Emerg Mkt Dbt W I USD Acc is expected to generate 1.09 times more return on investment than the market. However, the company is 1.09 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 0.1 per unit of risk.

Gramercy Corp Current Valuation

Not valued
August 15, 2018
117.71
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Gramercy Corp is Unknown risk asset. Gramercy Corp Emerg regular Real Value cannot be determined due to lack of data. The prevalent price of Gramercy Corp Emerg is $117.71. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Gramercy Corp Emerg from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage to acquire undervalued assets and to sell overvalued assets since at some point stocks prices and their ongoing real values will come together.

Gramercy Corp Market Risk Analysis

Sharpe Ratio = 0.5774
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Gramercy Corp Relative Performance Indicators

Estimated Market Risk
 0.48
  actual daily
 
 96 %
of total potential
  
Expected Return
 0.28
  actual daily
 
 5 %
of total potential
  
Risk-Adjusted Return
 0.58
  actual daily
 
 38 %
of total potential
  
Based on monthly moving average Gramercy Corp 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 Gramercy Corp by adding it to a well-diversified portfolio.

Performance Rating

Gramercy Corp Emerg Mkt Dbt W I USD Acc Risk Adjusted Performance Analysis
38 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Gramercy Corp Emerg Mkt Dbt W I USD Acc are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

Gramercy Corp Alerts

Equity Alerts and Improvement Suggestions
The fund retains about 5.32% of its assets under management (AUM) in cash
Please also check Risk vs Return Analysis. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.