Man GLG (Ireland) Manager Performance Evaluation

IE00BWBSFJ00 -- Ireland Fund  

EUR 114.13  0.78  0.69%

The fund secures Beta (Market Risk) of 0.0783 which conveys that as returns on market increase, Man GLG returns are expected to increase less than the market. However during bear market, the loss on holding Man GLG will be expected to be smaller as well.. Although it is extremely important to respect Man GLG Eurp price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating 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 analyzing Man GLG Eurp technical indicators you can presently evaluate if the expected return of 0.0099% will be sustainable into the future.
Horizon     30 Days    Login   to change

Man GLG Eurp Relative Risk vs. Return Landscape

If you would invest  11,409  in Man GLG Eurp Mid Cap Eq Alt IN Acc on August 24, 2018 and sell it today you would earn a total of  4.00  from holding Man GLG Eurp Mid Cap Eq Alt IN Acc or generate 0.04% return on investment over 30 days. Man GLG Eurp Mid Cap Eq Alt IN Acc is generating 0.0099% of daily returns and assumes 0.5458% volatility on return distribution over the 30 days horizon. Simply put, 4% of equities are less volatile than Man GLG Eurp Mid Cap Eq Alt IN 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, Man GLG Eurp Mid Cap Eq Alt IN Acc is expected to generate 17.57 times less return on investment than the market. In addition to that, the company is 1.22 times more volatile than its market benchmark. It trades about 0.02 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.39 per unit of volatility.

Man GLG Current Valuation

Not valued
September 23, 2018
114.13
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Man GLG is Unknown risk asset. Man GLG Eurp last-minute Real Value cannot be determined due to lack of data. The latest price of Man GLG Eurp is €114.13. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. Macroaxis essentially forecasts value of Man GLG Eurp from analyzing the organization technical indicators and Probability Of Bankruptcy. In general, we recommend to purchase undervalued stocks and to get rid of overvalued stocks since at some point entities prices and their ongoing real values will merge together.

Man GLG Market Risk Analysis

Sharpe Ratio = 0.0181
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Man GLG Relative Performance Indicators

Estimated Market Risk
 0.55
  actual daily
 
 95 %
of total potential
  
Expected Return
 0.01
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.02
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Man GLG is performing at about 1% 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 Man GLG by adding it to a well-diversified portfolio.

Man GLG Performance Rating

Man GLG Eurp Mid Cap Eq Alt IN Acc Risk Adjusted Performance Analysis

1 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Man GLG Eurp Mid Cap Eq Alt IN Acc are ranked lower than 1 (%) of all funds and portfolios of funds over the last 30 days.

Man GLG Performance Indicators

Man GLG Eurp Basic Price Performance Measures

Fifty Two Week Low102.4500
Fifty Two Week High102.4500
Annual Report Expense Ratio0.00%
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