Hermes Global (Ireland) Manager Performance Evaluation

IE00BWTNM305 -- Ireland Fund  

USD 2.18  0.02  0.01%

The fund retains Market Volatility (i.e. Beta) of 0.0365 which attests that as returns on market increase, Hermes Global returns are expected to increase less than the market. However during bear market, the loss on holding Hermes Global will be expected to be smaller as well. Although it is extremely important to respect Hermes Global Emerging current price history, it is better to be realistic regarding the information on equity current price movements. 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 evaluating Hermes Global Emerging technical indicators you can presently evaluate if the expected return of 0.1215% will be sustainable into the future.
Horizon     30 Days    Login   to change

Hermes Global Emerging Relative Risk vs. Return Landscape

If you would invest  217.00  in Hermes Global Emerging Markets R USD on December 18, 2018 and sell it today you would earn a total of  1.00  from holding Hermes Global Emerging Markets R USD or generate 0.46% return on investment over 30 days. Hermes Global Emerging Markets R USD is generating 0.1215% of daily returns and assumes 1.3142% volatility on return distribution over the 30 days horizon. Simply put, 11% of equities are less volatile than Hermes Global 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, Hermes Global is expected to generate 0.66 times more return on investment than the market. However, the company is 1.52 times less risky than the market. It trades about 0.09 of its potential returns per unit of risk. The DOW is currently generating roughly -0.02 per unit of risk.

Hermes Global Current Valuation

Not valued
January 17, 2019
2.18
Market Value
0.00
Real Value
Target Odds
Odds Odds
0.00
Upside
Hermes Global is Unknown risk asset. Hermes Global Emerging regular Real Value cannot be determined due to lack of data. The prevalent price of Hermes Global Emerging is $2.18. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Hermes Global Emerging 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.

Hermes Global Market Risk Analysis

Sharpe Ratio = 0.0924
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Hermes Global Relative Performance Indicators

Estimated Market Risk
 1.31
  actual daily
 
 11 %
of total potential
 
11
Expected Return
 0.12
  actual daily
 
 2 %
of total potential
 
2
Risk-Adjusted Return
 0.09
  actual daily
 
 6 %
of total potential
 
6
Based on monthly moving average Hermes Global is performing at about 6% 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 Hermes Global by adding it to a well-diversified portfolio.

Hermes Global Performance Rating

Hermes Global Emerging Markets R USD Risk Adjusted Performance Analysis

6

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Hermes Global Emerging Markets R USD are ranked lower than 6 (%) of all funds and portfolios of funds over the last 30 days.

Hermes Global Alerts

Equity Alerts and Improvement Suggestions

Hermes Global is not yet fully synchronised with the market data
The fund retains 95.72% of its assets under management (AUM) in equities

Hermes Global Performance Indicators

Hermes Global Emerging Basic Price Performance Measures

Fifty Two Week Low1.5830
Fifty Two Week High1.5830
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