Mercer Global (Ireland) Manager Performance Evaluation

IE00BWZMSB19 -- Ireland Fund  

USD 134.04  1.12  0.84%

The fund secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and Mercer Global are completely uncorrelated. Even though it is essential to pay attention to Mercer Global Small price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating 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. Mercer Global exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

Mercer Global Small Relative Risk vs. Return Landscape

If you would invest  13,410  in Mercer Global Small Cap Equity M 8 on July 21, 2018 and sell it today you would lose (6.00)  from holding Mercer Global Small Cap Equity M 8 or give up 0.04% of portfolio value over 30 days. Mercer Global Small Cap Equity M 8 is generating negative expected returns and assumes 0.5902% volatility on return distribution over the 30 days horizon. Simply put, 5% of equities are less volatile than Mercer Global Small Cap Equity M 8 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, Mercer Global Small Cap Equity M 8 is expected to under-perform the market. In addition to that, the company is 1.05 times more volatile than its market benchmark. It trades about 0.0 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.21 per unit of volatility.

Mercer Global Current Valuation

Not valued
August 20, 2018
134.04
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Mercer Global is Unknown risk asset. Mercer Global Small last-minute Real Value cannot be determined due to lack of data. The latest price of Mercer Global Small is $134.04. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Mercer Global Small from analyzing fund fundamentals and technical indicators as well as its 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.

Mercer Global Market Risk Analysis

Sharpe Ratio = -0.0036
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Mercer Global Relative Performance Indicators

Estimated Market Risk
 0.59
  actual daily
 
 95 %
of total potential
  
Expected Return
 0.0
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.0
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Mercer Global 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 Mercer Global by adding it to a well-diversified portfolio.

Performance Rating

Mercer Global Small Cap Equity M 8 Risk Adjusted Performance Analysis
0 

Risk-Adjusted Fund Performance

Over the last 30 days Mercer Global Small Cap Equity M 8 has generated negative risk-adjusted returns adding no value to fund investors.

Mercer Global Alerts

Equity Alerts and Improvement Suggestions
Mercer Global Small generates negative expected return over the last 30 days
The fund retains 96.38% of its assets under management (AUM) in equities
Please also check Risk vs Return Analysis. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.