Spinnaker Emerg (Ireland) Manager Performance Evaluation

IE00BXQ9NT15 -- Ireland Fund  

GBp 10,034  0.00  0.00%

The entity has beta of -268.343 which indicates as returns on market increase, returns on owning Spinnaker Emerg are expected to decrease by larger amounts. On the other hand, during market turmoil, Spinnaker Emerg is expected to significantly outperform it.. Although it is extremely important to respect Spinnaker Emerg Mkts current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring 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 inspecting Spinnaker Emerg Mkts technical indicators you can presently evaluate if the expected return of 0.07% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Spinnaker Emerg Mkts Relative Risk vs. Return Landscape

If you would invest  1,000,600  in Spinnaker Emerg Mkts Macro S1 GBP on June 23, 2018 and sell it today you would earn a total of  2,800  from holding Spinnaker Emerg Mkts Macro S1 GBP or generate 0.28% return on investment over 30 days. Spinnaker Emerg Mkts Macro S1 GBP is generating 0.07% of daily returns and assumes 0.1399% volatility on return distribution over the 30 days horizon. Simply put, 1% of equities are less volatile than Spinnaker Emerg Mkts Macro S1 GBP 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, Spinnaker Emerg Mkts Macro S1 GBP is expected to generate 1.69 times less return on investment than the market. But when comparing it to its historical volatility, the company is 3.66 times less risky than the market. It trades about 0.5 of its potential returns per unit of risk. The DOW is currently generating roughly 0.23 of returns per unit of risk over similar time horizon.

Spinnaker Emerg Current Valuation

Not valued
July 23, 2018
10,034
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Spinnaker Emerg is Unknown risk asset. Spinnaker Emerg Mkts current Real Value cannot be determined due to lack of data. The regular price of Spinnaker Emerg Mkts is p;10034.0. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. Macroaxis essentially measures value of Spinnaker Emerg Mkts from inspecting the fund technical indicators and Probability Of Bankruptcy. In general, we recommend to buy undervalued stocks and to dispose of overvalued stocks since at some point securities prices and their ongoing real values will draw towards each other.

Spinnaker Emerg Market Risk Analysis

Sharpe Ratio = 0.5
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Spinnaker Emerg Relative Performance Indicators

Estimated Market Risk
 0.14
  actual daily
 
 99 %
of total potential
  
Expected Return
 0.07
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.5
  actual daily
 
 33 %
of total potential
  
Based on monthly moving average Spinnaker Emerg is performing at about 33% 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 Spinnaker Emerg by adding it to a well-diversified portfolio.

Performance Rating

Spinnaker Emerg Mkts Macro S1 GBP Risk Adjusted Performance Analysis
33 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Spinnaker Emerg Mkts Macro S1 GBP are ranked lower than 33 (%) of all funds and portfolios of funds over the last 30 days.
Please also check Risk vs Return Analysis. Please also try ETF Directory module to find actively-traded exchange traded funds (etf) from around the world.
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