Old Mutual (Ireland) Manager Performance Evaluation

IE00BYVJRD56 -- Ireland Fund  

USD 9.79  0.72  6.85%

The fund holds Beta of -0.1219 which implies as returns on market increase, returns on owning Old Mutual are expected to decrease at a much smaller rate. During bear market, Old Mutual is likely to outperform the market.. Even though it is essential to pay attention to Old Mutual Gold current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis philosophy towards forecasting 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. Old Mutual Gold exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Old Mutual Gold Relative Risk vs. Return Landscape

If you would invest  1,069  in Old Mutual Gold Silver I USD Acc on November 11, 2018 and sell it today you would lose (90.00)  from holding Old Mutual Gold Silver I USD Acc or give up 8.42% of portfolio value over 30 days. Old Mutual Gold Silver I USD Acc is generating negative expected returns and assumes 4.8608% volatility on return distribution over the 30 days horizon. Simply put, 44% of equities are less volatile than Old Mutual Gold Silver I USD 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, Old Mutual Gold Silver I USD Acc is expected to under-perform the market. In addition to that, the company is 3.76 times more volatile than its market benchmark. It trades about -0.58 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.07 per unit of volatility.

Old Mutual Current Valuation

Not valued
December 11, 2018
9.79
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Old Mutual is Unknown risk asset. Old Mutual Gold recent Real Value cannot be determined due to lack of data. The prevailing price of Old Mutual Gold is $9.79. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. Macroaxis essentially determines value of Old Mutual Gold from analyzing the fund technical indicators and Probability Of Bankruptcy. In general, we support investing in undervalued entities and to dispose of overvalued entities since at some point stocks prices and their ongoing real values will merge together.

Old Mutual Market Risk Analysis

Sharpe Ratio = -0.5774
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Old Mutual Relative Performance Indicators

Estimated Market Risk
 4.86
  actual daily
 
 44 %
of total potential
 
44
Expected Return
 -2.81
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.58
  actual daily
 
 0 %
of total potential
 
0
Based on monthly moving average Old Mutual 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 Old Mutual by adding it to a well-diversified portfolio.

Old Mutual Performance Rating

Old Mutual Gold Silver I USD Acc Risk Adjusted Performance Analysis

0

Risk-Adjusted Fund Performance

Over the last 30 days Old Mutual Gold Silver I USD Acc has generated negative risk-adjusted returns adding no value to fund investors.

Old Mutual Alerts

Equity Alerts and Improvement Suggestions

Old Mutual Gold is not yet fully synchronised with the market data
Old Mutual Gold generates negative expected return over the last 30 days
Old Mutual Gold has high historical volatility and very poor performance

Old Mutual Performance Indicators

Old Mutual Gold Basic Price Performance Measures

Fifty Two Week Low11.5780
Fifty Two Week High13.0265
Annual Report Expense Ratio0.00%
Please also check Risk vs Return Analysis. Please also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
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