Graham Tactical (Ireland) Manager Performance Evaluation

The fund retains Market Volatility (i.e. Beta) of 0.0 which attests that the returns on MARKET and Graham Tactical are completely uncorrelated. Although it is vital to follow to Graham Tactical Trend current price history, it is good to be conservative about what you can actually do with the information regarding equity current price movements. The philosophy in 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. We have found twenty-one technical indicators for Graham Tactical Trend which you can use to evaluate performance of the entity.
Horizon     30 Days    Login   to change

Graham Tactical Trend Relative Risk vs. Return Landscape

If you would invest  993,300  in Graham Tactical Trend UCITS A on August 27, 2018 and sell it today you would earn a total of  15,900  from holding Graham Tactical Trend UCITS A or generate 1.6% return on investment over 30 days. Graham Tactical Trend UCITS A is generating 0.8004% of daily returns and assumes 1.1319% volatility on return distribution over the 30 days horizon. Simply put, 10% of equities are less volatile than Graham Tactical Trend UCITS A and 85% 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, Graham Tactical Trend UCITS A is expected to generate 2.52 times more return on investment than the market. However, the company is 2.52 times more volatile than its market benchmark. It trades about 0.71 of its potential returns per unit of risk. The DOW is currently generating roughly 0.18 per unit of risk.

Graham Tactical Current Valuation

Not valued
September 26, 2018
0.00
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Graham Tactical is Unknown risk asset. Graham Tactical Trend regular Real Value cannot be determined due to lack of data. The prevalent price of Graham Tactical Trend is p;0.0. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. Macroaxis normally calculates value of Graham Tactical Trend from evaluating the entity technical indicators and 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.

Graham Tactical Market Risk Analysis

Sharpe Ratio = 0.7071
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Graham Tactical Relative Performance Indicators

Estimated Market Risk
 1.13
  actual daily
 
 90 %
of total potential
  
Expected Return
 0.8
  actual daily
 
 15 %
of total potential
  
Risk-Adjusted Return
 0.71
  actual daily
 
 46 %
of total potential
  
Based on monthly moving average Graham Tactical is performing at about 46% 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 Graham Tactical by adding it to a well-diversified portfolio.

Graham Tactical Performance Rating

Graham Tactical Trend UCITS A Risk Adjusted Performance Analysis

46 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Graham Tactical Trend UCITS A are ranked lower than 46 (%) of all funds and portfolios of funds over the last 30 days.

Graham Tactical Alerts

Equity Alerts and Improvement Suggestions

Graham Tactical has some characteristics of a very speculative penny stock

Graham Tactical Performance Indicators

Graham Tactical Trend Basic Price Performance Measures

Fifty Two Week Low107.7380
Fifty Two Week High107.7380
Annual Report Expense Ratio0.00%
Please also check Risk vs Return Analysis. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
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