Acadian Diversified (Ireland) Manager Performance Evaluation

IE00BYX4H503 -- Ireland Fund  

GBp 949.00  10.00  1.06%

The organization shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and Acadian Diversified are completely uncorrelated. Although it is vital to follow to Acadian Diversified historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy in foreseeing 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 analyzing Acadian Diversified technical indicators you can presently evaluate if the expected return of 0.3022% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Acadian Diversified Relative Risk vs. Return Landscape

If you would invest  92,100  in Acadian Diversified Alpha UCITS F Acc on July 19, 2018 and sell it today you would earn a total of  2,800  from holding Acadian Diversified Alpha UCITS F Acc or generate 3.04% return on investment over 30 days. Acadian Diversified Alpha UCITS F Acc is generating 0.3022% of daily returns and assumes 0.7109% volatility on return distribution over the 30 days horizon. Simply put, 6% of equities are less volatile than Acadian Diversified Alpha UCITS F Acc and 95% 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, Acadian Diversified Alpha UCITS F Acc is expected to generate 1.29 times more return on investment than the market. However, the company is 1.29 times more volatile than its market benchmark. It trades about 0.43 of its potential returns per unit of risk. The DOW is currently generating roughly 0.2 per unit of risk.

Acadian Diversified Current Valuation

Not valued
August 18, 2018
949.00
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Acadian Diversified is Unknown risk asset. Acadian Diversified prevailing Real Value cannot be determined due to lack of data. The current price of Acadian Diversified is p;949.0. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. Macroaxis normally approximates value of Acadian Diversified from analyzing the entity technical indicators and Probability Of Bankruptcy. In general, we favor to go long with undervalued instruments and to trade away overvalued instruments since at some point assets prices and their ongoing real values will blend.

Acadian Diversified Market Risk Analysis

Sharpe Ratio = 0.425
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Acadian Diversified Relative Performance Indicators

Estimated Market Risk
 0.71
  actual daily
 
 94 %
of total potential
  
Expected Return
 0.3
  actual daily
 
 5 %
of total potential
  
Risk-Adjusted Return
 0.43
  actual daily
 
 28 %
of total potential
  
Based on monthly moving average Acadian Diversified is performing at about 28% 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 Acadian Diversified by adding it to a well-diversified portfolio.

Performance Rating

Acadian Diversified Alpha UCITS F Acc Risk Adjusted Performance Analysis
28 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Acadian Diversified Alpha UCITS F Acc are ranked lower than 28 (%) of all funds and portfolios of funds over the last 30 days.

Acadian Diversified Alerts

Equity Alerts and Improvement Suggestions
The fund retains about 50.77% of its assets under management (AUM) in cash
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.