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 extremely important to respect Acadian Diversified historical returns, it is better to be realistic regarding the information on 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 0.1917% will be sustainable into the future.
|Horizon||30 Days Login to change|
Acadian Diversified Relative Risk vs. Return LandscapeIf you would invest 93,800 in Acadian Diversified Alpha UCITS F Acc on November 15, 2018 and sell it today you would earn a total of 1,600 from holding Acadian Diversified Alpha UCITS F Acc or generate 1.71% return on investment over 30 days. Acadian Diversified Alpha UCITS F Acc is generating 0.1917% of daily returns and assumes 0.9007% volatility on return distribution over the 30 days horizon. Simply put, 8% of equities are less volatile than Acadian Diversified Alpha UCITS F Acc and 97% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Acadian Diversified Current Valuation
December 15, 2018
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;957.0. 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 = 0.2128
Acadian Diversified Relative Performance Indicators
Estimated Market Risk
Risk-Adjusted Fund PerformanceCompared to the overall equity markets, risk-adjusted returns on investments in Acadian Diversified Alpha UCITS F Acc are ranked lower than 14 (%) of all funds and portfolios of funds over the last 30 days.
|Fifty Two Week Low||9.1400|
|Fifty Two Week High||9.6660|