Acadian Diversified (Ireland) Manager Performance Evaluation

IE00BYX4H503 -- Ireland Fund  

GBp 936.00  2.00  0.21%

The organization shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and Acadian Diversified are completely uncorrelated. Even though it is essential to pay attention to Acadian Diversified historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in foreseeing 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. Acadian Diversified Alpha UCITS F Acc exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Acadian Diversified Relative Risk vs. Return Landscape

If you would invest  95,600  in Acadian Diversified Alpha UCITS F Acc on September 17, 2018 and sell it today you would lose (2,000)  from holding Acadian Diversified Alpha UCITS F Acc or give up 2.09% of portfolio value over 30 days. Acadian Diversified Alpha UCITS F Acc is generating negative expected returns and assumes 0.6009% volatility on return distribution over the 30 days horizon. Simply put, 5% of equities are less volatile than Acadian Diversified Alpha UCITS F 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, Acadian Diversified Alpha UCITS F Acc is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.76 times less risky than the market. the firm trades about -0.39 of its potential returns per unit of risk. The DOW is currently generating roughly -0.05 of returns per unit of risk over similar time horizon.

Acadian Diversified Current Valuation

Not valued
October 17, 2018
936.00
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;936.0. 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 = -0.3878
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Acadian Diversified Relative Performance Indicators

Estimated Market Risk
 0.6
  actual daily
 
 95 %
of total potential
  
Expected Return
 -0.23
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.39
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Acadian Diversified 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 Acadian Diversified by adding it to a well-diversified portfolio.

Acadian Diversified Performance Rating

Acadian Diversified Alpha UCITS F Acc Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Acadian Diversified Alpha UCITS F Acc has generated negative risk-adjusted returns adding no value to fund investors.

Acadian Diversified Alerts

Equity Alerts and Improvement Suggestions

Acadian Diversified is not yet fully synchronised with the market data
Acadian Diversified generates negative expected return over the last 30 days
The fund retains about 50.77% of its assets under management (AUM) in cash

Acadian Diversified Performance Indicators

Acadian Diversified Basic Price Performance Measures

Fifty Two Week Low9.1400
Fifty Two Week High9.6660
Annual Report Expense Ratio0.00%
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