Acadian Diversified (Ireland) Manager Performance Evaluation

IE00BYX4H503 -- Ireland Fund  

GBp 957.00  3.00  0.31%

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 Landscape

If 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 (%) 
      Risk (%) 
Assuming 30 trading days horizon, Acadian Diversified Alpha UCITS F Acc is expected to generate 0.7 times more return on investment than the market. However, the company is 1.43 times less risky than the market. It trades about 0.21 of its potential returns per unit of risk. The DOW is currently generating roughly -0.11 per unit of risk.

Acadian Diversified Current Valuation

Not valued
December 15, 2018
957.00
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;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
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Acadian Diversified Relative Performance Indicators

Estimated Market Risk
 0.9
  actual daily
 
 8 %
of total potential
 
8
Expected Return
 0.19
  actual daily
 
 3 %
of total potential
 
3
Risk-Adjusted Return
 0.21
  actual daily
 
 14 %
of total potential
 
14
Based on monthly moving average Acadian Diversified is performing at about 14% 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

14

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 14 (%) of all funds and portfolios of funds over the last 30 days.

Acadian Diversified Alerts

Equity Alerts and Improvement Suggestions

Acadian Diversified is not yet fully synchronised with the market data
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
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