Sanlam FOUR (Ireland) Manager Performance Evaluation

IE00BZ0Y8793 -- Ireland Fund  

GBp 1,038  3.00  0.29%

The entity has beta of 10.05 which indicates as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Sanlam FOUR will likely underperform. . Although it is extremely important to respect Sanlam FOUR Multi current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring 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 inspecting Sanlam FOUR Multi technical indicators you can presently evaluate if the expected return of 0.2179% will be sustainable into the future.
Horizon     30 Days    Login   to change

Sanlam FOUR Multi Relative Risk vs. Return Landscape

If you would invest  102,700  in Sanlam FOUR Multi Strat GBP A on December 17, 2018 and sell it today you would earn a total of  1,100  from holding Sanlam FOUR Multi Strat GBP A or generate 1.07% return on investment over 30 days. Sanlam FOUR Multi Strat GBP A is generating 0.2179% of daily returns and assumes 1.0807% volatility on return distribution over the 30 days horizon. Simply put, 9% of equities are less volatile than Sanlam FOUR Multi and 96% 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, Sanlam FOUR Multi is expected to generate 0.53 times more return on investment than the market. However, the company is 1.89 times less risky than the market. It trades about 0.2 of its potential returns per unit of risk. The DOW is currently generating roughly -0.03 per unit of risk.

Sanlam FOUR Current Valuation

Not valued
January 16, 2019
1,038
Market Value
0.00
Real Value
Target Odds
Odds Odds
0.00
Upside
Sanlam FOUR is Unknown risk asset. Sanlam FOUR Multi current Real Value cannot be determined due to lack of data. The regular price of Sanlam FOUR Multi is p;1038.0. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Sanlam FOUR Multi from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to buy undervalued stocks and to dispose of overvalued stocks since at some point securities prices and their ongoing real values will draw towards each other.

Sanlam FOUR Market Risk Analysis

Sharpe Ratio = 0.2016
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Sanlam FOUR Relative Performance Indicators

Estimated Market Risk
 1.08
  actual daily
 
 9 %
of total potential
 
9
Expected Return
 0.22
  actual daily
 
 4 %
of total potential
 
4
Risk-Adjusted Return
 0.2
  actual daily
 
 13 %
of total potential
 
13
Based on monthly moving average Sanlam FOUR is performing at about 13% 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 Sanlam FOUR by adding it to a well-diversified portfolio.

Sanlam FOUR Performance Rating

Sanlam FOUR Multi Strat GBP A Risk Adjusted Performance Analysis

13

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Sanlam FOUR Multi Strat GBP A are ranked lower than 13 (%) of all funds and portfolios of funds over the last 30 days.

Sanlam FOUR Alerts

Equity Alerts and Improvement Suggestions

Sanlam FOUR Multi is not yet fully synchronised with the market data
The fund retains about 41.62% of its assets under management (AUM) in cash

Sanlam FOUR Performance Indicators

Sanlam FOUR Multi Basic Price Performance Measures

Fifty Two Week Low10.3523
Fifty Two Week High10.5672
Please also check Risk vs Return Analysis. Please also try Instant Ratings module to determine any equity ratings based on digital recommendations. macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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