Sanlam FOUR (Ireland) Manager Performance Evaluation

IE00BZ0Y8793 -- Ireland Fund  

GBp 1,051  8.00  0.76%

The entity has beta of 0.0035 which indicates as returns on market increase, Sanlam FOUR returns are expected to increase less than the market. However during bear market, the loss on holding Sanlam FOUR will be expected to be smaller as well.. Even though it is essential to pay attention to Sanlam FOUR Multi current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring 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. Sanlam FOUR Multi Strat GBP A exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

Sanlam FOUR Multi Relative Risk vs. Return Landscape

If you would invest  105,800  in Sanlam FOUR Multi Strat GBP A on July 20, 2018 and sell it today you would lose (700.00)  from holding Sanlam FOUR Multi Strat GBP A or give up 0.66% of portfolio value over 30 days. Sanlam FOUR Multi Strat GBP A is generating negative expected returns and assumes 0.4639% volatility on return distribution over the 30 days horizon. Simply put, 4% of equities are less volatile than Sanlam FOUR Multi Strat GBP A 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, Sanlam FOUR Multi Strat GBP A is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.19 times less risky than the market. the firm trades about -0.24 of its potential returns per unit of risk. The DOW is currently generating roughly 0.2 of returns per unit of risk over similar time horizon.

Sanlam FOUR Current Valuation

Not valued
August 19, 2018
1,051
Market Value
0.00
Real Value
Target 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;1051.0. 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 = -0.2364
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Sanlam FOUR Relative Performance Indicators

Estimated Market Risk
 0.46
  actual daily
 
 96 %
of total potential
  
Expected Return
 -0.11
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.24
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Sanlam FOUR 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 Sanlam FOUR by adding it to a well-diversified portfolio.

Performance Rating

Sanlam FOUR Multi Strat GBP A Risk Adjusted Performance Analysis
0 

Risk-Adjusted Fund Performance

Over the last 30 days Sanlam FOUR Multi Strat GBP A has generated negative risk-adjusted returns adding no value to fund investors.

Sanlam FOUR Alerts

Equity Alerts and Improvement Suggestions
Sanlam FOUR Multi generates negative expected return over the last 30 days
The fund retains about 41.62% of its assets under management (AUM) in cash
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