Old Mutual (Ireland) Manager Performance Evaluation

SKGJZ -- Ireland Fund  

USD 12.94  0.0039  0.0301%

The fund holds Beta of 0.0875 which implies as returns on market increase, Old Mutual returns are expected to increase less than the market. However during bear market, the loss on holding Old Mutual will be expected to be smaller as well. Although it is extremely important to respect Old Mutual Global current trending patterns, it is better to be realistic regarding the information on equity existing price patterns. The philosophy towards forecasting 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 Old Mutual Global technical indicators you can presently evaluate if the expected return of 0.0615% will be sustainable into the future.
Horizon     30 Days    Login   to change

Old Mutual Global Relative Risk vs. Return Landscape

If you would invest  1,261  in Old Mutual Global Bond C USD Acc on February 19, 2019 and sell it today you would earn a total of  33.39  from holding Old Mutual Global Bond C USD Acc or generate 2.65% return on investment over 30 days. Old Mutual Global Bond C USD Acc is generating 0.0615% of daily returns and assumes 0.3913% volatility on return distribution over the 30 days horizon. Simply put, 3% of equities are less volatile than Old Mutual 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, Old Mutual is expected to generate 2.15 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.62 times less risky than the market. It trades about 0.16 of its potential returns per unit of risk. The DOW is currently generating roughly 0.21 of returns per unit of risk over similar time horizon.

Old Mutual Current Valuation

Fairly Valued
March 21, 2019
12.94
Market Value
12.94
Real Value
Target Odds
Odds Odds
14.11
Upside
Old Mutual is not too risky asset. Old Mutual Global holds recent Real Value of $12.94 per share. The prevailing price of the fund is $12.94. At this time the fund appears to be fairly valued. We determine the value of Old Mutual Global from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we support investing in undervalued entities and to dispose of overvalued entities since at some point stocks prices and their ongoing real values will merge together.

Old Mutual Market Risk Analysis

Sharpe Ratio = 0.1573
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Old Mutual Relative Performance Indicators

Estimated Market Risk
 0.39
  actual daily
 
 3 %
of total potential
 
3
Expected Return
 0.06
  actual daily
 
 1 %
of total potential
 
1
Risk-Adjusted Return
 0.16
  actual daily
 
 10 %
of total potential
 
10
Based on monthly moving average Old Mutual is performing at about 10% 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 Old Mutual by adding it to a well-diversified portfolio.

Old Mutual Performance Rating

Old Mutual Global Bond C USD Acc Risk Adjusted Performance Analysis

10

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Old Mutual Global Bond C USD Acc are ranked lower than 10 (%) of all funds and portfolios of funds over the last 30 days.

Old Mutual Alerts

Equity Alerts and Improvement Suggestions

The fund maintains about 59.16% of its assets in cash

Old Mutual Performance Indicators

Old Mutual Global Basic Price Performance Measures

Fifty Two Week Low12.6227
Fifty Two Week High13.0755
Annual Report Expense Ratio3.74%
Also please take a look at World Market Map. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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