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 LandscapeIf 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 (%)
Old Mutual Current Valuation
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
Old Mutual Relative Performance Indicators
Estimated Market Risk
Risk-Adjusted Fund PerformanceCompared 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.
|The fund maintains about 59.16% of its assets in cash|
|Fifty Two Week Low||12.6227|
|Fifty Two Week High||13.0755|
|Annual Report Expense Ratio||3.74%|