Allan Gray (South Africa) Manager Performance Evaluation
| 0P0000IQZV | 616.29 0.92 0.15% |
The fund shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Allan Gray's returns are expected to increase less than the market. However, during the bear market, the loss of holding Allan Gray is expected to be smaller as well.
Risk-Adjusted Performance
12 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Allan Gray Equity are ranked lower than 12 (%) of all funds and portfolios of funds over the last 90 days. Despite fairly strong basic indicators, Allan Gray is not utilizing all of its potentials. The current stock price confusion, may contribute to short-horizon losses for the traders.
...moreAllan |
Allan Gray Relative Risk vs. Return Landscape
If you would invest 58,751 in Allan Gray Equity on September 4, 2024 and sell it today you would earn a total of 2,878 from holding Allan Gray Equity or generate 4.9% return on investment over 90 days. Allan Gray Equity is generating 0.0783% of daily returns and assumes 0.4841% volatility on return distribution over the 90 days horizon. Simply put, 4% of funds are less volatile than Allan, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Allan Gray Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allan Gray's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Allan Gray Equity, and traders can use it to determine the average amount a Allan Gray's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1618
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| Cash | 0P0000IQZV | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.48 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Allan Gray is performing at about 12% 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 Allan Gray by adding it to a well-diversified portfolio.
Things to note about Allan Gray Equity performance evaluation
Checking the ongoing alerts about Allan Gray for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Allan Gray Equity help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Allan Gray's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Allan Gray's fund performance include:- Analyzing Allan Gray's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Allan Gray's stock is overvalued or undervalued compared to its peers.
- Examining Allan Gray's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Allan Gray's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Allan Gray's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Allan Gray's fund. These opinions can provide insight into Allan Gray's potential for growth and whether the stock is currently undervalued or overvalued.
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