GLG MAN (Ireland) Risk Analysis And Volatility Evaluation

11048790 -- Ireland Fund  

USD 105.48  2.97  2.90%

Our approach to determining volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for GLG MAN DNHUSD which you can use to evaluate future volatility of the entity. Please check out GLG MAN Market Risk Adjusted Performance of 0.0239 and Risk Adjusted Performance of 0.0108 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

GLG MAN Market Sensitivity

As returns on market increase, GLG MAN returns are expected to increase less than the market. However during bear market, the loss on holding GLG MAN will be expected to be smaller as well.
One Month Beta |Analyze GLG MAN DNHUSD Demand Trend
Check current 30 days GLG MAN correlation with market (DOW)
β = 0.0806
GLG MAN Small BetaGLG MAN DNHUSD Beta Legend

GLG MAN DNHUSD Technical Analysis

Transformation
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GLG MAN Projected Return Density Against Market

Assuming 30 trading days horizon, GLG MAN has beta of 0.0806 . This suggests as returns on market go up, GLG MAN average returns are expected to increase less than the benchmark. However during bear market, the loss on holding GLG MAN DNHUSD will be expected to be much smaller as well. Moreover, GLG MAN DNHUSD has an alpha of 0.015 implying that it can potentially generate 0.015% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.015
β
Beta against DOW=0.08
σ
Overall volatility
=0.00
Ir
Information ratio =0.11

GLG MAN Return Volatility

GLG MAN DNHUSD accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.088% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

GLG MAN Investment Opportunity

DOW has a standard deviation of returns of 1.09 and is 9.223372036854776E16 times more volatile than GLG MAN DNHUSD. 0% of all equities and portfolios are less risky than GLG MAN. Compared to the overall equity markets, volatility of historical daily returns of GLG MAN DNHUSD is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GLG MAN DNHUSD to enhance returns of your portfolios. The fund experiences unexpected upward trend. Watch out for market signals. Check odds of GLG MAN to be traded at $126.58 in 30 days. As returns on market increase, GLG MAN returns are expected to increase less than the market. However during bear market, the loss on holding GLG MAN will be expected to be smaller as well.

GLG MAN correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding GLG MAN DNHUSD and equity matching DJI index in the same portfolio.

GLG MAN Volatility Indicators

GLG MAN DNHUSD Current Risk Indicators

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