TRD FC (Ireland) Risk Analysis And Volatility Evaluation

1587046 -- Ireland Fund  

EUR 39.91  2.10  5.55%

Our approach towards measuring 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 TRD FC EM EUR A which you can use to evaluate future volatility of the fund. Please validate TRD FC to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

TRD FC EM Technical Analysis

Transformation
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TRD FC Projected Return Density Against Market

Assuming 30 trading days horizon, TRD FC has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and TRD FC are completely uncorrelated. Furthermore, TRD FC EM EUR AIt does not look like TRD FC alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

TRD FC Return Volatility

TRD FC EM EUR A accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0379% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

TRD FC Investment Opportunity

DOW has a standard deviation of returns of 1.04 and is 9.223372036854776E16 times more volatile than TRD FC EM EUR A. 0% of all equities and portfolios are less risky than TRD FC. Compared to the overall equity markets, volatility of historical daily returns of TRD FC EM EUR A is lower than 0 (%) of all global equities and portfolios over the last 30 days.

TRD FC Volatility Indicators

TRD FC EM EUR A Current Risk Indicators

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