TRD FC (Ireland) Risk Analysis And Volatility Evaluation

1587046 -- Ireland Fund  

EUR 39.91  2.10  5.55%

TRD FC is unknown risk given 1 month investment horizon. TRD FC EM owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.4472 which indicates TRD FC EM had 0.4472% of return per unit of volatility over the last 1 month. Our approach towards measuring risk of a fund is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.1108% are justified by taking the suggested risk. Use TRD FC EM to evaluate company specific risk that cannot be diversified away.
 Time Horizon     30 Days    Login   to change

TRD FC EM Technical Analysis

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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 
Assuming 30 trading days horizon, the coefficient of variation of TRD FC is 223.61. The daily returns are destributed with a variance of 6.17 and standard deviation of 2.48. The mean deviation of TRD FC EM EUR A is currently at 1.78. For similar time horizon, the selected benchmark (DOW) has volatility of 0.49
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

Actual Return Volatility

TRD FC EM EUR A accepts 2.4839% volatility on return distribution over the 30 days horizon. DOW inherits 0.5525% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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Investment Outlook

TRD FC Investment Opportunity
TRD FC EM EUR A has a volatility of 2.48 and is 4.51 times more volatile than DOW. 22% 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 22 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

TRD FC Current Risk Indicators
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