CR MAR (Ireland) Risk Analysis And Volatility Evaluation

4778476 -- Ireland Fund  

EUR 194.75  17.07  8.06%

Macroaxis considers CR MAR to be unknown risk. CR MAR II retains Efficiency (Sharpe Ratio) of -0.5 which signifies that CR MAR II had -0.5% of return per unit of price deviation over the last 1 month. Macroaxis way in which we are foreseeing risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. CR MAR exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm CR MAR II EUR A Standard Deviation of 4.82 and Coefficient Of Variation of 1,787 to double-check risk estimate we provide.
 Time Horizon     30 Days    Login   to change

CR MAR II Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, CR MAR has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and CR MAR are completely uncorrelated. Furthermore, CR MAR II EUR AIt does not look like CR MAR alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of CR MAR is -200.0. The daily returns are destributed with a variance of 16.24 and standard deviation of 4.03. The mean deviation of CR MAR II EUR A is currently at 3.02. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=4.03
Ir
Information ratio =0.00

Actual Return Volatility

CR MAR II EUR A accepts 4.0294% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
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Investment Outlook

CR MAR Investment Opportunity
CR MAR II EUR A has a volatility of 4.03 and is 9.223372036854776E16 times more volatile than DOW. 36% of all equities and portfolios are less risky than CR MAR. Compared to the overall equity markets, volatility of historical daily returns of CR MAR II EUR A is lower than 36 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

CR MAR Current Risk Indicators
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