Delaware Inv (Ireland) Risk Analysis And Volatility

F0000020WU -- Ireland Fund  

USD 9.68  1.02  0.10%

Macroaxis considers Delaware Inv to be unknown risk. Delaware Inv Global secures Sharpe Ratio (or Efficiency) of -0.5774 which denotes the fund had -0.5774% of return per unit of risk over the last 2 months. Macroaxis philosophy towards predicting 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. Delaware Inv Global Value F USD exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Delaware Inv Global Mean Deviation of 0.4216 and Coefficient Of Variation of (4,527) to check risk estimate we provide.
Horizon     30 Days    Login   to change

Delaware Inv Market Sensitivity

As returns on market increase, returns on owning Delaware Inv are expected to decrease at a much smaller rate. During bear market, Delaware Inv is likely to outperform the market.
2 Months Beta |Analyze Delaware Inv Global Demand Trend
Check current 30 days Delaware Inv correlation with market (DOW)
β = -0.0171

Delaware Inv Central Daily Price Deviation

Delaware Inv Global Technical Analysis

Transformation
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Delaware Inv Projected Return Density Against Market

Assuming 30 trading days horizon, Delaware Inv Global Value F USD has beta of -0.0171 suggesting as returns on benchmark increase, returns on holding Delaware Inv are expected to decrease at a much smaller rate. During bear market, however, Delaware Inv Global Value F USD is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Delaware Inv Global is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Delaware Inv is -173.21. The daily returns are destributed with a variance of 13.97 and standard deviation of 3.74. The mean deviation of Delaware Inv Global Value F USD is currently at 2.88. For similar time horizon, the selected benchmark (DOW) has volatility of 1.94
α
Alpha over DOW
=0.03
β
Beta against DOW=0.02
σ
Overall volatility
=3.74
Ir
Information ratio =0.0353

Delaware Inv Return Volatility

the fund accepts 3.7374% volatility on return distribution over the 30 days horizon. the entity inherits 1.9716% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Delaware Inv Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Delaware Inv Investment Opportunity

Delaware Inv Global Value F USD has a volatility of 3.74 and is 1.9 times more volatile than DOW. 33% of all equities and portfolios are less risky than Delaware Inv. Compared to the overall equity markets, volatility of historical daily returns of Delaware Inv Global Value F USD is lower than 33 (%) of all global equities and portfolios over the last 30 days. Use Delaware Inv Global Value F USD to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Delaware Inv to be traded at $9.58 in 30 days. . As returns on market increase, returns on owning Delaware Inv are expected to decrease at a much smaller rate. During bear market, Delaware Inv is likely to outperform the market.

Delaware Inv correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Delaware Inv Global Value F US and equity matching DJI index in the same portfolio.

Delaware Inv Volatility Indicators

Delaware Inv Global Value F USD Current Risk Indicators

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