Delaware Inv (Ireland) Risk Analysis And Volatility Evaluation

F0000020WU -- Ireland Fund  

USD 11.45  0.01  0.09%

Macroaxis considers Delaware Inv to be unknown risk. Delaware Inv Global secures Sharpe Ratio (or Efficiency) of -0.7071 which denotes Delaware Inv Global had -0.7071% of return per unit of risk over the last 1 month. 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 Coefficient Of Variation of 9150.96 and Mean Deviation of 0.1776 to check risk estimate we provide.
 Time Horizon     30 Days    Login   to change

Delaware Inv Global Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Delaware Inv has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Delaware Inv are completely uncorrelated. Furthermore, Delaware Inv Global Value F USDIt does not look like Delaware Inv alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Delaware Inv is -141.42. The daily returns are destributed with a variance of 0.18 and standard deviation of 0.43. The mean deviation of Delaware Inv Global Value F USD is currently at 0.3. 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
=0.43
Ir
Information ratio =0.00

Actual Return Volatility

Delaware Inv Global Value F USD accepts 0.4296% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Delaware Inv Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Delaware Inv Investment Opportunity
Delaware Inv Global Value F USD has a volatility of 0.43 and is 9.223372036854776E16 times more volatile than DOW. 3% 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 3 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Delaware Inv Current Risk Indicators
Additionally see Investing Opportunities. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.