Delaware Inv (Ireland) Risk Analysis And Volatility Evaluation

F0000020WU -- Ireland Fund  

USD 10.67  0.48  4.30%

Macroaxis considers Delaware Inv to be unknown risk. Delaware Inv Global secures Sharpe Ratio (or Efficiency) of -0.3448 which denotes Delaware Inv Global had -0.3448% 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 727.73 and Mean Deviation of 0.5145 to check risk estimate we provide.
Horizon     30 Days    Login   to change

Delaware Inv Market Sensitivity

As returns on market increase, Delaware Inv returns are expected to increase less than the market. However during bear market, the loss on holding Delaware Inv will be expected to be smaller as well.
One Month Beta |Analyze Delaware Inv Global Demand Trend
Check current 30 days Delaware Inv correlation with market (DOW)
β = 0.2044
Delaware Inv Small BetaDelaware Inv Global Beta Legend

Delaware Inv Global Technical Analysis

Transformation
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Delaware Inv Projected Return Density Against Market

Assuming 30 trading days horizon, Delaware Inv has beta of 0.2044 suggesting as returns on market go up, Delaware Inv average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Delaware Inv Global Value F USD will be expected to be much smaller as well. Additionally, Delaware Inv Global Value F USD has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Delaware Inv is -290.0. The daily returns are destributed with a variance of 6.53 and standard deviation of 2.55. The mean deviation of Delaware Inv Global Value F USD is currently at 1.56. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
α
Alpha over DOW
=0.11
β
Beta against DOW=0.20
σ
Overall volatility
=2.55
Ir
Information ratio =0.0272

Delaware Inv Return Volatility

Delaware Inv Global Value F USD accepts 2.5544% volatility on return distribution over the 30 days horizon. DOW inherits 1.0404% 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

Insignificant

Investment Outlook

Delaware Inv Investment Opportunity

Delaware Inv Global Value F USD has a volatility of 2.55 and is 2.45 times more volatile than DOW. 23% 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 23 (%) of all global equities and portfolios over the last 30 days. Use Delaware Inv Global Value F USD to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of Delaware Inv to be traded at $10.14 in 30 days. As returns on market increase, Delaware Inv returns are expected to increase less than the market. However during bear market, the loss on holding Delaware Inv will be expected to be smaller as well.

Delaware Inv correlation with market

Modest 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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