Delaware Invmts (Ireland) Risk Analysis And Volatility Evaluation

F0000020X6 -- Ireland Fund  

USD 12.06  0.03  0.25%

Macroaxis considers Delaware Invmts unknown risk given 1 month investment horizon. Delaware Invmts Em secures Sharpe Ratio (or Efficiency) of 0.2896 which denotes Delaware Invmts Em had 0.2896% of return per unit of risk over the last 1 month. Our philosophy towards predicting volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. By reviewing Delaware Invmts Em technical indicators you can presently evaluate if the expected return of 0.6% is justified by implied risk. Please utilize Delaware Invmts Em to check if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

Delaware Invmts Em Technical Analysis

Transformation
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Delaware Invmts Projected Return Density Against Market

Assuming 30 trading days horizon, Delaware Invmts has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Delaware Invmts are completely uncorrelated. Furthermore, Delaware Invmts Em Mkts F USD AccIt does not look like Delaware Invmts alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Delaware Invmts is 345.28. The daily returns are destributed with a variance of 4.29 and standard deviation of 2.07. The mean deviation of Delaware Invmts Em Mkts F USD Acc is currently at 1.64. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=2.07
Ir
Information ratio =0.00

Delaware Invmts Return Volatility

Delaware Invmts Em Mkts F USD Acc accepts 2.0719% volatility on return distribution over the 30 days horizon. DOW inherits 1.0635% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Delaware Invmts Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Delaware Invmts Investment Opportunity

Delaware Invmts Em Mkts F USD Acc has a volatility of 2.07 and is 1.95 times more volatile than DOW. 18% of all equities and portfolios are less risky than Delaware Invmts. Compared to the overall equity markets, volatility of historical daily returns of Delaware Invmts Em Mkts F USD Acc is lower than 18 (%) of all global equities and portfolios over the last 30 days.

Delaware Invmts Volatility Indicators

Delaware Invmts Em Mkts F USD Acc Current Risk Indicators

Additionally see Investing Opportunities. Please also try Pattern Recognition module to use different pattern recognition models to time the market across multiple global exchanges.
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