JOHCM Global (Ireland) Risk Analysis And Volatility

F0000027Q8 -- Ireland Fund  

GBp 266.00  6.00  2.21%

Our philosophy in determining volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for JOHCM Global Select which you can use to evaluate future volatility of the entity. Please check out JOHCM Global to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

JOHCM Global Select Technical Analysis

We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

JOHCM Global Projected Return Density Against Market

Assuming 30 trading days horizon, JOHCM Global has beta of 0.0 suggesting the returns on DOW and JOHCM Global appear completely uncorrelated. Furthermore, JOHCM Global Select B GBPIt does not look like JOHCM Global alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

JOHCM Global Return Volatility

JOHCM Global Select B GBP accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 2.026% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

JOHCM Global Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity


Investment Outlook

JOHCM Global Investment Opportunity

DOW has a standard deviation of returns of 2.03 and is 9.223372036854776E16 times more volatile than JOHCM Global Select B GBP. 0% of all equities and portfolios are less risky than JOHCM Global. Compared to the overall equity markets, volatility of historical daily returns of JOHCM Global Select B GBP is lower than 0 (%) of all global equities and portfolios over the last 30 days.

JOHCM Global Volatility Indicators

JOHCM Global Select B GBP Current Risk Indicators

Additionally see Investing Opportunities. Please also try Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.