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%.

60 Days Market Risk

Very steady

Chance of Distress in 24 months

Below average

60 Days Economic Sensitivity

Ignores market trends
Horizon     30 Days    Login   to change

JOHCM Global Select Technical Analysis

Transformation
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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 do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

JOHCM Global Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

JOHCM Global Investment Opportunity

DOW has a standard deviation of returns of 0.64 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 Current Risk Indicators

JOHCM Global Suggested Diversification Pairs

Additionally see Investing Opportunities. Please also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
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