JOHCM Global (Ireland) Risk Analysis And Volatility Evaluation

F0000027Q8 -- Ireland Fund  

 302.00  2.00  0.66%

Our philosophy in determining volatility of a fund is to use all available market data together with company 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%.
 Time Horizon     30 Days    Login   to change

JOHCM Global Select Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, JOHCM Global Select B GBP has beta of -0.0602 suggesting as returns on benchmark increase, returns on holding JOHCM Global are expected to decrease at a much smaller rate. During bear market, however, JOHCM Global Select B GBP is likely to outperform the market. 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 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.06
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

JOHCM Global Select B GBP accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5506% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

JOHCM Global Investment Opportunity
DOW has a standard deviation of returns of 0.55 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. Use JOHCM Global Select B GBP to protect against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of JOHCM Global to be traded at 295.96 in 30 days. As returns on market increase, returns on owning JOHCM Global are expected to decrease at a much smaller rate. During bear market, JOHCM Global is likely to outperform the market.

JOHCM Global correlation with market

Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding JOHCM Global Select B GBP and equity matching DJI index in the same portfolio.

Volatility Indicators

JOHCM Global Current Risk Indicators
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