Salar A1 (Ireland) Risk Analysis And Volatility Evaluation

F000003W7V -- Ireland Fund  

 155.33  0.17  0.11%

Our philosophy towards measuring 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 technical indicators for Salar A1 USD which you can use to evaluate future volatility of the fund. Please validate Salar A1 Downside Deviation of 0.0764, Standard Deviation of 0.0951 and Risk Adjusted Performance of 0.2226 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Salar A1 Market Sensitivity

As returns on market increase, Salar A1 returns are expected to increase less than the market. However during bear market, the loss on holding Salar A1 will be expected to be smaller as well.
One Month Beta |Analyze Salar A1 USD Demand Trend
Check current 30 days Salar A1 correlation with market (DOW)
β = 0.0448
Salar A1 Small BetaSalar A1 USD Beta Legend

Salar A1 USD Technical Analysis

Transformation
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Salar A1 Projected Return Density Against Market

Assuming 30 trading days horizon, Salar A1 has beta of 0.0448 suggesting as returns on market go up, Salar A1 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Salar A1 USD will be expected to be much smaller as well. Moreover, Salar A1 USD has an alpha of 0.0355 implying that it can potentially generate 0.0355% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0355
β
Beta against DOW=0.0448
σ
Overall volatility
=0.00
Ir
Information ratio =1.12

Salar A1 Return Volatility

Salar A1 USD accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4541% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Salar A1 Investment Opportunity

DOW has a standard deviation of returns of 0.45 and is 9.223372036854776E16 times more volatile than Salar A1 USD. 0% of all equities and portfolios are less risky than Salar A1. Compared to the overall equity markets, volatility of historical daily returns of Salar A1 USD is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Salar A1 USD to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Salar A1 to be traded at 163.1 in 30 days. As returns on market increase, Salar A1 returns are expected to increase less than the market. However during bear market, the loss on holding Salar A1 will be expected to be smaller as well.

Salar A1 correlation with market

Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding Salar A1 USD and equity matching DJI index in the same portfolio.

Salar A1 Volatility Indicators

Salar A1 USD Current Risk Indicators

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