GAM Star (Ireland) Risk Analysis And Volatility Evaluation

F000003WVK -- Ireland Fund  

USD 20.56  0.30  1.44%

We consider GAM Star unknown risk. GAM Star China holds Efficiency (Sharpe) Ratio of 0.1104 which attests that GAM Star China had 0.1104% of return per unit of risk over the last 1 month. Our approach towards 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 GAM Star China which you can use to evaluate future volatility of the entity. Please check out GAM Star to validate if risk estimate we provide are consistent with the epected return of 0.1374%.
 Time Horizon     30 Days    Login   to change

GAM Star China Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, GAM Star has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and GAM Star are completely uncorrelated. Furthermore, GAM Star China Equity A USD AccIt does not look like GAM Star alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of GAM Star is 906.19. The daily returns are destributed with a variance of 1.55 and standard deviation of 1.24. The mean deviation of GAM Star China Equity A USD Acc is currently at 0.82. For similar time horizon, the selected benchmark (DOW) has volatility of 0.46
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=1.24
Ir
Information ratio =0.00

Actual Return Volatility

GAM Star China Equity A USD Acc accepts 1.2449% volatility on return distribution over the 30 days horizon. DOW inherits 0.4461% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

GAM Star Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

GAM Star Investment Opportunity
GAM Star China Equity A USD Acc has a volatility of 1.24 and is 2.76 times more volatile than DOW. 11% of all equities and portfolios are less risky than GAM Star. Compared to the overall equity markets, volatility of historical daily returns of GAM Star China Equity A USD Acc is lower than 11 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

GAM Star Current Risk Indicators
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