MetLife Balanced (Ireland) Risk Analysis And Volatility Evaluation

F0000044TI -- Ireland Fund  

GBp 217.00  1.00  0.46%

Our philosophy towards estimating 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 MetLife Balanced which you can use to evaluate future volatility of the organization. Please verify MetLife Balanced Mgd Port Intl Mean Deviation of 1.21 and Risk Adjusted Performance of 0.2589 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

MetLife Balanced Market Sensitivity

As returns on market increase, MetLife Balanced returns are expected to increase less than the market. However during bear market, the loss on holding MetLife Balanced will be expected to be smaller as well.
One Month Beta |Analyze MetLife Balanced Mgd Demand Trend
Check current 30 days MetLife Balanced correlation with market (DOW)
β = 0.1863

MetLife Balanced Central Daily Price Deviation

MetLife Balanced Mgd Technical Analysis

Transformation
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MetLife Balanced Projected Return Density Against Market

Assuming 30 trading days horizon, MetLife Balanced has beta of 0.1863 suggesting as returns on market go up, MetLife Balanced average returns are expected to increase less than the benchmark. However during bear market, the loss on holding MetLife Balanced Mgd Port Intl will be expected to be much smaller as well. Moreover, MetLife Balanced Mgd Port Intl has an alpha of 0.4404 implying that it can potentially generate 0.4404% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.44
β
Beta against DOW=0.19
σ
Overall volatility
=0.00
Ir
Information ratio =0.21

MetLife Balanced Return Volatility

MetLife Balanced Mgd Port Intl accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2197% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

MetLife Balanced Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

MetLife Balanced Investment Opportunity

DOW has a standard deviation of returns of 1.22 and is 9.223372036854776E16 times more volatile than MetLife Balanced Mgd Port Intl. 0% of all equities and portfolios are less risky than MetLife Balanced. Compared to the overall equity markets, volatility of historical daily returns of MetLife Balanced Mgd Port Intl is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use MetLife Balanced Mgd Port Intl to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of MetLife Balanced to be traded at p;214.83 in 30 days. As returns on market increase, MetLife Balanced returns are expected to increase less than the market. However during bear market, the loss on holding MetLife Balanced will be expected to be smaller as well.

MetLife Balanced correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding MetLife Balanced Mgd Port Intl and equity matching DJI index in the same portfolio.

MetLife Balanced Volatility Indicators

MetLife Balanced Mgd Port Intl Current Risk Indicators

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