MetLife Balanced (Ireland) Risk Analysis And Volatility Evaluation

F0000044TI -- Ireland Fund  

GBp 224.00  6.00  2.61%

Our philosophy towards estimating 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 technical indicators for MetLife Balanced which you can use to evaluate future volatility of the organization. Please verify MetLife Balanced Mgd Port Intl Coefficient Of Variation of 469.2, Mean Deviation of 886.92 and Risk Adjusted Performance of 0.1256 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

MetLife Balanced Market Sensitivity

As returns on market increase, returns on owning MetLife Balanced are expected to decrease by larger amounts. On the other hand, during market turmoil, MetLife Balanced is expected to significantly outperform it.
One Month Beta |Analyze MetLife Balanced Mgd Demand Trend
Check current 30 days MetLife Balanced correlation with market (DOW)
β = -200.5246
MetLife Balanced Large Negative BetaMetLife Balanced Mgd Beta Legend

MetLife Balanced Mgd Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, MetLife Balanced Mgd Port Intl has beta of -200.5246 suggesting as returns on its benchmark rise, returns on holding MetLife Balanced Mgd Port Intl are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, MetLife Balanced is expected to outperform its benchmark. In addition to that, MetLife Balanced Mgd Port Intl has an alpha of 486.7254 implying that it can potentially generate 486.7254% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=486.73
β
Beta against DOW=200.52
σ
Overall volatility
=0.00
Ir
Information ratio =0.21

Actual Return Volatility

MetLife Balanced Mgd Port Intl accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.6629% 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

Unaffected

Investment Outlook

MetLife Balanced Investment Opportunity
DOW has a standard deviation of returns of 0.66 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 unexpected downward movement. The market is reacting to new fundamentals. Check odds of MetLife Balanced to be traded at p;215.04 in 30 days. As returns on market increase, returns on owning MetLife Balanced are expected to decrease by larger amounts. On the other hand, during market turmoil, MetLife Balanced is expected to significantly outperform it.

MetLife Balanced correlation with market

Good 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.
Additionally see Investing Opportunities. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.