GAM Star (Ireland) Risk Analysis And Volatility Evaluation

F000005IQ3 -- Ireland Fund  

USD 11.68  0.26  2.18%

Macroaxis considers GAM Star to be unknown risk. GAM Star Global holds Efficiency (Sharpe) Ratio of -0.3821 which attests that GAM Star Global had -0.3821% of return per unit of risk over the last 1 month. Macroaxis approach towards determining risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. GAM Star Global exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out GAM Star to validate risk estimate we provide.
Horizon     30 Days    Login   to change

GAM Star Market Sensitivity

As returns on market increase, GAM Star returns are expected to increase less than the market. However during bear market, the loss on holding GAM Star will be expected to be smaller as well.
One Month Beta |Analyze GAM Star Global Demand Trend
Check current 30 days GAM Star correlation with market (DOW)
β = 0.2781
GAM Star Small BetaGAM Star Global Beta Legend

GAM Star Global Technical Analysis

Transformation
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GAM Star Projected Return Density Against Market

Assuming 30 trading days horizon, GAM Star has beta of 0.2781 suggesting as returns on market go up, GAM Star average returns are expected to increase less than the benchmark. However during bear market, the loss on holding GAM Star Global Selector USD Acc will be expected to be much smaller as well. Additionally, GAM Star Global Selector USD Acc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of GAM Star is -261.74. The daily returns are destributed with a variance of 1.43 and standard deviation of 1.2. The mean deviation of GAM Star Global Selector USD Acc is currently at 0.87. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
α
Alpha over DOW
=0.26
β
Beta against DOW=0.28
σ
Overall volatility
=1.20
Ir
Information ratio =0.12

GAM Star Return Volatility

GAM Star Global Selector USD Acc accepts 1.1969% volatility on return distribution over the 30 days horizon. DOW inherits 1.0609% 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

Insignificant

Investment Outlook

GAM Star Investment Opportunity

GAM Star Global Selector USD Acc has a volatility of 1.2 and is 1.13 times more volatile than DOW. 10% 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 Global Selector USD Acc is lower than 10 (%) of all global equities and portfolios over the last 30 days. Use GAM Star Global Selector USD Acc to protect against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of GAM Star to be traded at $11.21 in 30 days. As returns on market increase, GAM Star returns are expected to increase less than the market. However during bear market, the loss on holding GAM Star will be expected to be smaller as well.

GAM Star correlation with market

Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding GAM Star Global Selector USD A and equity matching DJI index in the same portfolio.

GAM Star Volatility Indicators

GAM Star Global Selector USD Acc Current Risk Indicators

Additionally see Investing Opportunities. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
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