GAM Star (Ireland) Risk Analysis And Volatility Evaluation

F00000GX6O -- Ireland Fund  

EUR 26.04  0.06  0.23%

Macroaxis considers GAM Star to be unknown risk. GAM Star European holds Efficiency (Sharpe) Ratio of -0.5774 which attests that GAM Star European had -0.5774% 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 European 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 European Technical Analysis

Transformation
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GAM Star Projected Return Density Against Market

Assuming 30 trading days horizon, GAM Star has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and GAM Star are completely uncorrelated. Furthermore, GAM Star European Equity EUR Acc InstlIt does not look like GAM Star alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of GAM Star is -173.21. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.04. The mean deviation of GAM Star European Equity EUR Acc Instl is currently at 0.03. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.0443
Ir
Information ratio =0.00

GAM Star Return Volatility

GAM Star European Equity EUR Acc Instl accepts 0.0443% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% 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

DOW has a standard deviation of returns of 1.08 and is 27.0 times more volatile than GAM Star European Equity EUR Acc Instl. 0% 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 European Equity EUR Acc Instl is lower than 0 (%) of all global equities and portfolios over the last 30 days.

GAM Star Volatility Indicators

GAM Star European Equity EUR Acc Instl Current Risk Indicators

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