Perkins US (Ireland) Risk Analysis And Volatility Evaluation

F00000NFBA -- Ireland Fund  

EUR 15.49  0.28  1.78%

Our philosophy towards forecasting 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 Perkins US Strategic which you can use to evaluate future volatility of the fund. Please check Perkins US Strategic Coefficient Of Variation of 408.83, Semi Deviation of 0.3655 and Risk Adjusted Performance of 0.3032 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Perkins US Market Sensitivity

As returns on market increase, Perkins US returns are expected to increase less than the market. However during bear market, the loss on holding Perkins US will be expected to be smaller as well.
2 Months Beta |Analyze Perkins US Strategic Demand Trend
Check current 30 days Perkins US correlation with market (DOW)
β = 0.0227

Perkins US Central Daily Price Deviation

Perkins US Strategic Technical Analysis

Transformation
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Perkins US Projected Return Density Against Market

Assuming 30 trading days horizon, Perkins US has beta of 0.0227 suggesting as returns on market go up, Perkins US average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Perkins US Strategic Value E EUR Acc Hdg will be expected to be much smaller as well. Moreover, Perkins US Strategic Value E EUR Acc Hdg has an alpha of 0.181 implying that it can potentially generate 0.181% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.18
β
Beta against DOW=0.0227
σ
Overall volatility
=0.00
Ir
Information ratio =0.29

Perkins US Return Volatility

Perkins US Strategic Value E EUR Acc Hdg accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.282% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Perkins US Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Perkins US Investment Opportunity

DOW has a standard deviation of returns of 1.28 and is 9.223372036854776E16 times more volatile than Perkins US Strategic Value E EUR Acc Hdg. 0% of all equities and portfolios are less risky than Perkins US. Compared to the overall equity markets, volatility of historical daily returns of Perkins US Strategic Value E EUR Acc Hdg is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Perkins US Strategic Value E EUR Acc Hdg to protect against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Perkins US to be traded at €15.03 in 30 days. As returns on market increase, Perkins US returns are expected to increase less than the market. However during bear market, the loss on holding Perkins US will be expected to be smaller as well.

Perkins US correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Perkins US Strategic Value E E and equity matching DJI index in the same portfolio.

Perkins US Volatility Indicators

Perkins US Strategic Value E EUR Acc Hdg Current Risk Indicators

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