DCI Glbl (Ireland) Risk Analysis And Volatility

F00000OC6V -- Ireland Fund  

EUR 110.25  0.42  0.38%

Our approach into predicting 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 DCI Glbl IG Corp Bd Sht Dur B Instl Acc which you can use to evaluate future volatility of the entity. Please confirm DCI Glbl IG Mean Deviation of 0.2003 to check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

DCI Glbl Market Sensitivity

As returns on market increase, returns on owning DCI Glbl are expected to decrease at a much smaller rate. During bear market, DCI Glbl is likely to outperform the market.
2 Months Beta |Analyze DCI Glbl IG Demand Trend
Check current 30 days DCI Glbl correlation with market (DOW)
β = -0.0488

DCI Glbl Central Daily Price Deviation

DCI Glbl IG Technical Analysis

Transformation
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DCI Glbl Projected Return Density Against Market

Assuming 30 trading days horizon, DCI Glbl IG Corp Bd Sht Dur B Instl Acc has beta of -0.0488 suggesting as returns on benchmark increase, returns on holding DCI Glbl are expected to decrease at a much smaller rate. During bear market, however, DCI Glbl IG Corp Bd Sht Dur B Instl Acc is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. DCI Glbl IG is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.04
β
Beta against DOW=0.05
σ
Overall volatility
=0.00
Ir
Information ratio =0.11

DCI Glbl Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6615% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

DCI Glbl Investment Opportunity

DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than DCI Glbl IG Corp Bd Sht Dur B Instl Acc. 0% of all equities and portfolios are less risky than DCI Glbl. Compared to the overall equity markets, volatility of historical daily returns of DCI Glbl IG Corp Bd Sht Dur B Instl Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use DCI Glbl IG Corp Bd Sht Dur B Instl Acc to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of DCI Glbl to be traded at €109.15 in 30 days. . As returns on market increase, returns on owning DCI Glbl are expected to decrease at a much smaller rate. During bear market, DCI Glbl is likely to outperform the market.

DCI Glbl correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding DCI Glbl IG Corp Bd Sht Dur B and equity matching DJI index in the same portfolio.

DCI Glbl Current Risk Indicators

DCI Glbl Suggested Diversification Pairs

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