GAM Star (Ireland) Risk Analysis And Volatility Evaluation

F00000QH8U -- Ireland Fund  

GBp 1,004  1.00  0.1%

We consider GAM Star unknown risk. GAM Star Abs holds Efficiency (Sharpe) Ratio of 0.5 which attests that GAM Star Abs had 0.5% of return per unit of risk over the last 1 month. Our approach towards determining 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-one technical indicators for GAM Star Abs which you can use to evaluate future volatility of the entity. Please check out GAM Star to validate if risk estimate we provide are consistent with the epected return of 0.0499%.
 Time 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 Abs Demand Trend
Check current 30 days GAM Star correlation with market (DOW)
β = 0.0156
GAM Star Small BetaGAM Star Abs Beta Legend

GAM Star Abs Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Projected Return Density Against Market

Assuming 30 trading days horizon, GAM Star has beta of 0.0156 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 Abs Ret Bd Defender I will be expected to be much smaller as well. Additionally, GAM Star Abs Ret Bd Defender I 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 200.0. The daily returns are destributed with a variance of 0.01 and standard deviation of 0.1. The mean deviation of GAM Star Abs Ret Bd Defender I is currently at 0.07. For similar time horizon, the selected benchmark (DOW) has volatility of 0.55
α
Alpha over DOW
=0.04
β
Beta against DOW=0.0156
σ
Overall volatility
=0.1
Ir
Information ratio =0.8

Actual Return Volatility

GAM Star Abs Ret Bd Defender I accepts 0.0998% volatility on return distribution over the 30 days horizon. DOW inherits 0.5519% 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

Unaffected

Investment Outlook

GAM Star Investment Opportunity
DOW has a standard deviation of returns of 0.55 and is 5.5 times more volatile than GAM Star Abs Ret Bd Defender I. 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 Abs Ret Bd Defender I is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GAM Star Abs Ret Bd Defender I to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of GAM Star to be traded at p;1054.2 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

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding GAM Star Abs Ret Bd Defender I and equity matching DJI index in the same portfolio.
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