GAM Star (Ireland) Risk Analysis And Volatility

F00000QIGC -- Ireland Fund  

USD 15.09  0.00  0.00%

Macroaxis considers GAM Star unknown risk given 2 months investment horizon. GAM Star Global holds Efficiency (Sharpe) Ratio of 0.5774 which attests that the fund had 0.5774% of return per unit of risk over the last 2 months. Our approach towards determining volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. By inspecting GAM Star Global technical indicators you can right now evaluate if the expected return of 0.6302% is justified by implied risk. Please utilize GAM Star to validate if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

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 0.0 suggesting the returns on DOW and GAM Star do not appear to be highly reactive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of GAM Star is 173.21. The daily returns are destributed with a variance of 1.19 and standard deviation of 1.09. The mean deviation of GAM Star Global Quality Instl USD Acc is currently at 0.84. For similar time horizon, the selected benchmark (DOW) has volatility of 1.94
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=1.09
Ir
Information ratio =0.00

GAM Star Return Volatility

the fund accepts 1.0915% volatility on return distribution over the 30 days horizon. the entity inherits 1.9932% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

GAM Star Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

GAM Star Investment Opportunity

DOW has a standard deviation of returns of 1.99 and is 1.83 times more volatile than GAM Star Global Quality Instl USD Acc. 9% 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 Quality Instl USD Acc is lower than 9 (%) of all global equities and portfolios over the last 30 days.

GAM Star Volatility Indicators

GAM Star Global Quality Instl USD Acc Current Risk Indicators

Additionally see Investing Opportunities. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
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