Thornburg Developing (Ireland) Risk Analysis And Volatility Evaluation

F00000S50U -- Ireland Fund  

USD 10.84  0.16  1.50%

Our philosophy towards measuring 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 Thornburg Developing World I USD Acc which you can use to evaluate future volatility of the fund. Please validate Thornburg Developing Coefficient Of Variation of 362.35 and Risk Adjusted Performance of 0.01 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Thornburg Developing Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Thornburg Developing has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Thornburg Developing are completely uncorrelated. Furthermore, Thornburg Developing World I USD AccIt does not look like Thornburg Developing alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

Thornburg Developing World I USD Acc accepts 0.0% 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

Thornburg Developing Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Thornburg Developing Investment Opportunity
Thornburg Developing World I USD Acc has the same returns volatility as DOW considering given time horizon. 0% of all equities and portfolios are less risky than Thornburg Developing. Compared to the overall equity markets, volatility of historical daily returns of Thornburg Developing World I USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.
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