Payden USD (Ireland) Risk Analysis And Volatility Evaluation

F00000SGGM -- Ireland Fund  

USD 11.07  0.01  0.09%

We consider Payden USD unknown risk. Payden USD Low maintains Sharpe Ratio (i.e. Efficiency) of 7.0E-4 which implies Payden USD Low had 7.0E-4% of return per unit of risk over the last 1 month. 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 Payden USD Low which you can use to evaluate future volatility of the fund. Please check Payden USD Low Coefficient Of Variation of 291.53 and Risk Adjusted Performance of 0.01 to confirm if risk estimate we provide are consistent with the epected return of 1.0E-4%.
Horizon     30 Days    Login   to change

Payden USD Low Technical Analysis

Transformation
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Payden USD Projected Return Density Against Market

Assuming 30 trading days horizon, Payden USD has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Payden USD are completely uncorrelated. Furthermore, Payden USD Low Duration Credit USD AccIt does not look like Payden USD alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Payden USD is 147377.68. The daily returns are destributed with a variance of 0.02 and standard deviation of 0.15. The mean deviation of Payden USD Low Duration Credit USD Acc is currently at 0.09. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.15
Ir
Information ratio =0.00

Payden USD Return Volatility

Payden USD Low Duration Credit USD Acc accepts 0.1474% 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

Payden USD Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Payden USD Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 7.07 times more volatile than Payden USD Low Duration Credit USD Acc. 1% of all equities and portfolios are less risky than Payden USD. Compared to the overall equity markets, volatility of historical daily returns of Payden USD Low Duration Credit USD Acc is lower than 1 (%) of all global equities and portfolios over the last 30 days.

Payden USD Volatility Indicators

Payden USD Low Duration Credit USD Acc Current Risk Indicators

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