Trojan Income (Ireland) Risk Analysis And Volatility Evaluation

F00000SJ7U -- Ireland Fund  

EUR 1.45  0.02  1.36%

Macroaxis considers Trojan Income unknown risk given 1 month investment horizon. Trojan Income Feeder owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.2859 which indicates Trojan Income Feeder had 0.2859% of return per unit of risk over the last 1 month. 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. By inspecting Trojan Income Feeder technical indicators you can presently evaluate if the expected return of 0.7202% is justified by implied risk. Please operate Trojan Income Coefficient Of Variation of 463.57 and Risk Adjusted Performance of 0.01 to confirm if our risk estimates are consistent with your expectations.
 Time Horizon     30 Days    Login   to change

Trojan Income Feeder Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Trojan Income has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Trojan Income are completely uncorrelated. Furthermore, Trojan Income Feeder O EUR AccIt does not look like Trojan Income alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Trojan Income is 349.8. The daily returns are destributed with a variance of 6.35 and standard deviation of 2.52. The mean deviation of Trojan Income Feeder O EUR Acc is currently at 1.87. 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
=2.52
Ir
Information ratio =0.00

Actual Return Volatility

Trojan Income Feeder O EUR Acc accepts 2.5192% 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

Trojan Income Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Trojan Income Investment Opportunity
Trojan Income Feeder O EUR Acc has a volatility of 2.52 and is 9.223372036854776E16 times more volatile than DOW. 23% of all equities and portfolios are less risky than Trojan Income. Compared to the overall equity markets, volatility of historical daily returns of Trojan Income Feeder O EUR Acc is lower than 23 (%) of all global equities and portfolios over the last 30 days.
Additionally see Investing Opportunities. Please also try World Markets Correlation module to find global opportunities by holding instruments from different markets.