Our philosophy towards measuring 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 Trojan Income Feeder O EUR Acc which you can use to evaluate future volatility of the fund. Please validate Trojan Income Risk Adjusted Performance of 0.0871 and Coefficient Of Variation of 831.44 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Trojan Income Market Sensitivity
|As returns on market increase, Trojan Income returns are expected to increase less than the market. However during bear market, the loss on holding Trojan Income will be expected to be smaller as well. 2 Months Beta |Analyze Trojan Income Feeder Demand TrendCheck current 30 days Trojan Income correlation with market (DOW)|
β = 0.6452
Trojan Income Central Daily Price Deviation
Trojan Income Feeder Technical Analysis
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Trojan Income Projected Return Density Against MarketAssuming 30 trading days horizon, Trojan Income has beta of 0.6452 suggesting as returns on market go up, Trojan Income average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Trojan Income Feeder O EUR Acc will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0566 implying that it can potentially generate 0.0566% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.06|
|Beta against DOW||=||0.65|
Trojan Income Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6692% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 0.67 and is 9.223372036854776E16 times more volatile than Trojan Income Feeder O EUR Acc. 0% 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 0 (%) of all global equities and portfolios over the last 30 days. Use Trojan Income Feeder O EUR Acc to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Trojan Income to be traded at 1.2576 in 30 days. . As returns on market increase, Trojan Income returns are expected to increase less than the market. However during bear market, the loss on holding Trojan Income will be expected to be smaller as well.
Trojan Income correlation with market