Trojan Income (Ireland) Risk Analysis And Volatility

F00000SJ7U -- Ireland Fund  

EUR 1.31  0.04  2.96%

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 Trend
Check current 30 days Trojan Income correlation with market (DOW)
β = 0.6452

Trojan Income Central Daily Price Deviation

Trojan Income Feeder Technical Analysis

Transformation
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Trojan Income Projected Return Density Against Market

Assuming 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 
      Returns 
α
Alpha over DOW
=0.06
β
Beta against DOW=0.65
σ
Overall volatility
=0.00
Ir
Information ratio =0.0005

Trojan Income Return Volatility

the 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.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Trojan Income Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Trojan Income Investment Opportunity

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

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding Trojan Income Feeder O EUR Acc and equity matching DJI index in the same portfolio.

Trojan Income Volatility Indicators

Trojan Income Feeder O EUR Acc Current Risk Indicators

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