Liontrust GF (Ireland) Risk Analysis And Volatility Evaluation

F00000VV78 -- Ireland Fund  

EUR 10.07  0.18  1.82%

Macroaxis considers Liontrust GF to be unknown risk. Liontrust GF Asia has Sharpe Ratio of -0.0593 which conveys that Liontrust GF Asia had -0.0593% of return per unit of risk over the last 1 month. Macroaxis philosophy towards estimating risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Liontrust GF exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Liontrust GF Asia Income A1 Mean Deviation of 0.3337 and Risk Adjusted Performance of 0.2405 to check out risk estimate we provide.
 Time Horizon     30 Days    Login   to change

Liontrust GF Market Sensitivity

As returns on market increase, Liontrust GF returns are expected to increase less than the market. However during bear market, the loss on holding Liontrust GF will be expected to be smaller as well.
One Month Beta |Analyze Liontrust GF Asia Demand Trend
Check current 30 days Liontrust GF correlation with market (DOW)
β = 0.1077
Liontrust GF Small BetaLiontrust GF Asia Beta Legend

Liontrust GF Asia Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Liontrust GF has beta of 0.1077 suggesting as returns on market go up, Liontrust GF average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Liontrust GF Asia Income A1 will be expected to be much smaller as well. Moreover, Liontrust GF Asia Income A1 has an alpha of 0.1769 implying that it can potentially generate 0.1769% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Liontrust GF is -1685.5. The daily returns are destributed with a variance of 4.0 and standard deviation of 2.0. The mean deviation of Liontrust GF Asia Income A1 is currently at 1.37. For similar time horizon, the selected benchmark (DOW) has volatility of 0.59
α
Alpha over DOW
=0.18
β
Beta against DOW=0.11
σ
Overall volatility
=2.00
Ir
Information ratio =0.14

Actual Return Volatility

Liontrust GF Asia Income A1 accepts 2.0007% volatility on return distribution over the 30 days horizon. DOW inherits 0.5978% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Liontrust GF Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Liontrust GF Investment Opportunity
Liontrust GF Asia Income A1 has a volatility of 2.0 and is 3.33 times more volatile than DOW. 18% of all equities and portfolios are less risky than Liontrust GF. Compared to the overall equity markets, volatility of historical daily returns of Liontrust GF Asia Income A1 is lower than 18 (%) of all global equities and portfolios over the last 30 days. Use Liontrust GF Asia Income A1 to enhance returns of your portfolios. The fund experiences large bullish trend. Check odds of Liontrust GF to be traded at €11.08 in 30 days. As returns on market increase, Liontrust GF returns are expected to increase less than the market. However during bear market, the loss on holding Liontrust GF will be expected to be smaller as well.

Liontrust GF correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Liontrust GF Asia Income A1 and equity matching DJI index in the same portfolio.
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