Colchester Global (Ireland) Risk Analysis And Volatility Evaluation

F00000WM2Q -- Ireland Fund  

SGD 11.26  0.00  0.00%

We consider Colchester Global unknown risk. Colchester Global Bond secures Sharpe Ratio (or Efficiency) of 0.252 which signifies that Colchester Global Bond had 0.252% of return per unit of risk over the last 2 months. Our philosophy towards foreseeing 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 Colchester Global Bond H SGD Hd Acc which you can use to evaluate future volatility of the entity. Please confirm Colchester Global Bond Risk Adjusted Performance of (0.19) and Mean Deviation of 0.1154 to double-check if risk estimate we provide are consistent with the epected return of 0.1348%.
Horizon     30 Days    Login   to change

Colchester Global Market Sensitivity

As returns on market increase, Colchester Global returns are expected to increase less than the market. However during bear market, the loss on holding Colchester Global will be expected to be smaller as well.
2 Months Beta |Analyze Colchester Global Bond Demand Trend
Check current 30 days Colchester Global correlation with market (DOW)
β = 0.0035

Colchester Global Central Daily Price Deviation

Colchester Global Bond Technical Analysis

Transformation
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Colchester Global Projected Return Density Against Market

Assuming 30 trading days horizon, Colchester Global has beta of 0.0035 suggesting as returns on market go up, Colchester Global average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Colchester Global Bond H SGD Hd Acc will be expected to be much smaller as well. Additionally, Colchester Global Bond H SGD Hd Acc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Colchester Global is 396.85. The daily returns are destributed with a variance of 0.29 and standard deviation of 0.53. The mean deviation of Colchester Global Bond H SGD Hd Acc is currently at 0.38. For similar time horizon, the selected benchmark (DOW) has volatility of 1.29
α
Alpha over DOW
=0.04
β
Beta against DOW=0.0035
σ
Overall volatility
=0.53
Ir
Information ratio =0.31

Colchester Global Return Volatility

Colchester Global Bond H SGD Hd Acc accepts 0.5348% volatility on return distribution over the 30 days horizon. DOW inherits 1.2955% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Colchester Global Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Colchester Global Investment Opportunity

DOW has a standard deviation of returns of 1.3 and is 2.45 times more volatile than Colchester Global Bond H SGD Hd Acc. 4% of all equities and portfolios are less risky than Colchester Global. Compared to the overall equity markets, volatility of historical daily returns of Colchester Global Bond H SGD Hd Acc is lower than 4 (%) of all global equities and portfolios over the last 30 days. Use Colchester Global Bond H SGD Hd Acc to protect against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Colchester Global to be traded at S$11.15 in 30 days. As returns on market increase, Colchester Global returns are expected to increase less than the market. However during bear market, the loss on holding Colchester Global will be expected to be smaller as well.

Colchester Global correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Colchester Global Bond H SGD H and equity matching DJI index in the same portfolio.

Colchester Global Volatility Indicators

Colchester Global Bond H SGD Hd Acc Current Risk Indicators

Additionally see Investing Opportunities. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
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