Colchester Global (Ireland) Risk Analysis And Volatility Evaluation

F00000WM2S -- Ireland Fund  

 11.53  0.08  0.69%

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 technical indicators for Colchester Global Bond O CAD Acc which you can use to evaluate future volatility of the entity. Please confirm Colchester Global Bond Coefficient Of Variation of 573.74, Risk Adjusted Performance of 0.1854 and Mean Deviation of 0.4287 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
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.
One Month Beta |Analyze Colchester Global Bond Demand Trend
Check current 30 days Colchester Global correlation with market (DOW)
β = 0.1756
Colchester Global Small BetaColchester Global Bond Beta Legend

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 0.1756 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 O CAD Acc will be expected to be much smaller as well. Moreover, Colchester Global Bond O CAD Acc has an alpha of 0.1538 implying that it can potentially generate 0.1538% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.15
β
Beta against DOW=0.18
σ
Overall volatility
=0.00
Ir
Information ratio =0.39

Colchester Global Return Volatility

Colchester Global Bond O CAD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0404% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Colchester Global Investment Opportunity

DOW has a standard deviation of returns of 1.04 and is 9.223372036854776E16 times more volatile than Colchester Global Bond O CAD Acc. 0% 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 O CAD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Colchester Global Bond O CAD Acc to protect against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of Colchester Global to be traded at 11.3 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

Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding Colchester Global Bond O CAD A and equity matching DJI index in the same portfolio.

Colchester Global Volatility Indicators

Colchester Global Bond O CAD Acc Current Risk Indicators

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