|Horizon||30 Days Login to change|
GAM Star Market Sensitivity
GAM Star Defensive Technical Analysis
GAM Star Projected Return Density Against MarketAssuming 30 trading days horizon, GAM Star Defensive Inst USD Acc has beta of -0.0213 suggesting as returns on benchmark increase, returns on holding GAM Star are expected to decrease at a much smaller rate. During bear market, however, GAM Star Defensive Inst USD Acc is likely to outperform the market. Moreover, GAM Star Defensive Inst USD Acc has an alpha of 0.009 implying that it can potentially generate 0.009% excess return over DOW after adjusting for the inherited market risk (beta).
GAM Star Return VolatilityGAM Star Defensive Inst USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3081% risk (volatility on return distribution) over the 30 days horizon.