GAM Star (Ireland) Risk Analysis And Volatility Evaluation

F00000WSRU -- Ireland Fund  

USD 11.76  0.04  0.34%

We consider GAM Star unknown risk. GAM Star Defensive holds Efficiency (Sharpe) Ratio of 0.126 which attests that GAM Star Defensive had 0.126% of return per unit of risk over the last 1 month. Our approach towards determining 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 GAM Star Defensive which you can use to evaluate future volatility of the entity. Please check out GAM Star Downside Deviation of 0.6615 and Semi Deviation of 0.4528 to validate if risk estimate we provide are consistent with the epected return of 0.0142%.
Horizon     30 Days    Login   to change

GAM Star Market Sensitivity

As returns on market increase, GAM Star returns are expected to increase less than the market. However during bear market, the loss on holding GAM Star will be expected to be smaller as well.
One Month Beta |Analyze GAM Star Defensive Demand Trend
Check current 30 days GAM Star correlation with market (DOW)
β = 0.0722
GAM Star Small BetaGAM Star Defensive Beta Legend

GAM Star Defensive Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

GAM Star Projected Return Density Against Market

Assuming 30 trading days horizon, GAM Star has beta of 0.0722 suggesting as returns on market go up, GAM Star average returns are expected to increase less than the benchmark. However during bear market, the loss on holding GAM Star Defensive Inst USD Acc will be expected to be much smaller as well. Moreover, GAM Star Defensive Inst USD Acc has an alpha of 0.0581 implying that it can potentially generate 0.0581% 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 GAM Star is 793.58. The daily returns are destributed with a variance of 0.01 and standard deviation of 0.11. The mean deviation of GAM Star Defensive Inst USD Acc is currently at 0.08. For similar time horizon, the selected benchmark (DOW) has volatility of 1.07
α
Alpha over DOW
=0.06
β
Beta against DOW=0.07
σ
Overall volatility
=0.11
Ir
Information ratio =0.31

GAM Star Return Volatility

GAM Star Defensive Inst USD Acc accepts 0.113% volatility on return distribution over the 30 days horizon. DOW inherits 1.0678% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

GAM Star Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

GAM Star Investment Opportunity

DOW has a standard deviation of returns of 1.07 and is 9.73 times more volatile than GAM Star Defensive Inst USD Acc. 1% of all equities and portfolios are less risky than GAM Star. Compared to the overall equity markets, volatility of historical daily returns of GAM Star Defensive Inst USD Acc is lower than 1 (%) of all global equities and portfolios over the last 30 days. Use GAM Star Defensive Inst USD Acc to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of GAM Star to be traded at $11.64 in 30 days. As returns on market increase, GAM Star returns are expected to increase less than the market. However during bear market, the loss on holding GAM Star will be expected to be smaller as well.

GAM Star correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding GAM Star Defensive Inst USD Ac and equity matching DJI index in the same portfolio.

GAM Star Volatility Indicators

GAM Star Defensive Inst USD Acc Current Risk Indicators

Additionally see Investing Opportunities. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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