Lord Abbett (Ireland) Risk Analysis And Volatility Evaluation

F00000WZ21 -- Ireland Fund  

USD 15.62  0.36  2.25%

Our philosophy towards estimating volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty technical indicators for Lord Abbett which you can use to evaluate future volatility of the organization. Please verify Lord Abbett U S Gr Ldrs N USD Hdg Acc Coefficient Of Variation of 480.71, Mean Deviation of 2.0 and Risk Adjusted Performance of 0.1344 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Lord Abbett Market Sensitivity

As returns on market increase, returns on owning Lord Abbett are expected to decrease at a much smaller rate. During bear market, Lord Abbett is likely to outperform the market.
One Month Beta |Analyze Lord Abbett U Demand Trend
Check current 30 days Lord Abbett correlation with market (DOW)
β = -0.1107
Lord Abbett Almost negative betaLord Abbett U Beta Legend

Lord Abbett U Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Lord Abbett U S Gr Ldrs N USD Hdg Acc has beta of -0.1107 suggesting as returns on benchmark increase, returns on holding Lord Abbett are expected to decrease at a much smaller rate. During bear market, however, Lord Abbett U S Gr Ldrs N USD Hdg Acc is likely to outperform the market. In addition to that, Lord Abbett U S Gr Ldrs N USD Hdg Acc has an alpha of 1.033 implying that it can potentially generate 1.033% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=1.03
β
Beta against DOW=0.11
σ
Overall volatility
=0.00
Ir
Information ratio =0.18

Actual Return Volatility

Lord Abbett U S Gr Ldrs N USD Hdg Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.6387% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Lord Abbett Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Lord Abbett Investment Opportunity
DOW has a standard deviation of returns of 0.64 and is 9.223372036854776E16 times more volatile than Lord Abbett U S Gr Ldrs N USD Hdg Acc. 0% of all equities and portfolios are less risky than Lord Abbett. Compared to the overall equity markets, volatility of historical daily returns of Lord Abbett U S Gr Ldrs N USD Hdg Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Lord Abbett U S Gr Ldrs N USD Hdg Acc to protect against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Lord Abbett to be traded at $15.0 in 30 days. As returns on market increase, returns on owning Lord Abbett are expected to decrease at a much smaller rate. During bear market, Lord Abbett is likely to outperform the market.

Lord Abbett correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Lord Abbett U S Gr Ldrs N USD and equity matching DJI index in the same portfolio.
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