Perkins US (Ireland) Risk Analysis And Volatility |
| F0GBR04CLQ -- Ireland Fund | USD 23.05 0.40 1.71% |
Our philosophy towards forecasting 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 Perkins US Strategic which you can use to evaluate future volatility of the fund. Please check Perkins US Strategic Risk Adjusted Performance of 0.3153 and Coefficient Of Variation of 557.71 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
| Horizon | 30 Days Login to change |
Perkins US Market Sensitivity
| As returns on market increase, returns on owning Perkins US are expected to decrease at a much smaller rate. During bear market, Perkins US is likely to outperform the market. 2 Months Beta |Analyze Perkins US Strategic Demand TrendCheck current 30 days Perkins US correlation with market (DOW) β = -0.0159 | Perkins US Central Daily Price Deviation |
Perkins US Strategic Technical Analysis
Transformation |
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Perkins US Projected Return Density Against Market
Assuming 30 trading days horizon, Perkins US Strategic Value A USD Acc has beta of -0.0159 suggesting as returns on benchmark increase, returns on holding Perkins US are expected to decrease at a much smaller rate. During bear market, however, Perkins US Strategic Value A USD Acc is likely to outperform the market. Moreover, The company has an alpha of 0.1884 implying that it can potentially generate 0.1884% excess return over DOW after adjusting for the inherited market risk (beta).α | Alpha over DOW | = | 0.19 | |
β | Beta against DOW | = | 0.02 | |
σ | Overall volatility | = | 0.00 | |
Ir | Information ratio | = | 0.11 |
Perkins US Return Volatility
the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8152% risk (volatility on return distribution) over the 30 days horizon.Market Risk Breakdown
Perkins US Volatility Factors
Investment Outlook
Perkins US Investment Opportunity
DOW has a standard deviation of returns of 1.82 and is 9.223372036854776E16 times more volatile than Perkins US Strategic Value A USD Acc. 0% of all equities and portfolios are less risky than Perkins US. Compared to the overall equity markets, volatility of historical daily returns of Perkins US Strategic Value A USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Perkins US Strategic Value A USD Acc to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Perkins US to be traded at $22.36 in 30 days. . As returns on market increase, returns on owning Perkins US are expected to decrease at a much smaller rate. During bear market, Perkins US is likely to outperform the market. 
Perkins US correlation with market
Good diversificationOverlapping area represents the amount of risk that can be diversified away by holding Perkins US Strategic Value A U and equity matching DJI index in the same portfolio.
Perkins US Volatility Indicators
Perkins US Strategic Value A USD Acc Current Risk Indicators
| Risk Adjusted Performance | 0.3153 | ||
| Market Risk Adjusted Performance | (11.77) | ||
| Mean Deviation | 0.5982 | ||
| Coefficient Of Variation | 557.71 | ||
| Standard Deviation | 1.1 | ||
| Variance | 1.21 | ||
| Information Ratio | 0.1054 |
Perkins US Pair Correlation
Perkins US Suggested Diversification Pairs
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