ANIMA Short (Ireland) Risk Analysis And Volatility Evaluation

F0GBR052VN -- Ireland Fund  

EUR 6.07  0.00  0.00%

Macroaxis considers ANIMA Short to be unknown risk. ANIMA Short Term secures Sharpe Ratio (or Efficiency) of -0.1244 which signifies that ANIMA Short Term had -0.1244% of return per unit of return volatility over the last 1 month. Macroaxis approach to foreseeing risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. ANIMA Short Term Bond Prestige exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm ANIMA Short Term to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

ANIMA Short Term Technical Analysis

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.

ANIMA Short Projected Return Density Against Market

Assuming 30 trading days horizon, ANIMA Short has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and ANIMA Short are completely uncorrelated. Furthermore, ANIMA Short Term Bond PrestigeIt does not look like ANIMA Short alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Assuming 30 trading days horizon, the coefficient of variation of ANIMA Short is -803.96. The daily returns are destributed with a variance of 0.05 and standard deviation of 0.22. The mean deviation of ANIMA Short Term Bond Prestige is currently at 0.15. For similar time horizon, the selected benchmark (DOW) has volatility of 1.08
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

ANIMA Short Return Volatility

ANIMA Short Term Bond Prestige accepts 0.2189% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

ANIMA Short Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity


Investment Outlook

ANIMA Short Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 4.82 times more volatile than ANIMA Short Term Bond Prestige. 1% of all equities and portfolios are less risky than ANIMA Short. Compared to the overall equity markets, volatility of historical daily returns of ANIMA Short Term Bond Prestige is lower than 1 (%) of all global equities and portfolios over the last 30 days.

ANIMA Short Volatility Indicators

ANIMA Short Term Bond Prestige Current Risk Indicators

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