ANIMA Short (Ireland) Risk Analysis And Volatility Evaluation

F0GBR052VN -- Ireland Fund  

EUR 6.10  0.01  0.16%

We consider ANIMA Short unknown risk. ANIMA Short Term secures Sharpe Ratio (or Efficiency) of 0.9129 which signifies that ANIMA Short Term had 0.9129% of return per unit of return volatility over the last 2 months. Our approach to foreseeing 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 ANIMA Short Term Bond Prestige which you can use to evaluate future volatility of the entity. Please confirm ANIMA Short Term Risk Adjusted Performance of 0.0378 and Mean Deviation of 0.0214 to double-check if risk estimate we provide are consistent with the epected return of 0.0822%.
Horizon     30 Days    Login   to change

ANIMA Short Market Sensitivity

As returns on market increase, ANIMA Short returns are expected to increase less than the market. However during bear market, the loss on holding ANIMA Short will be expected to be smaller as well.
2 Months Beta |Analyze ANIMA Short Term Demand Trend
Check current 30 days ANIMA Short correlation with market (DOW)
β = 0.0077

ANIMA Short Central Daily Price Deviation

ANIMA Short Term Technical Analysis

Transformation
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ANIMA Short Projected Return Density Against Market

Assuming 30 trading days horizon, ANIMA Short has beta of 0.0077 suggesting as returns on market go up, ANIMA Short average returns are expected to increase less than the benchmark. However during bear market, the loss on holding ANIMA Short Term Bond Prestige will be expected to be much smaller as well. Moreover, ANIMA Short Term Bond Prestige has an alpha of 0.0021 implying that it can potentially generate 0.0021% 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 ANIMA Short is 109.54. The daily returns are destributed with a variance of 0.01 and standard deviation of 0.09. The mean deviation of ANIMA Short Term Bond Prestige is currently at 0.08. For similar time horizon, the selected benchmark (DOW) has volatility of 1.29
α
Alpha over DOW
=0.0021
β
Beta against DOW=0.0077
σ
Overall volatility
=0.09
Ir
Information ratio =2.14

ANIMA Short Return Volatility

ANIMA Short Term Bond Prestige accepts 0.0901% volatility on return distribution over the 30 days horizon. DOW inherits 1.2919% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

ANIMA Short Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

ANIMA Short Investment Opportunity

DOW has a standard deviation of returns of 1.29 and is 14.33 times more volatile than ANIMA Short Term Bond Prestige. 0% 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 0 (%) of all global equities and portfolios over the last 30 days. Use ANIMA Short Term Bond Prestige to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of ANIMA Short to be traded at €6.41 in 30 days. As returns on market increase, ANIMA Short returns are expected to increase less than the market. However during bear market, the loss on holding ANIMA Short will be expected to be smaller as well.

ANIMA Short correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding ANIMA Short Term Bond Prestige and equity matching DJI index in the same portfolio.

ANIMA Short Volatility Indicators

ANIMA Short Term Bond Prestige Current Risk Indicators

Additionally see Investing Opportunities. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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