PIMCO GIS (Ireland) Risk Analysis And Volatility Evaluation

FOGBR05KHR -- Ireland Fund  

 6.47  0.04  0.62%

Our approach towards forecasting 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-one technical indicators for PIMCO GIS Commodity which you can use to evaluate future volatility of the fund. Please check PIMCO GIS Commodity Risk Adjusted Performance of 0.01 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

PIMCO GIS Commodity Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, PIMCO GIS has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and PIMCO GIS are completely uncorrelated. Furthermore, PIMCO GIS Commodity Real Ret Int USD AccIt does not look like PIMCO GIS alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

PIMCO GIS Commodity Real Ret Int USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Volatility Analysis

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Investment Outlook

PIMCO GIS Investment Opportunity
PIMCO GIS Commodity Real Ret Int USD Acc has the same returns volatility as DOW considering given time horizon. 0% of all equities and portfolios are less risky than PIMCO GIS. Compared to the overall equity markets, volatility of historical daily returns of PIMCO GIS Commodity Real Ret Int USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Additionally see Investing Opportunities. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.