Stewart Investors (Ireland) Risk Analysis And Volatility Evaluation

FOGBR05M1Y -- Ireland Fund  

USD 24.43  0.38  1.53%

Macroaxis considers Stewart Investors to be unknown risk. Stewart Investors Glb owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.805 which indicates Stewart Investors Glb had -0.805% of return per unit of risk over the last 1 month. Macroaxis philosophy towards measuring 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. Stewart Investors Glb EM Ldrs I Acc USD exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Stewart Investors Coefficient Of Variation of 534.05 and Risk Adjusted Performance of 0.01 to confirm risk estimate we provide.
Horizon     30 Days    Login   to change

Stewart Investors Glb Technical Analysis

Transformation
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Stewart Investors Projected Return Density Against Market

Assuming 30 trading days horizon, Stewart Investors has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Stewart Investors are completely uncorrelated. Furthermore, Stewart Investors Glb EM Ldrs I Acc USDIt does not look like Stewart Investors alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Stewart Investors is -124.23. The daily returns are destributed with a variance of 2.53 and standard deviation of 1.59. The mean deviation of Stewart Investors Glb EM Ldrs I Acc USD is currently at 1.2. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=1.59
Ir
Information ratio =0.00

Stewart Investors Return Volatility

Stewart Investors Glb EM Ldrs I Acc USD accepts 1.591% 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 

Market Risk Breakdown

Stewart Investors Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Stewart Investors Investment Opportunity

Stewart Investors Glb EM Ldrs I Acc USD has a volatility of 1.59 and is 1.47 times more volatile than DOW. 14% of all equities and portfolios are less risky than Stewart Investors. Compared to the overall equity markets, volatility of historical daily returns of Stewart Investors Glb EM Ldrs I Acc USD is lower than 14 (%) of all global equities and portfolios over the last 30 days.

Stewart Investors Volatility Indicators

Stewart Investors Glb EM Ldrs I Acc USD Current Risk Indicators

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