Baring US (Ireland) Risk Analysis And Volatility Evaluation

IE0000830459 -- Ireland Fund  

USD 25.53  0.00  0.00%

We consider Baring US unknown risk. Baring US Reserve secures Sharpe Ratio (or Efficiency) of 0.4392 which signifies that Baring US Reserve had 0.4392% of return per unit of risk over the last 1 month. Our philosophy towards foreseeing 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 Baring US Reserve A USD which you can use to evaluate future volatility of the entity. Please confirm Baring US Reserve to double-check if risk estimate we provide are consistent with the epected return of 0.0168%.
 Time Horizon     30 Days    Login   to change

Baring US Reserve Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Baring US has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Baring US are completely uncorrelated. Furthermore, Baring US Reserve A USDIt does not look like Baring US alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Baring US is 227.71. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.04. The mean deviation of Baring US Reserve A USD is currently at 0.03. For similar time horizon, the selected benchmark (DOW) has volatility of 0.54
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.0383
Ir
Information ratio =0.00

Actual Return Volatility

Baring US Reserve A USD accepts 0.0383% volatility on return distribution over the 30 days horizon. DOW inherits 0.6549% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Baring US Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Baring US Investment Opportunity

DOW has a standard deviation of returns of 0.65 and is 16.25 times more volatile than Baring US Reserve A USD. 0% of all equities and portfolios are less risky than Baring US. Compared to the overall equity markets, volatility of historical daily returns of Baring US Reserve A USD is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Baring US Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Pattern Recognition module to use different pattern recognition models to time the market across multiple global exchanges.