GVQ UK (Ireland) Risk Analysis And Volatility Evaluation

IE0033377502 -- Ireland Fund  

GBp 3,129  40.00  1.29%

We consider GVQ UK unknown risk. GVQ UK Focus holds Efficiency (Sharpe) Ratio of 0.0199 which attests that GVQ UK Focus had 0.0199% of return per unit of volatility over the last 1 month. Our approach towards determining 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 GVQ UK Focus which you can use to evaluate future volatility of the entity. Please check out GVQ UK to validate if risk estimate we provide are consistent with the epected return of 0.0168%.
 Time Horizon     30 Days    Login   to change

GVQ UK Focus Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, GVQ UK has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and GVQ UK are completely uncorrelated. Furthermore, GVQ UK Focus AIt does not look like GVQ UK alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of GVQ UK is 5020.02. The daily returns are destributed with a variance of 0.71 and standard deviation of 0.84. The mean deviation of GVQ UK Focus A is currently at 0.57. For similar time horizon, the selected benchmark (DOW) has volatility of 0.44
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.84
Ir
Information ratio =0.00

Actual Return Volatility

GVQ UK Focus A accepts 0.8419% volatility on return distribution over the 30 days horizon. DOW inherits 0.4414% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

GVQ UK Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

GVQ UK Investment Opportunity
GVQ UK Focus A has a volatility of 0.84 and is 1.91 times more volatile than DOW. 7% of all equities and portfolios are less risky than GVQ UK. Compared to the overall equity markets, volatility of historical daily returns of GVQ UK Focus A is lower than 7 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

GVQ UK Current Risk Indicators
Please also check Risk vs Return Analysis. Please also try Transaction History module to view history of all your transactions and understand their impact on performance.