Stone Harbor (Ireland) Risk Analysis And Volatility Evaluation

IE00B1YBS121 -- Ireland Fund  

USD 179.94  0.00  0.00%

Our philosophy towards measuring 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 technical indicators for Stone Harbor IF Emerg Mkts Dbt I USD Acc which you can use to evaluate future volatility of the fund. Please validate Stone Harbor Downside Deviation of 0.2426, Standard Deviation of 0.2015 and Risk Adjusted Performance of 0.179 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Stone Harbor Market Sensitivity

As returns on market increase, Stone Harbor returns are expected to increase less than the market. However during bear market, the loss on holding Stone Harbor will be expected to be smaller as well.
One Month Beta |Analyze Stone Harbor IF Demand Trend
Check current 30 days Stone Harbor correlation with market (DOW)
β = 0.0079
Stone Harbor Small BetaStone Harbor IF Beta Legend

Stone Harbor IF Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Projected Return Density Against Market

Assuming 30 trading days horizon, Stone Harbor has beta of 0.0079 . This indicates as returns on market go up, Stone Harbor average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Stone Harbor IF Emerg Mkts Dbt I USD Acc will be expected to be much smaller as well. Moreover, Stone Harbor IF Emerg Mkts Dbt I USD Acc has an alpha of 0.0554 implying that it can potentially generate 0.0554% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.06
β
Beta against DOW=0.0079
σ
Overall volatility
=0.00
Ir
Information ratio =0.33

Actual Return Volatility

Stone Harbor IF Emerg Mkts Dbt I USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.6387% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Stone Harbor Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Stone Harbor Investment Opportunity
DOW has a standard deviation of returns of 0.64 and is 9.223372036854776E16 times more volatile than Stone Harbor IF Emerg Mkts Dbt I USD Acc. 0% of all equities and portfolios are less risky than Stone Harbor. Compared to the overall equity markets, volatility of historical daily returns of Stone Harbor IF Emerg Mkts Dbt I USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Stone Harbor IF Emerg Mkts Dbt I USD Acc to protect against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Stone Harbor to be traded at $178.14 in 30 days. As returns on market increase, Stone Harbor returns are expected to increase less than the market. However during bear market, the loss on holding Stone Harbor will be expected to be smaller as well.

Stone Harbor correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Stone Harbor IF Emerg Mkts Dbt and equity matching DJI index in the same portfolio.
Please also check Risk vs Return Analysis. Please also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .