Stone Harbor (Ireland) Risk Analysis And Volatility Evaluation

IE00B1YBS899 -- Ireland Fund  

USD 89.49  1.89  2.07%

Macroaxis considers Stone Harbor to be unknown risk. Stone Harbor IF owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.1309 which indicates Stone Harbor IF had -0.1309% 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. Stone Harbor IF Emerg Mkts Dbt M USD exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Stone Harbor to confirm risk estimate we provide.
 Time Horizon     30 Days    Login   to change

Stone Harbor IF Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Stone Harbor has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Stone Harbor are completely uncorrelated. Furthermore, Stone Harbor IF Emerg Mkts Dbt M USDIt does not look like Stone Harbor alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Stone Harbor is -763.95. The daily returns are destributed with a variance of 1.49 and standard deviation of 1.22. The mean deviation of Stone Harbor IF Emerg Mkts Dbt M USD is currently at 0.93. For similar time horizon, the selected benchmark (DOW) has volatility of 0.6
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=1.22
Ir
Information ratio =0.00

Actual Return Volatility

Stone Harbor IF Emerg Mkts Dbt M USD accepts 1.221% volatility on return distribution over the 30 days horizon. DOW inherits 0.6405% 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
Stone Harbor IF Emerg Mkts Dbt M USD has a volatility of 1.22 and is 1.91 times more volatile than DOW. 11% 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 M USD is lower than 11 (%) of all global equities and portfolios over the last 30 days.

Stone Harbor Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.