GAM Star (Ireland) Risk Analysis And Volatility

IE00B3CTGR43 -- Ireland Fund  

USD 13.80  0.30  2.13%

Our approach towards determining volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for GAM Star Japan which you can use to evaluate future volatility of the entity. Please check out GAM Star to validate if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

GAM Star Market Sensitivity

As returns on market increase, GAM Star returns are expected to increase less than the market. However during bear market, the loss on holding GAM Star will be expected to be smaller as well.
2 Months Beta |Analyze GAM Star Japan Demand Trend
Check current 30 days GAM Star correlation with market (DOW)
β = 0.0827

GAM Star Central Daily Price Deviation

GAM Star Japan Technical Analysis

Transformation
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GAM Star Projected Return Density Against Market

Assuming 30 trading days horizon, GAM Star has beta of 0.0827 . This indicates as returns on market go up, GAM Star average returns are expected to increase less than the benchmark. However during bear market, the loss on holding GAM Star Japan Equity Instl USD Acc will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. GAM Star Japan is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.2
β
Beta against DOW=0.08
σ
Overall volatility
=0.00
Ir
Information ratio =0.17

GAM Star Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.8126% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

GAM Star Investment Opportunity

DOW has a standard deviation of returns of 0.81 and is 9.223372036854776E16 times more volatile than GAM Star Japan Equity Instl USD Acc. 0% of all equities and portfolios are less risky than GAM Star. Compared to the overall equity markets, volatility of historical daily returns of GAM Star Japan Equity Instl USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GAM Star Japan Equity Instl USD Acc to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of GAM Star to be traded at $13.25 in 30 days. . As returns on market increase, GAM Star returns are expected to increase less than the market. However during bear market, the loss on holding GAM Star will be expected to be smaller as well.

GAM Star correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding GAM Star Japan Equity Instl US and equity matching DJI index in the same portfolio.

GAM Star Current Risk Indicators

GAM Star Suggested Diversification Pairs

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