Coutts Multi (Ireland) Risk Analysis And Volatility Evaluation

IE00B41H1W66 -- Ireland Fund  

USD 1.29  0.01  0.78%

Macroaxis considers Coutts Multi to be unknown risk. Coutts Multi Asset secures Sharpe Ratio (or Efficiency) of -0.5774 which signifies that Coutts Multi Asset had -0.5774% of return per unit of risk over the last 1 month. Macroaxis philosophy towards foreseeing 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. Coutts Multi Asset Glbl Growth B USD exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Coutts Multi Asset Risk Adjusted Performance of 0.1293 and Mean Deviation of 0.4711 to double-check risk estimate we provide.
 Time Horizon     30 Days    Login   to change

Coutts Multi Market Sensitivity

As returns on market increase, Coutts Multi returns are expected to increase less than the market. However during bear market, the loss on holding Coutts Multi will be expected to be smaller as well.
One Month Beta |Analyze Coutts Multi Asset Demand Trend
Check current 30 days Coutts Multi correlation with market (DOW)
β = 0.1002
Coutts Multi Small BetaCoutts Multi Asset Beta Legend

Coutts Multi Asset Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Coutts Multi has beta of 0.1002 . This indicates as returns on market go up, Coutts Multi average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Coutts Multi Asset Glbl Growth B USD will be expected to be much smaller as well. Moreover, Coutts Multi Asset Glbl Growth B USD has an alpha of 0.1359 implying that it can potentially generate 0.1359% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Coutts Multi is -173.21. The daily returns are destributed with a variance of 0.78 and standard deviation of 0.88. The mean deviation of Coutts Multi Asset Glbl Growth B USD is currently at 0.68. For similar time horizon, the selected benchmark (DOW) has volatility of 0.6
α
Alpha over DOW
=0.14
β
Beta against DOW=0.10
σ
Overall volatility
=0.88
Ir
Information ratio =0.0244

Actual Return Volatility

Coutts Multi Asset Glbl Growth B USD accepts 0.8814% volatility on return distribution over the 30 days horizon. DOW inherits 0.5964% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
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