PIMCO GIS (Ireland) Risk Analysis And Volatility Evaluation

IE00B50W2933 -- Ireland Fund  

GBp 1,351  25.00  1.89%

Macroaxis considers PIMCO GIS unknown risk given 1 month investment horizon. PIMCO GIS Glbl maintains Sharpe Ratio (i.e. Efficiency) of 0.5774 which implies PIMCO GIS Glbl had 0.5774% of return per unit of volatility over the last 1 month. Our approach towards forecasting volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. By inspecting PIMCO GIS Glbl technical indicators you can now evaluate if the expected return of 0.6285% is justified by implied risk. Please employ PIMCO GIS Glbl Risk Adjusted Performance of 0.01 to confirm if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

PIMCO GIS Glbl 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.

PIMCO GIS Projected Return Density Against Market

Assuming 30 trading days horizon, PIMCO GIS has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and PIMCO GIS are completely uncorrelated. Furthermore, PIMCO GIS Glbl Real Ret E Inc GBP HIt does not look like PIMCO GIS alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of PIMCO GIS is 173.21. The daily returns are destributed with a variance of 1.18 and standard deviation of 1.09. The mean deviation of PIMCO GIS Glbl Real Ret E Inc GBP H is currently at 0.84. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=1.09
Ir
Information ratio =0.00

PIMCO GIS Return Volatility

PIMCO GIS Glbl Real Ret E Inc GBP H accepts 1.0885% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

PIMCO GIS Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

PIMCO GIS Investment Opportunity

PIMCO GIS Glbl Real Ret E Inc GBP H has a volatility of 1.09 and is 2.42 times more volatile than DOW. 9% of all equities and portfolios are less risky than PIMCO GIS. Compared to the overall equity markets, volatility of historical daily returns of PIMCO GIS Glbl Real Ret E Inc GBP H is lower than 9 (%) of all global equities and portfolios over the last 30 days.

PIMCO GIS Volatility Indicators

PIMCO GIS Glbl Real Ret E Inc GBP H Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Search macroaxis.com