Macroaxis considers Muzinich Short to be unknown risk. Muzinich Short Duration has Sharpe Ratio of -0.5774 which conveys that the entity had -0.5774% of return per unit of risk over the last 2 months. Macroaxis philosophy towards estimating 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. Muzinich Short exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Muzinich Short Duration HY Hdg EUR A Acc to check out risk estimate we provide.
|Horizon||30 Days Login to change|
Muzinich Short Duration Technical Analysis
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Muzinich Short Projected Return Density Against MarketAssuming 30 trading days horizon, Muzinich Short has beta of 0.0 . This indicates the returns on DOW and Muzinich Short do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of Muzinich Short is -173.21. The daily returns are destributed with a variance of 0.06 and standard deviation of 0.25. The mean deviation of Muzinich Short Duration HY Hdg EUR A Acc is currently at 0.19. For similar time horizon, the selected benchmark (DOW) has volatility of 1.94
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Muzinich Short Return Volatilitythe fund accepts 0.2529% volatility on return distribution over the 30 days horizon. the entity inherits 1.9932% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.99 and is 7.96 times more volatile than Muzinich Short Duration HY Hdg EUR A Acc. 2% of all equities and portfolios are less risky than Muzinich Short. Compared to the overall equity markets, volatility of historical daily returns of Muzinich Short Duration HY Hdg EUR A Acc is lower than 2 (%) of all global equities and portfolios over the last 30 days.