Man GLG (Ireland) Risk Analysis And Volatility Evaluation

IE00B665M716 -- Ireland Fund  

GBp 17,078  1,154  6.33%

Macroaxis considers Man GLG to be unknown risk. Man GLG Japan has Sharpe Ratio of -0.1461 which conveys that Man GLG Japan had -0.1461% of return per unit of risk over the last 1 month. 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. Man GLG exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Man GLG Japan CoreAlpha Eq D H GBP Acc to check out risk estimate we provide.
Horizon     30 Days    Login   to change

Man GLG Japan Technical Analysis

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.

Man GLG Projected Return Density Against Market

Assuming 30 trading days horizon, Man GLG has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Man GLG are completely uncorrelated. Furthermore, Man GLG Japan CoreAlpha Eq D H GBP AccIt does not look like Man GLG alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Assuming 30 trading days horizon, the coefficient of variation of Man GLG is -684.44. The daily returns are destributed with a variance of 14.43 and standard deviation of 3.8. The mean deviation of Man GLG Japan CoreAlpha Eq D H GBP Acc is currently at 2.5. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

Man GLG Return Volatility

Man GLG Japan CoreAlpha Eq D H GBP Acc accepts 3.7985% volatility on return distribution over the 30 days horizon. DOW inherits 1.0635% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

Man GLG Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity


Investment Outlook

Man GLG Investment Opportunity

Man GLG Japan CoreAlpha Eq D H GBP Acc has a volatility of 3.8 and is 3.58 times more volatile than DOW. 34% of all equities and portfolios are less risky than Man GLG. Compared to the overall equity markets, volatility of historical daily returns of Man GLG Japan CoreAlpha Eq D H GBP Acc is lower than 34 (%) of all global equities and portfolios over the last 30 days.

Man GLG Volatility Indicators

Man GLG Japan CoreAlpha Eq D H GBP Acc Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.