Rogge Selective (Ireland) Risk Analysis And Volatility Evaluation

IE00B771F765 -- Ireland Fund  

USD 25.68  0.14  0.54%

Our philosophy towards forecasting 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 Rogge Selective Glbl which you can use to evaluate future volatility of the fund. Please check Rogge Selective Glbl Coefficient Of Variation of 375.98 and Risk Adjusted Performance of 0.34 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Rogge Selective Market Sensitivity

As returns on market increase, Rogge Selective returns are expected to increase less than the market. However during bear market, the loss on holding Rogge Selective will be expected to be smaller as well.
One Month Beta |Analyze Rogge Selective Glbl Demand Trend
Check current 30 days Rogge Selective correlation with market (DOW)
β = 0.0671
Rogge Selective Small BetaRogge Selective Glbl Beta Legend

Rogge Selective Glbl Technical Analysis

Transformation
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Rogge Selective Projected Return Density Against Market

Assuming 30 trading days horizon, Rogge Selective has beta of 0.0671 . This indicates as returns on market go up, Rogge Selective average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Rogge Selective Glbl Hi Yld Bd Fdr will be expected to be much smaller as well. Additionally, Rogge Selective Glbl Hi Yld Bd Fdr has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.1
β
Beta against DOW=0.07
σ
Overall volatility
=0.00
Ir
Information ratio =0.88

Rogge Selective Return Volatility

Rogge Selective Glbl Hi Yld Bd Fdr accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1628% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Rogge Selective Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Rogge Selective Investment Opportunity

DOW has a standard deviation of returns of 1.16 and is 9.223372036854776E16 times more volatile than Rogge Selective Glbl Hi Yld Bd Fdr. 0% of all equities and portfolios are less risky than Rogge Selective. Compared to the overall equity markets, volatility of historical daily returns of Rogge Selective Glbl Hi Yld Bd Fdr is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Rogge Selective Glbl Hi Yld Bd Fdr to protect against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of Rogge Selective to be traded at $25.17 in 30 days. As returns on market increase, Rogge Selective returns are expected to increase less than the market. However during bear market, the loss on holding Rogge Selective will be expected to be smaller as well.

Rogge Selective correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding Rogge Selective Glbl Hi Yld Bd and equity matching DJI index in the same portfolio.

Rogge Selective Volatility Indicators

Rogge Selective Glbl Hi Yld Bd Fdr Current Risk Indicators

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