Trojanome Feeder (Ireland) Risk Analysis And Volatility Evaluation

IE00B947ZW64 -- Ireland Fund  

EUR 1.16  0.00  0.00%

Macroaxis considers Trojanome Feeder to be unknown risk. Trojan Income Feeder owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0917 which indicates Trojan Income Feeder had -0.0917% of return per unit of risk over the last 1 month. Macroaxis philosophy towards measuring 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. Trojanome Feeder O EUR exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Trojanome Feeder to confirm risk estimate we provide.
Horizon     30 Days    Login   to change

Trojan Income Feeder Technical Analysis

Transformation
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Trojanome Feeder Projected Return Density Against Market

Assuming 30 trading days horizon, Trojanome Feeder has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Trojanome Feeder are completely uncorrelated. Furthermore, Trojanome Feeder O EURIt does not look like Trojanome Feeder alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Trojanome Feeder is -1090.35. The daily returns are destributed with a variance of 3.02 and standard deviation of 1.74. The mean deviation of Trojanome Feeder O EUR is currently at 1.22. 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
=1.74
Ir
Information ratio =0.00

Trojanome Feeder Return Volatility

Trojanome Feeder O EUR accepts 1.7391% 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

Trojanome Feeder Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Trojanome Feeder Investment Opportunity

Trojanome Feeder O EUR has a volatility of 1.74 and is 1.64 times more volatile than DOW. 15% of all equities and portfolios are less risky than Trojanome Feeder. Compared to the overall equity markets, volatility of historical daily returns of Trojanome Feeder O EUR is lower than 15 (%) of all global equities and portfolios over the last 30 days.

Trojanome Feeder Volatility Indicators

Trojanome Feeder O EUR Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
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