Sanlam Managed (Ireland) Risk Analysis And Volatility Evaluation

IE00B94Q3K76 -- Ireland Fund  

GBp 127.00  0.00  0.00%

Our philosophy towards measuring 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 Sanlam Managed Risk A GBP which you can use to evaluate future volatility of the fund. Please validate Sanlam Managed to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Sanlam Managed Risk 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.

Sanlam Managed Projected Return Density Against Market

Assuming 30 trading days horizon, Sanlam Managed has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Sanlam Managed are completely uncorrelated. Furthermore, Sanlam Managed Risk A GBPIt does not look like Sanlam Managed alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

Sanlam Managed Return Volatility

Sanlam Managed Risk A GBP accepts 0.0% 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

Sanlam Managed Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity


Investment Outlook

Sanlam Managed Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than Sanlam Managed Risk A GBP. 0% of all equities and portfolios are less risky than Sanlam Managed. Compared to the overall equity markets, volatility of historical daily returns of Sanlam Managed Risk A GBP is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Sanlam Managed Volatility Indicators

Sanlam Managed Risk A GBP Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.