Sanlam Managed (Ireland) Risk Analysis And Volatility

IE00B94Q3K76 -- Ireland Fund  

GBp 121.00  1.00  0.83%

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 Risk Adjusted Performance of 0.1146 and Coefficient Of Variation of 670.29 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

Sanlam Managed Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Sanlam Managed will likely underperform.
2 Months Beta |Analyze Sanlam Managed Risk Demand Trend
Check current 30 days Sanlam Managed correlation with market (DOW)
β = 95.0

Sanlam Managed Central Daily Price Deviation

Sanlam Managed Risk Technical Analysis

Transformation
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Sanlam Managed Projected Return Density Against Market

Assuming 30 trading days horizon, the fund has beta coefficient of 95.0 . This indicates as the benchmark fluctuates upward, the company is expected to outperform it on average . However, if the benchmark returns are expected to be negative, Sanlam Managed will likely underperform. In addition to that, The company has an alpha of 219.6594 implying that it can potentially generate 219.6594% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Sanlam Managed is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Sanlam Managed Risk A GBP is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.7
α
Alpha over DOW
=219.66
β
Beta against DOW=95.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.15

Sanlam Managed Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.644% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Sanlam Managed Investment Opportunity

DOW has a standard deviation of returns of 0.64 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. Use Sanlam Managed Risk A GBP to enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of Sanlam Managed to be traded at p;133.1 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Sanlam Managed will likely underperform.

Sanlam Managed correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Sanlam Managed Risk A GBP Inc and equity matching DJI index in the same portfolio.

Sanlam Managed Current Risk Indicators

Sanlam Managed Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
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