Sanlam BIFM (Ireland) Risk Analysis And Volatility

IE00BFPMK726 -- Ireland Fund  

USD 1.03  0.04  3.74%

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 BIFM World Equity A USD Acc which you can use to evaluate future volatility of the fund. Please validate Sanlam BIFM Risk Adjusted Performance of 0.0685 and Coefficient Of Variation of 2469.49 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Sanlam BIFM World Technical Analysis

Transformation
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Sanlam BIFM Projected Return Density Against Market

Assuming 30 trading days horizon, Sanlam BIFM has beta of 0.0 . This indicates the returns on DOW and Sanlam BIFM do not appear to be highly reactive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.13

Sanlam BIFM Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.6372% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Sanlam BIFM Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Sanlam BIFM Investment Opportunity

DOW has a standard deviation of returns of 1.64 and is 9.223372036854776E16 times more volatile than Sanlam BIFM World Equity A USD Acc. 0% of all equities and portfolios are less risky than Sanlam BIFM. Compared to the overall equity markets, volatility of historical daily returns of Sanlam BIFM World Equity A USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Sanlam BIFM Volatility Indicators

Sanlam BIFM World Equity A USD Acc Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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