Hermes Multi (Ireland) Risk Analysis And Volatility

IE00BKRCNJ87 -- Ireland Fund  

USD 2.29  0.00  0.00%

We consider Hermes Multi unknown risk. Hermes Multi Strategy holds Efficiency (Sharpe) Ratio of 0.5 which attests that the entity had 0.5% of return per unit of risk over the last 2 months. Our philosophy towards determining 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 Hermes Multi Strategy which you can use to evaluate future volatility of the entity. Please check out Hermes Multi to validate if risk estimate we provide are consistent with the epected return of 0.1097%.
Horizon     30 Days    Login   to change

Hermes Multi Strategy Technical Analysis

Transformation
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Hermes Multi Projected Return Density Against Market

Assuming 30 trading days horizon, Hermes Multi has beta of 0.0 . This indicates the returns on DOW and Hermes Multi do not appear to be sensible. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Hermes Multi is 200.0. The daily returns are destributed with a variance of 0.05 and standard deviation of 0.22. The mean deviation of Hermes Multi Strategy Credit F USD Acc is currently at 0.16. For similar time horizon, the selected benchmark (DOW) has volatility of 1.94
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.22
Ir
Information ratio =0.00

Hermes Multi Return Volatility

the fund accepts 0.2193% volatility on return distribution over the 30 days horizon. the entity inherits 1.9958% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Hermes Multi Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Hermes Multi Investment Opportunity

DOW has a standard deviation of returns of 2.0 and is 9.09 times more volatile than Hermes Multi Strategy Credit F USD Acc. 1% of all equities and portfolios are less risky than Hermes Multi. Compared to the overall equity markets, volatility of historical daily returns of Hermes Multi Strategy Credit F USD Acc is lower than 1 (%) of all global equities and portfolios over the last 30 days.

Hermes Multi Volatility Indicators

Hermes Multi Strategy Credit F USD Acc Current Risk Indicators

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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