Platinum World (Ireland) Risk Analysis And Volatility Evaluation

IE00BYRGR290 -- Ireland Fund  

GBp 887.00  5.00  0.57%

Our philosophy towards forecasting 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 technical indicators for Platinum World Portf which you can use to evaluate future volatility of the fund. Please check Platinum World Portf Standard Deviation of 2170.65, Downside Deviation of 0.9999 and Risk Adjusted Performance of 0.2287 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Platinum World Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Platinum World will likely underperform.
One Month Beta |Analyze Platinum World Portf Demand Trend
Check current 30 days Platinum World correlation with market (DOW)
β = 95.0
Platinum World Large BetaPlatinum World Portf Beta Legend

Platinum World Portf Technical Analysis

Transformation
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Platinum World 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, Platinum World will likely underperform. In addition to that, Platinum World Portfolios Intl G GBP Acc has an alpha of 477.7647 implying that it can potentially generate 477.7647% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=477.76
β
Beta against DOW=95.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.21

Platinum World Return Volatility

Platinum World Portfolios Intl G GBP Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0479% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Platinum World Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Platinum World Investment Opportunity

DOW has a standard deviation of returns of 1.05 and is 9.223372036854776E16 times more volatile than Platinum World Portfolios Intl G GBP Acc. 0% of all equities and portfolios are less risky than Platinum World. Compared to the overall equity markets, volatility of historical daily returns of Platinum World Portfolios Intl G GBP Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Platinum World Portfolios Intl G GBP Acc to enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of Platinum World to be traded at p;975.7 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Platinum World will likely underperform.

Platinum World correlation with market

Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding Platinum World Portfolios Intl and equity matching DJI index in the same portfolio.

Platinum World Volatility Indicators

Platinum World Portfolios Intl G GBP Acc Current Risk Indicators

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