Two Oaks Risk Analysis And Volatility

TWOAX -- USA Fund  

USD 13.46  0.10  0.75%

We consider Two Oaks not too volatile. Two Oaks Diversified owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0198 which indicates the organization had 0.0198% of return per unit of risk over the last 3 months. 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 Two Oaks Diversified Growth And which you can use to evaluate future volatility of the fund. Please validate Two Oaks Coefficient Of Variation of 3092.8, Semi Deviation of 0.7718 and Risk Adjusted Performance of 0.0277 to confirm if risk estimate we provide are consistent with the epected return of 0.0142%.

90 Days Market Risk

Not too volatile

Chance of Distress in 24 months

Very Small

90 Days Economic Sensitivity

Follows market closely
Horizon     30 Days    Login   to change

Two Oaks Market Sensitivity

As returns on market increase, Two Oaks returns are expected to increase less than the market. However during bear market, the loss on holding Two Oaks will be expected to be smaller as well.
3 Months Beta |Analyze Two Oaks Diversified Demand Trend
Check current 30 days Two Oaks correlation with market (DOW)
β = 0.6586

Two Oaks Central Daily Price Deviation

Two Oaks Diversified Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Two Oaks Typical Price indicator is an average of each day price and can be used instead of closing price when creating different Two Oaks Diversified moving average lines. View also all equity analysis or get more info about typical price price transform indicator.

Two Oaks Projected Return Density Against Market

Assuming 30 trading days horizon, Two Oaks has beta of 0.6586 . This entails as returns on market go up, Two Oaks average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Two Oaks Diversified Growth And will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0264 implying that it can potentially generate 0.0264% 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 Two Oaks is 5046.66. The daily returns are destributed with a variance of 0.51 and standard deviation of 0.72. The mean deviation of Two Oaks Diversified Growth And is currently at 0.55. For similar time horizon, the selected benchmark (DOW) has volatility of 0.97
α
Alpha over DOW
=0.0264
β
Beta against DOW=0.66
σ
Overall volatility
=0.72
Ir
Information ratio =0.0473

Two Oaks Return Volatility

the fund shows 0.7157% volatility of returns over 30 trading days. the entity inherits 0.9803% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Two Oaks Investment Opportunity

DOW has a standard deviation of returns of 0.98 and is 1.36 times more volatile than Two Oaks Diversified Growth And. of all equities and portfolios are less risky than Two Oaks. Compared to the overall equity markets, volatility of historical daily returns of Two Oaks Diversified Growth And is lower than 6 () of all global equities and portfolios over the last 30 days. Use Two Oaks Diversified Growth And to enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of Two Oaks to be traded at $14.81 in 30 days. . As returns on market increase, Two Oaks returns are expected to increase less than the market. However during bear market, the loss on holding Two Oaks will be expected to be smaller as well.

Two Oaks correlation with market

correlation synergy
Almost no diversification
Overlapping area represents the amount of risk that can be diversified away by holding Two Oaks Diversified Growth An and equity matching DJI index in the same portfolio.

Two Oaks Current Risk Indicators

Two Oaks Suggested Diversification Pairs

Also please take a look at World Market Map. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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