Dodge risk analysis

Use Dodge Cox Income risk analysis together with your fund portfolios to protect against small markets fluctuations and to determine Fund optimization strategy that fits your criteria.  Suggest Portfolio

Projected Return Density against Market

Assuming 30 trading days horizon, Dodge Cox Income has beta of -0.1 suggesting as returns on benchmark increase, returns on holding Dodge are expected to decrease at a much smaller rate. During bear market, however, Dodge Cox Income is likely to outperform the market. Additionally, Dodge Cox Income has negative alpha implying that risk taken by holding this securing is not justified. The company is significantly underperforming S&P 500Assuming 30 trading days horizon, the coefficient of variation of Dodge is 186369.46. The daily returns are destributed with a variance of 0.01 and standard deviation of 0.11. The mean deviation of Dodge Cox Income is currently at 0.08. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.54

	(alpha)	=	(0.10)	Details
	(beta)	=	(0.10)	Details
	(volatility)	=	0.11	Details

Actual Return Volatility

Dodge Cox Income shows 0.11% volatility of returns over 30 trading days. S&P 500 shows 0.55% volatility of returns over 30 trading days.