Helios risk analysis

Macroaxis considers Helios not very volatile. Helios Strategic Income holds Efficiency (Sharpe) Ratio of -0.2 which attests that Helios Strategic Income had -0.2% of return per unit of risk over the last 1 month. Macroaxis philosophy towards determining risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Helios Strategic Income exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Helios Downside Deviation of 1.65, Market Risk Adjusted Performance of (0.44) and Risk Adjusted Performance of (0.16) to validate risk estimate we provide.

Projected Return Density against Market

Considering 30-days investment horizon, Helios has beta of 0.58 . This indicates as returns on market go up, Helios avarage returns are expected to increase less than the benchmark. However during bear market, the loss on holding Helios Strategic Income Fund Inc will be expected to be much smaller as well. Moreover, Helios Strategic Income Fund Inc has alpha of 0.58 implying that it can potentially generate 0.58% excess return over S&P 500 after adjusting for the inherited market risk (beta).Considering 30-days investment horizon, the coefficient of variation of Helios is -502.14. The daily returns are destributed with a variance of 1.57 and standard deviation of 1.25. The mean deviation of Helios Strategic Income Fund Inc is currently at 1.06. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.84

	(alpha)	=	0.58	Details
	(beta)	=	0.58	Details
	(volatility)	=	1.25	Details

Actual Return Volatility

Helios Strategic Income Fund Inc has volatility of 1.25% on return distribution over 30 days investment horizon. S&P 500 shows 0.84% volatility of returns over 30 trading days.