Our philosophy in 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 JOHCM Global Select which you can use to evaluate future volatility of the entity. Please check out JOHCM Global to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
JOHCM Global Select Technical Analysis
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JOHCM Global Projected Return Density Against MarketAssuming 30 trading days horizon, JOHCM Global has beta of 0.0 suggesting the returns on DOW and JOHCM Global appear completely uncorrelated. Furthermore, JOHCM Global Select B GBPIt does not look like JOHCM Global alpha can have any bearing on the equity current valuation.
Predicted Return Density
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
JOHCM Global Return VolatilityJOHCM Global Select B GBP accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 2.026% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 2.03 and is 9.223372036854776E16 times more volatile than JOHCM Global Select B GBP. 0% of all equities and portfolios are less risky than JOHCM Global. Compared to the overall equity markets, volatility of historical daily returns of JOHCM Global Select B GBP is lower than 0 (%) of all global equities and portfolios over the last 30 days.