Our philosophy towards estimating 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 Max Life which you can use to evaluate future volatility of the organization. Please verify Max Life Grp SuperAnnu Conservative Risk Adjusted Performance of 0.3534 and Mean Deviation of 0.3466 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Max Life Market Sensitivity
|As returns on market increase, Max Life returns are expected to increase less than the market. However during bear market, the loss on holding Max Life will be expected to be smaller as well. 2 Months Beta |Analyze Max Life Grp Demand TrendCheck current 30 days Max Life correlation with market (DOW)|
β = 0.0149
Max Life Central Daily Price Deviation
Max Life Grp Technical Analysis
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Max Life Projected Return Density Against MarketAssuming 30 trading days horizon, Max Life has beta of 0.0149 suggesting as returns on market go up, Max Life average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Max Life Grp SuperAnnu Conservative will be expected to be much smaller as well. Moreover, The company has an alpha of 0.1082 implying that it can potentially generate 0.1082% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.11|
|Beta against DOW||=||0.0149|
Max Life Return Volatilitythe mutual fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.5638% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.56 and is 9.223372036854776E16 times more volatile than Max Life Grp SuperAnnu Conservative. 0% of all equities and portfolios are less risky than Max Life. Compared to the overall equity markets, volatility of historical daily returns of Max Life Grp SuperAnnu Conservative is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Max Life Grp SuperAnnu Conservative to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Max Life to be traded at 21.2 in 30 days. . As returns on market increase, Max Life returns are expected to increase less than the market. However during bear market, the loss on holding Max Life will be expected to be smaller as well.
Max Life correlation with market