Our philosophy towards 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 Wellington US Core which you can use to evaluate future volatility of the fund. Please check out Wellington US Core Mean Deviation of 0.2079 and Market Risk Adjusted Performance of 3.21 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Wellington Market Sensitivity
|As returns on market increase, Wellington returns are expected to increase less than the market. However during bear market, the loss on holding Wellington will be expected to be smaller as well. 2 Months Beta |Analyze Wellington US Core Demand TrendCheck current 30 days Wellington correlation with market (DOW)|
β = 0.0207
Wellington Central Daily Price Deviation
Wellington US Core Technical Analysis
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Wellington Projected Return Density Against MarketAssuming 30 trading days horizon, Wellington has beta of 0.0207 suggesting as returns on market go up, Wellington average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Wellington US Core HY Bd USD S Acc will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0647 implying that it can potentially generate 0.0647% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.06|
|Beta against DOW||=||0.0207|
Wellington Return Volatilitythe fund venture accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8152% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.82 and is 9.223372036854776E16 times more volatile than Wellington US Core HY Bd USD S Acc. 0% of all equities and portfolios are less risky than Wellington. Compared to the overall equity markets, volatility of historical daily returns of Wellington US Core HY Bd USD S Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Wellington US Core HY Bd USD S Acc to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Wellington to be traded at $14.93 in 30 days. . As returns on market increase, Wellington returns are expected to increase less than the market. However during bear market, the loss on holding Wellington will be expected to be smaller as well.
Wellington correlation with market