Our philosophy towards measuring 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 Sanlam FOUR Global Equity B USD which you can use to evaluate future volatility of the fund. Please validate Sanlam FOUR Semi Deviation of 0.719, Coefficient Of Variation of 1708.8 and Risk Adjusted Performance of 0.0925 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Sanlam FOUR Global Technical Analysis
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Sanlam FOUR Projected Return Density Against MarketAssuming 30 trading days horizon, Sanlam FOUR has beta of 0.0 suggesting the returns on DOW and Sanlam FOUR do not appear to be very sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Predicted Return Density
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Sanlam FOUR Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.6367% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.64 and is 9.223372036854776E16 times more volatile than Sanlam FOUR Global Equity B USD. 0% of all equities and portfolios are less risky than Sanlam FOUR. Compared to the overall equity markets, volatility of historical daily returns of Sanlam FOUR Global Equity B USD is lower than 0 (%) of all global equities and portfolios over the last 30 days.