Wellington Global (Ireland) Risk Analysis And Volatility Evaluation

F00000OM8L -- Ireland Fund  

EUR 13.09  0.01  0.08%

Macroaxis considers Wellington Global to be unknown risk. Wellington Global shows Sharpe Ratio of -0.2707 which attests that Wellington Global had -0.2707% of return per unit of risk over the last 1 month. Macroaxis philosophy towards determining risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Wellington Global exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Wellington Global to validate risk estimate we provide.
Horizon     30 Days    Login   to change

Wellington Global Technical Analysis

Transformation
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Wellington Global Projected Return Density Against Market

Assuming 30 trading days horizon, Wellington Global has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Wellington Global are completely uncorrelated. Furthermore, Wellington Global HY Bond S EUIt does not look like Wellington Global alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Wellington Global is -369.39. The daily returns are destributed with a variance of 0.24 and standard deviation of 0.49. The mean deviation of Wellington Global HY Bond S EU is currently at 0.35. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.49
Ir
Information ratio =0.00

Wellington Global Return Volatility

Wellington Global HY Bond S EU accepts 0.4888% volatility on return distribution over the 30 days horizon. DOW inherits 1.0404% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Wellington Global Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Wellington Global Investment Opportunity

DOW has a standard deviation of returns of 1.04 and is 2.12 times more volatile than Wellington Global HY Bond S EU. 4% of all equities and portfolios are less risky than Wellington Global. Compared to the overall equity markets, volatility of historical daily returns of Wellington Global HY Bond S EU is lower than 4 (%) of all global equities and portfolios over the last 30 days.

Wellington Global Volatility Indicators

Wellington Global HY Bond S EU Current Risk Indicators

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