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 technical indicators for Wellington Strategic which you can use to evaluate future volatility of the fund. Please check out Wellington Strategic Coefficient Of Variation of 364.04, Market Risk Adjusted Performance of 2.88 and Mean Deviation of 0.3158 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Wellington Strategic Market Sensitivity
|As returns on market increase, Wellington Strategic returns are expected to increase less than the market. However during bear market, the loss on holding Wellington Strategic will be expected to be smaller as well. 2 Months Beta |Analyze Wellington Strategic Demand TrendCheck current 30 days Wellington Strategic correlation with market (DOW)|
β = 0.0389
Wellington Strategic Central Daily Price Deviation
Wellington Strategic Technical Analysis
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Wellington Strategic Projected Return Density Against MarketAssuming 30 trading days horizon, Wellington Strategic has beta of 0.0389 suggesting as returns on market go up, Wellington Strategic average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Wellington Strategic Eurp Eq D EUR Acc will be expected to be much smaller as well. Moreover, The company has an alpha of 0.1087 implying that it can potentially generate 0.1087% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.11|
|Beta against DOW||=||0.0389|
Wellington Strategic Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.896% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.9 and is 9.223372036854776E16 times more volatile than Wellington Strategic Eurp Eq D EUR Acc. 0% of all equities and portfolios are less risky than Wellington Strategic. Compared to the overall equity markets, volatility of historical daily returns of Wellington Strategic Eurp Eq D EUR Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Wellington Strategic Eurp Eq D EUR 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 Strategic to be traded at 14.45 in 30 days. . As returns on market increase, Wellington Strategic returns are expected to increase less than the market. However during bear market, the loss on holding Wellington Strategic will be expected to be smaller as well.
Wellington Strategic correlation with market