Wellington Strategic (Ireland) Risk Analysis And Volatility Evaluation

F00000OWPF -- Ireland Fund  

USD 13.02  0.06  0.46%

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 Strategic which you can use to evaluate future volatility of the fund. Please check out Wellington Strategic Market Risk Adjusted Performance of (0.57), Mean Deviation of 0.6274 and Downside Deviation of 0.9543 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, returns on owning Wellington Strategic are expected to decrease at a much smaller rate. During bear market, Wellington Strategic is likely to outperform the market.
2 Months Beta |Analyze Wellington Strategic Demand Trend
Check current 30 days Wellington Strategic correlation with market (DOW)
β = -0.2002

Wellington Strategic Central Daily Price Deviation

Wellington Strategic Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Wellington Strategic Projected Return Density Against Market

Assuming 30 trading days horizon, Wellington Strategic Eurp Eq N USD Acc has beta of -0.2002 suggesting as returns on benchmark increase, returns on holding Wellington Strategic are expected to decrease at a much smaller rate. During bear market, however, Wellington Strategic Eurp Eq N USD Acc is likely to outperform the market. Moreover, Wellington Strategic Eurp Eq N USD Acc has an alpha of 0.0838 implying that it can potentially generate 0.0838% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.08
β
Beta against DOW=0.2
σ
Overall volatility
=0.00
Ir
Information ratio =0.26

Wellington Strategic Return Volatility

Wellington Strategic Eurp Eq N USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3105% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Wellington Strategic Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Wellington Strategic Investment Opportunity

DOW has a standard deviation of returns of 1.31 and is 9.223372036854776E16 times more volatile than Wellington Strategic Eurp Eq N USD 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 N USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Wellington Strategic Eurp Eq N USD Acc to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Wellington Strategic to be traded at $12.89 in 30 days. As returns on market increase, returns on owning Wellington Strategic are expected to decrease at a much smaller rate. During bear market, Wellington Strategic is likely to outperform the market.

Wellington Strategic correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Wellington Strategic Eurp Eq N and equity matching DJI index in the same portfolio.

Wellington Strategic Volatility Indicators

Wellington Strategic Eurp Eq N USD Acc Current Risk Indicators

Additionally see Investing Opportunities. Please also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Search macroaxis.com