Wellington Strategic (Ireland) Risk Analysis And Volatility Evaluation

F00000OWPF -- Ireland Fund  

USD 12.76  0.10  0.78%

Our philosophy towards determining volatility of a fund is to use all available market data together with company 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 Mean Deviation of 0.7362 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Wellington Strategic Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Wellington Strategic has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Wellington Strategic are completely uncorrelated. Furthermore, Wellington Strategic Eurp Eq N USD AccIt does not look like Wellington Strategic alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

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