Waverton Cautiousome (Ireland) Risk Analysis And Volatility Evaluation

F00000U4I2 -- Ireland Fund  

GBp 1,067  6.00  0.56%

Macroaxis considers Waverton Cautiousome to be unknown risk. Waverton Cautiousome shows Sharpe Ratio of -0.3566 which attests that Waverton Cautiousome had -0.3566% of return per unit of risk over the last 2 months. 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. Waverton Cautiousome exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Waverton Cautiousome Market Risk Adjusted Performance of 2.28 and Mean Deviation of 0.8826 to validate risk estimate we provide.
Horizon     30 Days    Login   to change

Waverton Cautiousome Market Sensitivity

As returns on market increase, returns on owning Waverton Cautiousome are expected to decrease at a much smaller rate. During bear market, Waverton Cautiousome is likely to outperform the market.
2 Months Beta |Analyze Waverton Cautiousome Demand Trend
Check current 30 days Waverton Cautiousome correlation with market (DOW)
β = -0.2423

Waverton Cautiousome Central Daily Price Deviation

Waverton Cautiousome Technical Analysis

Transformation
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Waverton Cautiousome Projected Return Density Against Market

Assuming 30 trading days horizon, Waverton Cautiousome P GBP has beta of -0.2423 suggesting as returns on benchmark increase, returns on holding Waverton Cautiousome are expected to decrease at a much smaller rate. During bear market, however, Waverton Cautiousome P GBP is likely to outperform the market. Additionally, Waverton Cautiousome P GBP has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Waverton Cautiousome is -280.44. The daily returns are destributed with a variance of 1.63 and standard deviation of 1.28. The mean deviation of Waverton Cautiousome P GBP is currently at 0.88. For similar time horizon, the selected benchmark (DOW) has volatility of 1.32
α
Alpha over DOW
=0.59
β
Beta against DOW=0.24
σ
Overall volatility
=1.28
Ir
Information ratio =0.32

Waverton Cautiousome Return Volatility

Waverton Cautiousome P GBP accepts 1.2774% volatility on return distribution over the 30 days horizon. DOW inherits 1.3471% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Waverton Cautiousome Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Waverton Cautiousome Investment Opportunity

DOW has a standard deviation of returns of 1.35 and is 1.05 times more volatile than Waverton Cautiousome P GBP. 11% of all equities and portfolios are less risky than Waverton Cautiousome. Compared to the overall equity markets, volatility of historical daily returns of Waverton Cautiousome P GBP is lower than 11 (%) of all global equities and portfolios over the last 30 days. Use Waverton Cautiousome P GBP to protect against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of Waverton Cautiousome to be traded at p;1045.66 in 30 days. As returns on market increase, returns on owning Waverton Cautiousome are expected to decrease at a much smaller rate. During bear market, Waverton Cautiousome is likely to outperform the market.

Waverton Cautiousome correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Waverton Cautious Income P GBP and equity matching DJI index in the same portfolio.

Waverton Cautiousome Volatility Indicators

Waverton Cautiousome P GBP Current Risk Indicators

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