Baillie Gifford (Ireland) Risk Analysis And Volatility Evaluation

F00000VPV8 -- Ireland Fund  

USD 9.37  0.04  0.43%

We consider Baillie Gifford unknown risk. Baillie Gifford Wldwd secures Sharpe Ratio (or Efficiency) of 0.088 which signifies that Baillie Gifford Wldwd had 0.088% of return per unit of risk over the last 1 month. Our philosophy towards foreseeing 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 Baillie Gifford Wldwd Em Mkts Bd B Acc which you can use to evaluate future volatility of the entity. Please confirm Baillie Gifford Wldwd Risk Adjusted Performance of 0.36 and Mean Deviation of 1.29 to double-check if risk estimate we provide are consistent with the epected return of 0.0271%.
Horizon     30 Days    Login   to change

Baillie Gifford Market Sensitivity

As returns on market increase, returns on owning Baillie Gifford are expected to decrease at a much smaller rate. During bear market, Baillie Gifford is likely to outperform the market.
One Month Beta |Analyze Baillie Gifford Wldwd Demand Trend
Check current 30 days Baillie Gifford correlation with market (DOW)
β = -0.2969

Baillie Gifford Central Daily Price Deviation

Baillie Gifford Wldwd Technical Analysis

Transformation
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Baillie Gifford Projected Return Density Against Market

Assuming 30 trading days horizon, Baillie Gifford Wldwd Em Mkts Bd B Acc has beta of -0.2969 suggesting as returns on benchmark increase, returns on holding Baillie Gifford are expected to decrease at a much smaller rate. During bear market, however, Baillie Gifford Wldwd Em Mkts Bd B Acc is likely to outperform the market. Additionally, Baillie Gifford Wldwd Em Mkts Bd B Acc 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 Baillie Gifford is 1136.6. The daily returns are destributed with a variance of 0.09 and standard deviation of 0.31. The mean deviation of Baillie Gifford Wldwd Em Mkts Bd B Acc is currently at 0.2. For similar time horizon, the selected benchmark (DOW) has volatility of 1.24
α
Alpha over DOW
=0.66
β
Beta against DOW=0.3
σ
Overall volatility
=0.31
Ir
Information ratio =0.26

Baillie Gifford Return Volatility

Baillie Gifford Wldwd Em Mkts Bd B Acc accepts 0.3075% volatility on return distribution over the 30 days horizon. DOW inherits 1.2989% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Baillie Gifford Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Baillie Gifford Investment Opportunity

DOW has a standard deviation of returns of 1.3 and is 4.19 times more volatile than Baillie Gifford Wldwd Em Mkts Bd B Acc. 2% of all equities and portfolios are less risky than Baillie Gifford. Compared to the overall equity markets, volatility of historical daily returns of Baillie Gifford Wldwd Em Mkts Bd B Acc is lower than 2 (%) of all global equities and portfolios over the last 30 days. Use Baillie Gifford Wldwd Em Mkts Bd B Acc to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Baillie Gifford to be traded at $9.84 in 30 days. As returns on market increase, returns on owning Baillie Gifford are expected to decrease at a much smaller rate. During bear market, Baillie Gifford is likely to outperform the market.

Baillie Gifford correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Baillie Gifford Wldwd Em Mkts and equity matching DJI index in the same portfolio.

Baillie Gifford Volatility Indicators

Baillie Gifford Wldwd Em Mkts Bd B Acc Current Risk Indicators

Additionally see Investing Opportunities. Please also try Instant Ratings module to determine any equity ratings based on digital recommendations. macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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