|Horizon||30 Days Login to change|
Liontrust Market Sensitivity
Liontrust GF Asia Technical Analysis
Liontrust Projected Return Density Against MarketAssuming 30 trading days horizon, Liontrust GF Asia Income A1 has beta of -0.0072 suggesting as returns on benchmark increase, returns on holding Liontrust are expected to decrease at a much smaller rate. During bear market, however, Liontrust GF Asia Income A1 is likely to outperform the market. Moreover, Liontrust GF Asia Income A1 has an alpha of 0.0845 implying that it can potentially generate 0.0845% excess return over DOW after adjusting for the inherited market risk (beta).
Liontrust Return VolatilityLiontrust GF Asia Income A1 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.