Wellington Glbl (Ireland) Risk Analysis And Volatility Evaluation

F00000WLTL -- Ireland Fund  

AUD 10.23  0.02  0.20%

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 Glbl Strat which you can use to evaluate future volatility of the fund. Please check out Wellington Glbl Strat Market Risk Adjusted Performance of 3.35 and Mean Deviation of 0.0814 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Wellington Glbl Market Sensitivity

As returns on market increase, returns on owning Wellington Glbl are expected to decrease at a much smaller rate. During bear market, Wellington Glbl is likely to outperform the market.
One Month Beta |Analyze Wellington Glbl Strat Demand Trend
Check current 30 days Wellington Glbl correlation with market (DOW)
β = -0.0039
Wellington Glbl Almost negative betaWellington Glbl Strat Beta Legend

Wellington Glbl Strat Technical Analysis

Transformation
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Wellington Glbl Projected Return Density Against Market

Assuming 30 trading days horizon, Wellington Glbl Strat Sov AUD T Acc H has beta of -0.0039 suggesting as returns on benchmark increase, returns on holding Wellington Glbl are expected to decrease at a much smaller rate. During bear market, however, Wellington Glbl Strat Sov AUD T Acc H is likely to outperform the market. Moreover, Wellington Glbl Strat Sov AUD T Acc H has an alpha of 0.0127 implying that it can potentially generate 0.0127% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0127
β
Beta against DOW=0.0039
σ
Overall volatility
=0.00
Ir
Information ratio =0.95

Wellington Glbl Return Volatility

Wellington Glbl Strat Sov AUD T Acc H accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0678% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Wellington Glbl Investment Opportunity

DOW has a standard deviation of returns of 1.07 and is 9.223372036854776E16 times more volatile than Wellington Glbl Strat Sov AUD T Acc H. 0% of all equities and portfolios are less risky than Wellington Glbl. Compared to the overall equity markets, volatility of historical daily returns of Wellington Glbl Strat Sov AUD T Acc H is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Wellington Glbl Strat Sov AUD T Acc H to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Wellington Glbl to be traded at A$10.74 in 30 days. As returns on market increase, returns on owning Wellington Glbl are expected to decrease at a much smaller rate. During bear market, Wellington Glbl is likely to outperform the market.

Wellington Glbl correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Wellington Glbl Strat Sov AUD and equity matching DJI index in the same portfolio.

Wellington Glbl Volatility Indicators

Wellington Glbl Strat Sov AUD T Acc H Current Risk Indicators

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