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 company 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 Mean Deviation of 0.0707 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Wellington Glbl Strat Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Wellington Glbl has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Wellington Glbl are completely uncorrelated. Furthermore, Wellington Glbl Strat Sov AUD T Acc HIt does not look like Wellington Glbl 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 Glbl Strat Sov AUD T Acc H 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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Investment Outlook

Wellington Glbl Investment Opportunity
Wellington Glbl Strat Sov AUD T Acc H has the same returns volatility as DOW considering given time horizon. 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.

Volatility Indicators

Wellington Glbl Current Risk Indicators
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