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 Mean Deviation of 0.0577 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Wellington Glbl Strat Technical Analysis
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Wellington Glbl Projected Return Density Against MarketAssuming 30 trading days horizon, Wellington Glbl has beta of 0.0 suggesting the returns on DOW and Wellington Glbl do not appear to be correlated. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Wellington Glbl Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
Wellington Glbl Investment Opportunity
DOW has a standard deviation of returns of 0.66 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.
Wellington Glbl Current Risk Indicators
|Risk Adjusted Performance||0.01|
|Coefficient Of Variation||614.55|
|Value At Risk||(0.20)|
Wellington Glbl Suggested Diversification Pairs
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