FT 7457 Risk Analysis And Volatility

FGMTEX -- USA Fund  

USD 9.36  0.01  0.11%

We consider FT 7457 very steady. FT 7457 Senior retains Efficiency (Sharpe Ratio) of 0.5 which denotes the fund had 0.5% of return per unit of price deviation over the last 3 months. Our way in which we are predicting 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 FT 7457 which you can use to evaluate future volatility of the entity. Please confirm FT 7457 Senior Loan And Divide to check if risk estimate we provide are consistent with the epected return of 0.0268%.
Horizon     30 Days    Login   to change

FT 7457 Senior Technical Analysis

Transformation
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FT 7457 Projected Return Density Against Market

Assuming 30 trading days horizon, FT 7457 has beta of 0.0 suggesting the returns on DOW and FT 7457 do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of FT 7457 is 200.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.05. The mean deviation of FT 7457 Senior Loan And Divide is currently at 0.04. For similar time horizon, the selected benchmark (DOW) has volatility of 0.98
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.05
Ir
Information ratio =0.00

FT 7457 Return Volatility

the fund assumes 0.0535% volatility of returns over the 30 days investment horizon. the entity inherits 0.9844% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

FT 7457 Investment Opportunity

DOW has a standard deviation of returns of 0.98 and is 19.6 times more volatile than FT 7457 Senior Loan And Divide. of all equities and portfolios are less risky than FT 7457. Compared to the overall equity markets, volatility of historical daily returns of FT 7457 Senior Loan And Divide is lower than 0 () of all global equities and portfolios over the last 30 days.

FT 7457 Current Risk Indicators

FT 7457 Suggested Diversification Pairs

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