We consider Baring US unknown risk. Baring US Reserve secures Sharpe Ratio (or Efficiency) of 0.4392 which signifies that Baring US Reserve had 0.4392% of return per unit of risk over the last 1 month. Our philosophy towards foreseeing 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 Baring US Reserve A USD which you can use to evaluate future volatility of the entity. Please confirm Baring US Reserve to double-check if risk estimate we provide are consistent with the epected return of 0.0168%.
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Projected Return Density Against Market
Assuming 30 trading days horizon, Baring US has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Baring US are completely uncorrelated. Furthermore, Baring US Reserve A USDIt does not look like Baring US alpha can have any bearing on the equity current valuation.
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of Baring US is 227.71. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.04. The mean deviation of Baring US Reserve A USD is currently at 0.03. For similar time horizon, the selected benchmark (DOW) has volatility of 0.54
DOW has a standard deviation of returns of 0.65 and is 16.25 times more volatile than Baring US Reserve A USD. 0% of all equities and portfolios are less risky than Baring US. Compared to the overall equity markets, volatility of historical daily returns of Baring US Reserve A USD is lower than 0 (%) of all global equities and portfolios over the last 30 days.