We consider Baring US not too risky. Baring US Reserve secures Sharpe Ratio (or Efficiency) of 0.1245 which signifies that the fund had 0.1245% of return per unit of risk over the last 2 months. Our philosophy towards foreseeing 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 Baring US Reserve A USD which you can use to evaluate future volatility of the entity. Please confirm Baring US Reserve Risk Adjusted Performance of 0.0989 and Mean Deviation of 0.025 to double-check if risk estimate we provide are consistent with the epected return of 0.0052%.
|Horizon||30 Days Login to change|
Baring US Market Sensitivity
|As returns on market increase, returns on owning Baring US are expected to decrease at a much smaller rate. During bear market, Baring US is likely to outperform the market. 2 Months Beta |Analyze Baring US Reserve Demand TrendCheck current 30 days Baring US correlation with market (DOW)|
β = -0.0058
Baring US Central Daily Price Deviation
Baring US Reserve Technical Analysis
Baring US Projected Return Density Against MarketAssuming 30 trading days horizon, Baring US Reserve A USD has beta of -0.0058 . This indicates as returns on benchmark increase, returns on holding Baring US are expected to decrease at a much smaller rate. During bear market, however, Baring US Reserve A USD is likely to outperform the market. Moreover, The company has an alpha of 0.0028 implying that it can potentially generate 0.0028% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of Baring US is 803.01. 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 0.02. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
|Alpha over DOW||=||0.0028|
|Beta against DOW||=||0.0058|
Baring US Return Volatilitythe fund accepts 0.0418% volatility on return distribution over the 30 days horizon. the entity inherits 1.8362% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.84 and is 46.0 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. Use Baring US Reserve A USD to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Baring US to be traded at $27.04 in 30 days. . As returns on market increase, returns on owning Baring US are expected to decrease at a much smaller rate. During bear market, Baring US is likely to outperform the market.
Baring US correlation with market