Our approach towards measuring 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 SEI GMF UK Core Fxd Intr GBP Wlth A which you can use to evaluate future volatility of the fund. Please validate SEI GMF Coefficient Of Variation of 1669.4 and Risk Adjusted Performance of 0.0387 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
|Horizon||30 Days Login to change|
SEI GMF Market Sensitivity
|As returns on market increase, returns on owning SEI GMF are expected to decrease at a much smaller rate. During bear market, SEI GMF is likely to outperform the market. 2 Months Beta |Analyze SEI GMF UK Demand TrendCheck current 30 days SEI GMF correlation with market (DOW)|
β = -0.0251
SEI GMF Central Daily Price Deviation
SEI GMF UK Technical Analysis
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SEI GMF Projected Return Density Against MarketAssuming 30 trading days horizon, SEI GMF UK Core Fxd Intr GBP Wlth A has beta of -0.0251 . This indicates as returns on benchmark increase, returns on holding SEI GMF are expected to decrease at a much smaller rate. During bear market, however, SEI GMF UK Core Fxd Intr GBP Wlth A is likely to outperform the market. Moreover, The company has an alpha of 0.0156 implying that it can potentially generate 0.0156% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.0156|
|Beta against DOW||=||0.03|
SEI GMF Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.7996% risk (volatility on return distribution) over the 30 days horizon.
SEI GMF Investment Opportunity
DOW has a standard deviation of returns of 0.8 and is 9.223372036854776E16 times more volatile than SEI GMF UK Core Fxd Intr GBP Wlth A. 0% of all equities and portfolios are less risky than SEI GMF. Compared to the overall equity markets, volatility of historical daily returns of SEI GMF UK Core Fxd Intr GBP Wlth A is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use SEI GMF UK Core Fxd Intr GBP Wlth A to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of SEI GMF to be traded at p;1354.5 in 30 days. . As returns on market increase, returns on owning SEI GMF are expected to decrease at a much smaller rate. During bear market, SEI GMF is likely to outperform the market.
SEI GMF correlation with market
SEI GMF Current Risk Indicators
|Risk Adjusted Performance||0.0387|
|Market Risk Adjusted Performance||(0.61)|
|Coefficient Of Variation||1669.4|
SEI GMF Suggested Diversification Pairs