SEI GMF (Ireland) Risk Analysis And Volatility Evaluation

IE00B068BC69 -- Ireland Fund  

GBp 1,297  4.00  0.31%

Our approach towards measuring 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 SEI GMF UK Core Fxd Intr GBP Wlth A which you can use to evaluate future volatility of the fund. Please validate SEI GMF Risk Adjusted Performance of 0.0574 and Coefficient Of Variation of 793.58 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

SEI GMF Market Sensitivity

As returns on market increase, SEI GMF returns are expected to increase less than the market. However during bear market, the loss on holding SEI GMF will be expected to be smaller as well.
One Month Beta |Analyze SEI GMF UK Demand Trend
Check current 30 days SEI GMF correlation with market (DOW)
β = 0.2683
SEI GMF Small BetaSEI GMF UK Beta Legend

SEI GMF UK Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Projected Return Density Against Market

Assuming 30 trading days horizon, SEI GMF has beta of 0.2683 . This indicates as returns on market go up, SEI GMF average returns are expected to increase less than the benchmark. However during bear market, the loss on holding SEI GMF UK Core Fxd Intr GBP Wlth A will be expected to be much smaller as well. Moreover, SEI GMF UK Core Fxd Intr GBP Wlth A has an alpha of 0.0469 implying that it can potentially generate 0.0469% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0469
β
Beta against DOW=0.27
σ
Overall volatility
=0.00
Ir
Information ratio =0.11

Actual Return Volatility

SEI GMF UK Core Fxd Intr GBP Wlth A accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4314% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

SEI GMF Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

SEI GMF Investment Opportunity
DOW has a standard deviation of returns of 0.43 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 protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of SEI GMF to be traded at p;1284.03 in 30 days. As returns on market increase, SEI GMF returns are expected to increase less than the market. However during bear market, the loss on holding SEI GMF will be expected to be smaller as well.

SEI GMF correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding SEI GMF UK Core Fxd Intr GBP W and equity matching DJI index in the same portfolio.

Volatility Indicators

SEI GMF Current Risk Indicators
Please also check Risk vs Return Analysis. Please also try ETF Directory module to find actively-traded exchange traded funds (etf) from around the world.