Macroaxis considers SEI GMF to be unknown risk. SEI GMF UK owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.5774 which indicates SEI GMF UK had -0.5774% of return per unit of volatility over the last 2 months. Macroaxis approach towards measuring risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. SEI GMF UK Core Fxd Intr GBP Wlth A exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate SEI GMF Risk Adjusted Performance of 0.0622 and Coefficient Of Variation of 1649.32 to confirm risk estimate we provide.
|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 = -0.06
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 -0.06 . 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, SEI GMF UK Core Fxd Intr GBP Wlth A has an alpha of 0.0083 implying that it can potentially generate 0.0083% 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 SEI GMF is -173.21. The daily returns are destributed with a variance of 0.02 and standard deviation of 0.13. The mean deviation of SEI GMF UK Core Fxd Intr GBP Wlth A is currently at 0.1. For similar time horizon, the selected benchmark (DOW) has volatility of 1.3
|Alpha over DOW||=||0.0083|
|Beta against DOW||=||0.06|
SEI GMF Return VolatilitySEI GMF UK Core Fxd Intr GBP Wlth A accepts 0.1345% volatility on return distribution over the 30 days horizon. DOW inherits 1.3399% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.34 and is 10.31 times more volatile than SEI GMF UK Core Fxd Intr GBP Wlth A. 1% 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 1 (%) 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;1272.15 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