SEI GMF (Ireland) Risk Analysis And Volatility Evaluation

IE00B068BC69 -- Ireland Fund  

GBp 1,276  3.00  0.24%

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 Risk Adjusted Performance of 0.11 and Coefficient Of Variation of 1,131 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
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.
One Month Beta |Analyze SEI GMF UK Demand Trend
Check current 30 days SEI GMF correlation with market (DOW)
β = -0.0259
SEI GMF Almost negative 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.

SEI GMF Projected Return Density Against Market

Assuming 30 trading days horizon, SEI GMF UK Core Fxd Intr GBP Wlth A has beta of -0.0259 . 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. Additionally, SEI GMF UK Core Fxd Intr GBP Wlth A has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.06
β
Beta against DOW=0.03
σ
Overall volatility
=0.00
Ir
Information ratio =0.09

SEI GMF 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 1.0678% 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

Insignificant

Investment Outlook

SEI GMF Investment Opportunity

DOW has a standard deviation of returns of 1.07 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;1339.8 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

Good 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.

SEI GMF Volatility Indicators

SEI GMF UK Core Fxd Intr GBP Wlth A Current Risk Indicators

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