Our philosophy 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 Stone Harbor IF Emerg Mkts Dbt I USD Acc which you can use to evaluate future volatility of the fund. Please validate Stone Harbor Coefficient Of Variation of 796.04, Risk Adjusted Performance of 0.2023 and Semi Deviation of 0.5145 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Stone Harbor Market Sensitivity
|As returns on market increase, returns on owning Stone Harbor are expected to decrease at a much smaller rate. During bear market, Stone Harbor is likely to outperform the market. 2 Months Beta |Analyze Stone Harbor IF Demand TrendCheck current 30 days Stone Harbor correlation with market (DOW)|
β = -0.0536
Stone Harbor Central Daily Price Deviation
Stone Harbor IF Technical Analysis
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Stone Harbor Projected Return Density Against MarketAssuming 30 trading days horizon, Stone Harbor IF Emerg Mkts Dbt I USD Acc has beta of -0.0536 . This indicates as returns on benchmark increase, returns on holding Stone Harbor are expected to decrease at a much smaller rate. During bear market, however, Stone Harbor IF Emerg Mkts Dbt I USD Acc is likely to outperform the market. Moreover, The company has an alpha of 0.0855 implying that it can potentially generate 0.0855% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.09|
|Beta against DOW||=||0.05|
Stone Harbor Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.5467% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.55 and is 9.223372036854776E16 times more volatile than Stone Harbor IF Emerg Mkts Dbt I USD Acc. 0% of all equities and portfolios are less risky than Stone Harbor. Compared to the overall equity markets, volatility of historical daily returns of Stone Harbor IF Emerg Mkts Dbt I USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Stone Harbor IF Emerg Mkts Dbt I USD Acc to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Stone Harbor to be traded at $175.76 in 30 days. . As returns on market increase, returns on owning Stone Harbor are expected to decrease at a much smaller rate. During bear market, Stone Harbor is likely to outperform the market.
Stone Harbor correlation with market