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 M USD which you can use to evaluate future volatility of the fund. Please validate Stone Harbor Coefficient Of Variation of 53241.05 and Risk Adjusted Performance of
(0.006699) 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, Stone Harbor returns are expected to increase less than the market. However during bear market, the loss on holding Stone Harbor will be expected to be smaller as well. 2 Months Beta |Analyze Stone Harbor IF Demand TrendCheck current 30 days Stone Harbor correlation with market (DOW)|
β = 0.1141
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 has beta of 0.1141 . This indicates as returns on market go up, Stone Harbor average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Stone Harbor IF Emerg Mkts Dbt M USD will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Stone Harbor IF is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.02|
|Beta against DOW||=||0.11|
Stone Harbor Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6987% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 0.7 and is 9.223372036854776E16 times more volatile than Stone Harbor IF Emerg Mkts Dbt M USD. 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 M USD is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Stone Harbor IF Emerg Mkts Dbt M USD 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 $84.81 in 30 days. . As returns on market increase, Stone Harbor returns are expected to increase less than the market. However during bear market, the loss on holding Stone Harbor will be expected to be smaller as well.
Stone Harbor correlation with market