Our philosophy in foreseeing 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 The Conservative Real Ret F GBP Acc which you can use to evaluate future volatility of the entity. Please confirm Conservative Real Mean Deviation of 0.3596 and Risk Adjusted Performance of 0.0524 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Conservative Real Market Sensitivity
|As returns on market increase, Conservative Real returns are expected to increase less than the market. However during bear market, the loss on holding Conservative Real will be expected to be smaller as well.2 Months Beta |Analyze Conservative Real Demand TrendCheck current 30 days Conservative Real correlation with market (DOW)|
β = 0.0051
Conservative Real Central Daily Price Deviation
Conservative Real Technical Analysis
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Conservative Real Projected Return Density Against MarketAssuming 30 trading days horizon, Conservative Real has beta of 0.0051 . This indicates as returns on market go up, Conservative Real average returns are expected to increase less than the benchmark. However during bear market, the loss on holding The Conservative Real Ret F GBP Acc will be expected to be much smaller as well. Moreover, The Conservative Real Ret F GBP Acc has an alpha of 0.023 implying that it can potentially generate 0.023% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.023|
|Beta against DOW||=||0.0051|
Conservative Real Return VolatilityThe Conservative Real Ret F GBP Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.282% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.28 and is 9.223372036854776E16 times more volatile than The Conservative Real Ret F GBP Acc. 0% of all equities and portfolios are less risky than Conservative Real. Compared to the overall equity markets, volatility of historical daily returns of The Conservative Real Ret F GBP Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use The Conservative Real Ret F GBP Acc to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of Conservative Real to be traded at p;0.0 in 30 days. As returns on market increase, Conservative Real returns are expected to increase less than the market. However during bear market, the loss on holding Conservative Real will be expected to be smaller as well.
Conservative Real correlation with market