Baillie Gifford (Ireland) Risk Analysis And Volatility Evaluation

IE00B3ZRM669 -- Ireland Fund  

GBp 1,366  2.00  0.15%

We consider Baillie Gifford not too risky. Baillie Gifford Wldwd secures Sharpe Ratio (or Efficiency) of 0.1238 which signifies that Baillie Gifford Wldwd had 0.1238% of return per unit of risk over the last 1 month. Our philosophy towards foreseeing volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Baillie Gifford Wldwd Glb Crd C GBP Acc which you can use to evaluate future volatility of the entity. Please confirm Baillie Gifford Wldwd to double-check if risk estimate we provide are consistent with the epected return of 0.0371%.
 Time Horizon     30 Days    Login   to change

Baillie Gifford Wldwd Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Baillie Gifford Wldwd Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Projected Return Density Against Market

Assuming 30 trading days horizon, Baillie Gifford has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Baillie Gifford are completely uncorrelated. Furthermore, Baillie Gifford Wldwd Glb Crd C GBP AccIt does not look like Baillie Gifford alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Baillie Gifford is 807.62. The daily returns are destributed with a variance of 0.09 and standard deviation of 0.3. The mean deviation of Baillie Gifford Wldwd Glb Crd C GBP Acc is currently at 0.22. For similar time horizon, the selected benchmark (DOW) has volatility of 0.46
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.30
Ir
Information ratio =0.00

Actual Return Volatility

Baillie Gifford Wldwd Glb Crd C GBP Acc accepts 0.2992% volatility on return distribution over the 30 days horizon. DOW inherits 0.5701% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Baillie Gifford Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

Almost imposible

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

Baillie Gifford Investment Opportunity
DOW has a standard deviation of returns of 0.57 and is 1.9 times more volatile than Baillie Gifford Wldwd Glb Crd C GBP Acc. 2% of all equities and portfolios are less risky than Baillie Gifford. Compared to the overall equity markets, volatility of historical daily returns of Baillie Gifford Wldwd Glb Crd C GBP Acc is lower than 2 (%) of all global equities and portfolios over the last 30 days.

Baillie Gifford Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
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