Baillie Gifford (Ireland) Risk Analysis And Volatility

Our philosophy towards 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 Baillie Gifford Wldwd Glb Crd C GBP Acc which you can use to evaluate future volatility of the entity. Please confirm Baillie Gifford Wldwd Risk Adjusted Performance of (0.12) and Mean Deviation of 0.1079 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Baillie Gifford Market Sensitivity

As returns on market increase, returns on owning Baillie Gifford are expected to decrease at a much smaller rate. During bear market, Baillie Gifford is likely to outperform the market.
2 Months Beta |Analyze Baillie Gifford Wldwd Demand Trend
Check current 30 days Baillie Gifford correlation with market (DOW)
β = -0.0446

Baillie Gifford Central Daily Price Deviation

Baillie Gifford Wldwd Technical Analysis

Transformation
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Baillie Gifford Projected Return Density Against Market

Assuming 30 trading days horizon, Baillie Gifford Wldwd Glb Crd C GBP Acc has beta of -0.0446 . This indicates as returns on benchmark increase, returns on holding Baillie Gifford are expected to decrease at a much smaller rate. During bear market, however, Baillie Gifford Wldwd Glb Crd C GBP Acc is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Baillie Gifford Wldwd is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.01
β
Beta against DOW=0.04
σ
Overall volatility
=0.00
Ir
Information ratio =0.39

Baillie Gifford Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8419% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Baillie Gifford Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Baillie Gifford Investment Opportunity

DOW has a standard deviation of returns of 1.84 and is 9.223372036854776E16 times more volatile than Baillie Gifford Wldwd Glb Crd C GBP Acc. 0% 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 0 (%) of all global equities and portfolios over the last 30 days. Use Baillie Gifford Wldwd Glb Crd C GBP Acc to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of Baillie Gifford to be traded at p;0.0 in 30 days. . As returns on market increase, returns on owning Baillie Gifford are expected to decrease at a much smaller rate. During bear market, Baillie Gifford is likely to outperform the market.

Baillie Gifford correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Baillie Gifford Wldwd Glb Crd and equity matching DJI index in the same portfolio.

Baillie Gifford Volatility Indicators

Baillie Gifford Wldwd Glb Crd C GBP Acc Current Risk Indicators

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