Sanlam FOUR is abnormally risky given 2 months investment horizon. Sanlam FOUR Global owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.3606 which indicates the organization had 0.3606% of return per unit of risk over the last 2 months. Our philosophy towards measuring volatility of a fund is to use Sanlam FOUR Global market data together with company specific technical indicators. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 138.5075% are justified by taking the suggested risk. Use Sanlam FOUR Global to evaluate company specific risk that cannot be diversified away.
|Horizon||30 Days Login to change|
Sanlam FOUR Global Technical Analysis
Sanlam FOUR Projected Return Density Against MarketAssuming 30 trading days horizon, Sanlam FOUR has beta of 0.0 . This indicates the returns on DOW and Sanlam FOUR do not appear to be highly reactive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of Sanlam FOUR is 277.3. The daily returns are destributed with a variance of 147518.08 and standard deviation of 384.08. The mean deviation of Sanlam FOUR Global Equity A GBP is currently at 265.07. For similar time horizon, the selected benchmark (DOW) has volatility of 1.94
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Sanlam FOUR Return Volatilitythe fund venture accepts 384.0808% volatility on return distribution over the 30 days horizon. the entity inherits 1.9932% risk (volatility on return distribution) over the 30 days horizon.
Sanlam FOUR Global Equity A GBP has a volatility of 384.08 and is 193.01 times more volatile than DOW. 96% of all equities and portfolios are less risky than Sanlam FOUR. Compared to the overall equity markets, volatility of historical daily returns of Sanlam FOUR Global Equity A GBP is higher than 96 (%) of all global equities and portfolios over the last 30 days.