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 Sanlam BIFM World Equity A USD Acc which you can use to evaluate future volatility of the fund. Please validate Sanlam BIFM Risk Adjusted Performance of 0.0685 and Coefficient Of Variation of 2469.49 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Sanlam BIFM World Technical Analysis
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Sanlam BIFM Projected Return Density Against MarketAssuming 30 trading days horizon, Sanlam BIFM has beta of 0.0 . This indicates the returns on DOW and Sanlam BIFM 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
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Sanlam BIFM Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.6372% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.64 and is 9.223372036854776E16 times more volatile than Sanlam BIFM World Equity A USD Acc. 0% of all equities and portfolios are less risky than Sanlam BIFM. Compared to the overall equity markets, volatility of historical daily returns of Sanlam BIFM World Equity A USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.