We consider Waverton Global unknown risk. Waverton Global Bond shows Sharpe Ratio of 0.5774 which attests that Waverton Global Bond had 0.5774% of return per unit of risk over the last 2 months. Our philosophy towards determining 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 Waverton Global Bond which you can use to evaluate future volatility of the fund. Please check out Waverton Global Bond Market Risk Adjusted Performance of
(2.53) and Mean Deviation of 0.2761 to validate if risk estimate we provide are consistent with the epected return of 0.1393%.
|Horizon||30 Days Login to change|
Waverton Global Market Sensitivity
|As returns on market increase, Waverton Global returns are expected to increase less than the market. However during bear market, the loss on holding Waverton Global will be expected to be smaller as well. 2 Months Beta |Analyze Waverton Global Bond Demand TrendCheck current 30 days Waverton Global correlation with market (DOW)|
β = 0.0466
Waverton Global Central Daily Price Deviation
Waverton Global Bond Technical Analysis
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Waverton Global Projected Return Density Against MarketAssuming 30 trading days horizon, Waverton Global has beta of 0.0466 . This indicates as returns on market go up, Waverton Global average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Waverton Global Bond I EUR Hedge Acc will be expected to be much smaller as well. Additionally, Waverton Global Bond I EUR Hedge Acc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW.
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of Waverton Global is 173.21. The daily returns are destributed with a variance of 0.06 and standard deviation of 0.24. The mean deviation of Waverton Global Bond I EUR Hedge Acc is currently at 0.19. For similar time horizon, the selected benchmark (DOW) has volatility of 1.97
|Alpha over DOW||=||0.11|
|Beta against DOW||=||0.0466|
Waverton Global Return VolatilityWaverton Global Bond I EUR Hedge Acc accepts 0.2413% volatility on return distribution over the 30 days horizon. DOW inherits 2.0465% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 2.05 and is 8.54 times more volatile than Waverton Global Bond I EUR Hedge Acc. 2% of all equities and portfolios are less risky than Waverton Global. Compared to the overall equity markets, volatility of historical daily returns of Waverton Global Bond I EUR Hedge Acc is lower than 2 (%) of all global equities and portfolios over the last 30 days. Use Waverton Global Bond I EUR Hedge Acc to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Waverton Global to be traded at 10.09 in 30 days. . As returns on market increase, Waverton Global returns are expected to increase less than the market. However during bear market, the loss on holding Waverton Global will be expected to be smaller as well.
Waverton Global correlation with market