|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.One Month Beta |Analyze Waverton Global Bond Demand TrendCheck current 30 days Waverton Global correlation with market (DOW)|
β = 0.0467
Waverton Global Bond Technical Analysis
Waverton Global Projected Return Density Against MarketAssuming 30 trading days horizon, Waverton Global has beta of 0.0467 . 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. Moreover, Waverton Global Bond I EUR Hedge Acc has an alpha of 0.0347 implying that it can potentially generate 0.0347% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Waverton Global Return VolatilityWaverton Global Bond I EUR Hedge Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0618% risk (volatility on return distribution) over the 30 days horizon.