Waverton Global (Ireland) Risk Analysis And Volatility Evaluation

IE00BQ1KPV61 -- Ireland Fund  

EUR 9.94  0.01  0.10%

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 0.5792 and Mean Deviation of 0.0698 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
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 Trend
Check current 30 days Waverton Global correlation with market (DOW)
β = 0.0467
Waverton Global Small BetaWaverton Global Bond Beta Legend

Waverton Global Bond Technical Analysis

Transformation
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Waverton Global Projected Return Density Against Market

Assuming 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 
      Returns 
α
Alpha over DOW
=0.0347
β
Beta against DOW=0.0467
σ
Overall volatility
=0.00
Ir
Information ratio =1.16

Waverton Global Return Volatility

Waverton 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.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Waverton Global Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Waverton Global Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than Waverton Global Bond I EUR Hedge Acc. 0% 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 0 (%) 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 €10.44 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

Weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Waverton Global Bond I EUR Hed and equity matching DJI index in the same portfolio.

Waverton Global Volatility Indicators

Waverton Global Bond I EUR Hedge Acc Current Risk Indicators

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