Our philosophy towards estimating 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 Man GLG which you can use to evaluate future volatility of the organization. Please verify Man GLG Eurp Mid Cap Eq Alt IN Acc Mean Deviation of 0.3018, Downside Deviation of 0.8472 and Risk Adjusted Performance of 0.024 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Man GLG Market Sensitivity
|As returns on market increase, returns on owning Man GLG are expected to decrease at a much smaller rate. During bear market, Man GLG is likely to outperform the market. 2 Months Beta |Analyze Man GLG Eurp Demand TrendCheck current 30 days Man GLG correlation with market (DOW)|
β = -0.0302
Man GLG Central Daily Price Deviation
Man GLG Eurp Technical Analysis
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Man GLG Projected Return Density Against MarketAssuming 30 trading days horizon, Man GLG Eurp Mid Cap Eq Alt IN Acc has beta of -0.0302 . This indicates as returns on benchmark increase, returns on holding Man GLG are expected to decrease at a much smaller rate. During bear market, however, Man GLG Eurp Mid Cap Eq Alt IN Acc is likely to outperform the market. Moreover, The company has an alpha of 0.0161 implying that it can potentially generate 0.0161% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.0161|
|Beta against DOW||=||0.03|
Man GLG Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6501% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than Man GLG Eurp Mid Cap Eq Alt IN Acc. 0% of all equities and portfolios are less risky than Man GLG. Compared to the overall equity markets, volatility of historical daily returns of Man GLG Eurp Mid Cap Eq Alt IN Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Man GLG Eurp Mid Cap Eq Alt IN Acc to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Man GLG to be traded at 110.08 in 30 days. . As returns on market increase, returns on owning Man GLG are expected to decrease at a much smaller rate. During bear market, Man GLG is likely to outperform the market.
Man GLG correlation with market