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 Spinnaker Emerg Mkts Macro S1 GBP which you can use to evaluate future volatility of the fund. Please validate Spinnaker Emerg to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Spinnaker Emerg Mkts Technical Analysis
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Spinnaker Emerg Projected Return Density Against MarketAssuming 30 trading days horizon, Spinnaker Emerg has beta of 0.0 . This indicates the returns on DOW and Spinnaker Emerg 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.
Assuming 30 trading days horizon, the coefficient of variation of Spinnaker Emerg is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Spinnaker Emerg Mkts Macro S1 GBP is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.76
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Spinnaker Emerg Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.7734% risk (volatility on return distribution) over the 30 days horizon.
Spinnaker Emerg Investment Opportunity
DOW has a standard deviation of returns of 0.77 and is 9.223372036854776E16 times more volatile than Spinnaker Emerg Mkts Macro S1 GBP. 0% of all equities and portfolios are less risky than Spinnaker Emerg. Compared to the overall equity markets, volatility of historical daily returns of Spinnaker Emerg Mkts Macro S1 GBP is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Spinnaker Emerg Current Risk Indicators
Spinnaker Emerg Suggested Diversification Pairs