Wilmington Mutual Fund Volatility

WMRIX -  USA Fund  

USD 16.80  0.10  0.59%

We consider Wilmington Real very steady. Wilmington Real Asset shows Sharpe Ratio of 0.12, which attests that the fund had 0.12% of return per unit of risk over the last 3 months. Our standpoint towards determining the 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 Wilmington Real Asset, which you can use to evaluate the future volatility of the fund. Please check out Wilmington Real Asset Downside Deviation of 0.7776, mean deviation of 0.4824, and Market Risk Adjusted Performance of 0.1734 to validate if the risk estimate we provide is consistent with the expected return of 0.0808%.

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Wilmington Real Mutual Fund volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Wilmington daily returns, and it is calculated using variance and standard deviation. We also use Wilmington's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Wilmington Real volatility.

30 Days Market Risk

Very steady

Chance of Distress

Very Small

30 Days Economic Sensitivity

Barely shadows the market

Wilmington Real Market Sensitivity And Downside Risk

Wilmington Real's beta coefficient measures the volatility of Wilmington mutual fund compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Wilmington mutual fund's returns against your selected market. In other words, Wilmington Real's beta of 0.0311 provides an investor with an approximation of how much risk Wilmington Real mutual fund can potentially add to one of your existing portfolios.
Let's try to break down what Wilmington's beta means in this case. As returns on the market increase, Wilmington Real returns are expected to increase less than the market. However, during the bear market, the loss on holding Wilmington Real will be expected to be smaller as well.
3 Months Beta |Analyze Wilmington Real Asset Demand Trend
Check current 90 days Wilmington Real correlation with market (DOW)

Wilmington Beta

    
  0.0311  
Wilmington standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Standard Deviation

    
  0.66  
It is essential to understand the difference between upside risk (as represented by Wilmington Real's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Wilmington Real stock's daily returns or price. Since the actual investment returns on holding a position in Wilmington Real stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Wilmington Real.

Wilmington Real Asset Mutual Fund Volatility Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Developed by Larry Williams, the Weighted Close is the average of Wilmington Real Asset high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only Wilmington Real closing price as input. View also all equity analysis or get more info about weighted close price price transform indicator.

Wilmington Real Projected Return Density Against Market

Assuming the 90 days horizon Wilmington Real has a beta of 0.0311 . This entails as returns on the market go up, Wilmington Real average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Wilmington Real Asset will be expected to be much smaller as well.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Wilmington Real or Wilmington Funds sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Wilmington Real stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Wilmington stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
The company has an alpha of 0.0046, implying that it can generate a 0.0046 percent excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 

Wilmington Real Mutual Fund Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Wilmington Real or Wilmington Funds sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Wilmington Real stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Wilmington stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Assuming the 90 days horizon the coefficient of variation of Wilmington Real is 810.25. The daily returns are distributed with a variance of 0.43 and standard deviation of 0.66. The mean deviation of Wilmington Real Asset is currently at 0.45. For similar time horizon, the selected benchmark (DOW) has volatility of 0.69
α
Alpha over DOW
0.0046
β
Beta against DOW0.0311
σ
Overall volatility
0.66
Ir
Information ratio -0.02

Wilmington Real Mutual Fund Return Volatility

Wilmington Real historical daily return volatility represents how much Wilmington Real stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The fund shows 0.655% volatility of returns over 90 . By contrast, DOW inherits 0.6301% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
      Timeline 

About Wilmington Real Volatility

Volatility is a rate at which the price of Wilmington Real or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Wilmington Real may increase or decrease. In other words, similar to Wilmington's beta indicator, it measures the risk of Wilmington Real and helps estimate the fluctuations that may happen in a short period of time. So if prices of Wilmington Real fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.
The investment seeks to achieve long-term preservation of capital with current income. Wilmington Real is traded on NASDAQ Exchange in the United States.

Wilmington Real Investment Opportunity

Wilmington Real Asset has a volatility of 0.66 and is 1.05 times more volatile than DOW. of all equities and portfolios are less risky than Wilmington Real. Compared to the overall equity markets, volatility of historical daily returns of Wilmington Real Asset is lower than 5 () of all global equities and portfolios over the last 90 days. Use Wilmington Real Asset to protect your portfolios against small market fluctuations. The mutual fund experiences a moderate downward daily trend and can be a good diversifier. Check odds of Wilmington Real to be traded at $16.46 in 90 days. . Let's try to break down what Wilmington's beta means in this case. As returns on the market increase, Wilmington Real returns are expected to increase less than the market. However, during the bear market, the loss on holding Wilmington Real will be expected to be smaller as well.

Significant diversification

The correlation between Wilmington Real Asset and DJI is Significant diversification for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Wilmington Real Asset and DJI in the same portfolio assuming nothing else is changed.

Wilmington Real Additional Risk Indicators

The analysis of Wilmington Real's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Wilmington Real's investment and either accepting that risk or mitigating it. Along with some common measures of Wilmington Real stock risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Risk Adjusted Performance0.015
Market Risk Adjusted Performance0.1734
Mean Deviation0.4824
Semi Deviation0.6618
Downside Deviation0.7776
Coefficient Of Variation4628.08
Standard Deviation0.698
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Wilmington Real Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
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The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Wilmington Real as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Wilmington Real's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Wilmington Real's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Wilmington Real Asset.
Check out Your Current Watchlist. Note that the Wilmington Real Asset information on this page should be used as a complementary analysis to other Wilmington Real's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.

Complementary Tools for Wilmington Mutual Fund analysis

When running Wilmington Real Asset price analysis, check to measure Wilmington Real's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Wilmington Real is operating at the current time. Most of Wilmington Real's value examination focuses on studying past and present price action to predict the probability of Wilmington Real's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Wilmington Real's price. Additionally, you may evaluate how the addition of Wilmington Real to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Wilmington Real's value and its price as these two are different measures arrived at by different means. Investors typically determine Wilmington Real value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Wilmington Real's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.