Equity Income Portfolio Fund Volatility
| GEQIX Fund | USD 14.02 0.04 0.29% |
Recent trading patterns suggest Equity Income Portfolio maintains a very low volatility profile. Equity Income Portfolio indicates a Sharpe Ratio (Efficiency) of 0.0017, showing reward per unit of risk over the last 3 months. The latest risk read is supported by 27 technical indicators.
Sharpe Ratio = 0.0017
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | GEQIX |
For Equity Income Portfolio, recent data highlights a Market Risk Adjusted Performance of 0.4%, a Risk of 0.69, and a Risk Adjusted Performance of 0.1%. Moving average data indicates Equity Income is not operating at maximum efficiency. A well-diversified portfolio allocation can reduce market risk and improve total performance.
Key indicators related to Equity Income's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for Equity Income draws on both historical price data and forward-looking implied volatility from the options market. Together these measures provide a comprehensive view of Equity Income's risk profile.
Equity |
Volatility Strategy
Observed trading dispersion in Equity Income Portfolio can affect long-term allocation structure. Current statistical measures show total volatility near 0.69% with a beta coefficient of 0.72, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0017, evaluates return per unit of total risk. An alpha value of 0.29 reflects performance relative to systematic market exposure. Expected return estimates near 0.0012% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to Equity Income's market risk premium analysis include:
Beta 0.72 | Alpha 0.29 | Risk 0.69 | Sharpe Ratio 0.0017 | Expected Return 0.0012 |
Moving together with Equity Mutual Fund
| 0.93 | NOVIX | Glenmede International | PairCorr |
| 0.93 | RESGX | Responsible Esg Equity | PairCorr |
| 0.98 | GLSOX | Secured Options Portfolio | PairCorr |
| 0.96 | GQLVX | Quantitative U S | PairCorr |
| 0.83 | GQSCX | Quantitative U S | PairCorr |
| 0.94 | GTAPX | LONG/SHORT PORTFOLIO | PairCorr |
| 0.84 | GTCIX | International Portfolio | PairCorr |
| 0.82 | GTCSX | Small Cap Equity | PairCorr |
| 0.97 | GTLIX | Large Cap Core | PairCorr |
| 0.83 | GTLLX | Large Cap Growth | PairCorr |
| 0.97 | GTLOX | Large Cap E | PairCorr |
| 0.94 | GTLSX | Quantitative Longshort | PairCorr |
| 0.98 | GTSOX | Secured Options Portfolio | PairCorr |
| 0.81 | GTSCX | Small Cap Equity | PairCorr |
| 0.96 | GTTMX | Total Market Portfolio | PairCorr |
| 0.75 | VVIAX | Vanguard Value Index | PairCorr |
| 0.81 | FWWMX | American Funds Washington | PairCorr |
| 0.81 | FWMMX | American Funds Washington | PairCorr |
| 0.77 | DODGX | Dodge Stock Fund | PairCorr |
| 0.71 | AMFFX | American Mutual | PairCorr |
| 0.7 | AMFCX | American Mutual | PairCorr |
| 0.68 | SGGDX | First Eagle Gold | PairCorr |
Moving against Equity Mutual Fund
Sensitivity To Market
Equity Income'sEquity Income systematic risk exposure is reflected in a beta value of 0.72. Beta is derived from regression analysis comparing asset and benchmark returns. Measured volatility currently stands near 0.69%.Over the current lookback period, Equity Income Portfolio shows a very low volatility profile, using downside deviation (0.78%) as a primary reference. For Equity Income, the volatility profile is a portfolio effect rather than a single-company effect.
3 Months Beta |Analyze Equity Income Portfolio Demand TrendCheck current 90 days Equity Income correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation for Equity expresses the daily price volatility over a selected time horizon as a spread around the mean. High values indicate volatile instruments; low values indicate stable ones.
Standard Deviation | 0.69 |
For Equity Income investors, the distinction between upside and downside risk matters. Standard deviation measures total volatility including favorable moves, while downside deviation and semi-deviation isolate the loss risk in Equity Income's daily returns. For Equity Income Portfolio, recent data highlights a Downside Deviation of 0.78, a Downside Variance of 0.62, and a Maximum Drawdown of 17.98.
Mutual Fund Volatility Analysis
Volatility describes the degree to which Equity Income mutual fund price fluctuates in either direction. Highly volatile mutual funds like Equity Income can offer significant profit opportunities, but also come with heightened risk.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Equity Income Portfolio Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Equity Income Projected Return Density Against Market
Assuming a 90-day horizon Equity Income has a beta of 0.7203 . This usually indicates as returns on the market go up, Equity Income's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Equity Income Portfolio is expected to be smaller as well.Systematic risk links Equity Income to overall mutual fund market cycles, while unsystematic risk stems from company or sector-specific developments. Diversification addresses the latter, but macro sensitivity persists. Beta measures relative responsiveness. For Equity Income Portfolio, recent data highlights a Downside Deviation of 0.78, a Mean Deviation of 0.81, and a Semi Deviation of 0.42.
Predicted Return Density |
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What Drives an Equity Income Price Volatility?
Several factors can influence a fund's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of Equity Income is 59252.47. The daily returns are distributed with a variance of 0.47 and standard deviation of 0.69. The mean deviation of Equity Income Portfolio is currently at 0.54. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.29 | |
β | Beta against Dow Jones | 0.72 | |
σ | Overall volatility | 0.69 | |
Ir | Information ratio | 0.14 |
Mutual Fund Return Volatility
Equity Income historical daily return volatility represents how much of Equity Income fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 0.6877% volatility of returns over 90 trading days. By contrast, Dow Jones Industrial accepts 0.792% volatility on return distribution over a 90-day horizon. Performance |
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Related Correlations Analysis
| 0.96 | 0.92 | 0.86 | 0.85 | 0.83 | FKIDX | ||
| 0.96 | 0.86 | 0.83 | 0.87 | 0.76 | HIIDX | ||
| 0.92 | 0.86 | 0.87 | 0.85 | 0.86 | FTHNX | ||
| 0.86 | 0.83 | 0.87 | 0.84 | 0.98 | MDSKX | ||
| 0.85 | 0.87 | 0.85 | 0.84 | 0.77 | PASVX | ||
| 0.83 | 0.76 | 0.86 | 0.98 | 0.77 | VCSLX | ||
Risk-Adjusted Indicators
There is a big difference between Equity Mutual Fund performing well and Equity Income Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Equity Income's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| FKIDX | 0.79 | 0.06 | 0.05 | 0.02 | 1.14 | 1.39 | 5.98 | |||
| HIIDX | 0.79 | 0.15 | 0.13 | 0.13 | 1.08 | 1.41 | 9.06 | |||
| FTHNX | 0.68 | 0.04 | 0.04 | -0.01 | 0.95 | 1.42 | 4.42 | |||
| MDSKX | 0.92 | 0.06 | 0.04 | 0.00 | 1.19 | 1.42 | 5.90 | |||
| PASVX | 0.97 | 0.26 | 0.22 | 0.13 | 0.87 | 1.66 | 15.61 | |||
| VCSLX | 0.92 | 0.03 | 0.00 | -0.02 | 0.00 | 1.41 | 5.90 |
Risk Metrics, Assumptions & Methodology
Volatility for Equity Income reflects NAV dispersion and exposure stability across disclosure periods. Range expansion increases sensitivity to market stress conditions.
Inputs for Equity Income Portfolio come from fund disclosures and market reference feeds and are mapped into a consistent schema for analysis. Some fields can appear with publication lag. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsEquity Income Investment Opportunity
Measured over the selected horizon, Dow Jones Industrial carries roughly 1.14 times the return volatility of Equity Income Portfolio. That difference can matter when investors want a steadier position size or lower contribution to total portfolio risk.You can use Equity Income Portfolio to enhance the returns of your portfolios. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It works best as a directional cue rather than as a standalone forecast. a normal upward fluctuation. Check odds of Equity Income to be traded at $14.72 in 90 days.Very weak diversification
Across the chosen horizon, GEQIX and DJI show a correlation of 0.48 and fall into the Very weak diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Equity Income Additional Risk Indicators
Risk analysis around Equity Income Portfolio becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | 0.1068 | |||
| Market Risk Adjusted Performance | 0.3676 | |||
| Mean Deviation | 0.8144 | |||
| Semi Deviation | 0.4205 | |||
| Downside Deviation | 0.7843 | |||
| Coefficient Of Variation | 790.65 | |||
| Standard Deviation | 2.12 |
Equity Income Suggested Diversification Pairs
Pair trading with Equity Income can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
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 Equity Income 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. Equity Income'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, Equity Income'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 Equity Income Portfolio.