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Glossary

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Beta

Beta is a measure of a fund’s volatility compared to its benchmark, or how sensitive it is to market movements.

A fund with a Beta close to 1 means that the fund will move generally in line with the benchmark.  Higher than 1 and the fund is more volatile than the benchmark, so that with a Beta of 1.5, say, the fund will be expected to rise or fall 1.5 points for every 1 point of benchmark movement.

If this Beta is an advantage in a rising market – a 15% gain for every 10% rise in the benchmark –the reverse is true when markets fall.  This is when managers will look for Betas below 1, so that in a down market the fund will not perform as badly as its benchmark.


 

Equilibrium Asset Management (A Limited Liability Partnership) is authorised and regulated by the Financial Services Authority. For more information, please go to www.fsa.gov.uk.