Enhanced Fixed Income Fund Market Value
| AAEZX Fund | 9.93 0.05 0.50% |
| Symbol | Enhanced |
Enhanced Fixed 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Enhanced Fixed's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Enhanced Fixed.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in Enhanced Fixed on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding Enhanced Fixed Income or generate 0.0% return on investment in Enhanced Fixed over 60 days. Enhanced Fixed is related to or competes with Morningstar Global, Artisan Global, Ab Global, Doubleline Global, Dreyfus/standish, and Mirova Global. Under normal circumstances, the fund will invest at least 80 percent of its net assets, plus the amount of any borrowing... More
Enhanced Fixed Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Enhanced Fixed's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Enhanced Fixed Income upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 1.99 | |||
| Value At Risk | (0.59) | |||
| Potential Upside | 0.597 |
Enhanced Fixed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Enhanced Fixed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Enhanced Fixed's standard deviation. In reality, there are many statistical measures that can use Enhanced Fixed historical prices to predict the future Enhanced Fixed's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | 1.28 |
Enhanced Fixed Income Backtested Returns
Enhanced Fixed Income secures Sharpe Ratio (or Efficiency) of -0.0752, which denotes the fund had a -0.0752% return per unit of risk over the last 3 months. Enhanced Fixed Income exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Enhanced Fixed's Mean Deviation of 0.2576, standard deviation of 0.3539, and Variance of 0.1253 to check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.039, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Enhanced Fixed are expected to decrease at a much lower rate. During the bear market, Enhanced Fixed is likely to outperform the market.
Auto-correlation | -0.56 |
Good reverse predictability
Enhanced Fixed Income has good reverse predictability. Overlapping area represents the amount of predictability between Enhanced Fixed time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Enhanced Fixed Income price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Enhanced Fixed price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Enhanced Fixed Income lagged returns against current returns
Autocorrelation, which is Enhanced Fixed mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Enhanced Fixed's mutual fund expected returns. We can calculate the autocorrelation of Enhanced Fixed returns to help us make a trade decision. For example, suppose you find that Enhanced Fixed has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Enhanced Fixed regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Enhanced Fixed mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Enhanced Fixed mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Enhanced Fixed mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Enhanced Fixed Lagged Returns
When evaluating Enhanced Fixed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Enhanced Fixed mutual fund have on its future price. Enhanced Fixed autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Enhanced Fixed autocorrelation shows the relationship between Enhanced Fixed mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Enhanced Fixed Income.
Regressed Prices |
| Timeline |
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Other Information on Investing in Enhanced Mutual Fund
Enhanced Fixed financial ratios help investors to determine whether Enhanced Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Enhanced with respect to the benefits of owning Enhanced Fixed security.
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