Americafirst Tactical Alpha Fund Market Value
| ABRWX Fund | USD 17.63 0.08 0.46% |
| Symbol | Americafirst |
Americafirst Tactical '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 Americafirst Tactical'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 Americafirst Tactical.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Americafirst Tactical on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Americafirst Tactical Alpha or generate 0.0% return on investment in Americafirst Tactical over 30 days. Americafirst Tactical is related to or competes with The Hartford, Calvert Moderate, Alternative Asset, Gmo Asset, Washington Mutual, and Enhanced. The fund seeks to achieve its investment objective primarily through long positions in global equity markets and U.S More
Americafirst Tactical 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 Americafirst Tactical'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 Americafirst Tactical Alpha upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 10.49 | |||
| Value At Risk | (1.89) | |||
| Potential Upside | 1.6 |
Americafirst Tactical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Americafirst Tactical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Americafirst Tactical's standard deviation. In reality, there are many statistical measures that can use Americafirst Tactical historical prices to predict the future Americafirst Tactical's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | (0.08) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Americafirst Tactical's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Americafirst Tactical Backtested Returns
Americafirst Tactical secures Sharpe Ratio (or Efficiency) of -0.0468, which signifies that the fund had a -0.0468 % return per unit of standard deviation over the last 3 months. Americafirst Tactical Alpha exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Americafirst Tactical's mean deviation of 1.01, and Risk Adjusted Performance of (0.01) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.48, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Americafirst Tactical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Americafirst Tactical is expected to be smaller as well.
Auto-correlation | -0.62 |
Very good reverse predictability
Americafirst Tactical Alpha has very good reverse predictability. Overlapping area represents the amount of predictability between Americafirst Tactical time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Americafirst Tactical price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Americafirst Tactical price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Americafirst Tactical lagged returns against current returns
Autocorrelation, which is Americafirst Tactical 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 Americafirst Tactical's mutual fund expected returns. We can calculate the autocorrelation of Americafirst Tactical returns to help us make a trade decision. For example, suppose you find that Americafirst Tactical 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 |
Americafirst Tactical 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 Americafirst Tactical mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Americafirst Tactical mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Americafirst Tactical mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Americafirst Tactical Lagged Returns
When evaluating Americafirst Tactical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Americafirst Tactical mutual fund have on its future price. Americafirst Tactical 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, Americafirst Tactical autocorrelation shows the relationship between Americafirst Tactical mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Americafirst Tactical Alpha.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Americafirst Mutual Fund
Americafirst Tactical financial ratios help investors to determine whether Americafirst 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 Americafirst with respect to the benefits of owning Americafirst Tactical security.
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