Astoncrosswind Small Cap Fund Market Value
| ACWDX Fund | USD 15.72 0.33 2.06% |
| Symbol | Astoncrosswind |
Astoncrosswind Small '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 Astoncrosswind Small'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 Astoncrosswind Small.
| 12/29/2024 |
| 03/29/2025 |
If you would invest 0.00 in Astoncrosswind Small on December 29, 2024 and sell it all today you would earn a total of 0.00 from holding Astoncrosswind Small Cap or generate 0.0% return on investment in Astoncrosswind Small over 90 days. Astoncrosswind Small is related to or competes with Baron Real, Eventide Gilead, Buffalo Emerging, Large Cap, and Smead Value. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus the amount of any borrowings fo... More
Astoncrosswind Small 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 Astoncrosswind Small'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 Astoncrosswind Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 5.29 | |||
| Value At Risk | (2.14) | |||
| Potential Upside | 1.63 |
Astoncrosswind Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Astoncrosswind Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Astoncrosswind Small's standard deviation. In reality, there are many statistical measures that can use Astoncrosswind Small historical prices to predict the future Astoncrosswind Small's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (0.13) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Astoncrosswind Small'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.
Astoncrosswind Small Cap Backtested Returns
Astoncrosswind Small Cap secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the fund had a -0.12 % return per unit of risk over the last 3 months. Astoncrosswind Small Cap exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Astoncrosswind Small's Standard Deviation of 1.16, risk adjusted performance of (0.1), and Mean Deviation of 0.898 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 1.12, which signifies a somewhat significant risk relative to the market. Astoncrosswind Small returns are very sensitive to returns on the market. As the market goes up or down, Astoncrosswind Small is expected to follow.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
Astoncrosswind Small Cap has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Astoncrosswind Small time series from 29th of December 2024 to 12th of February 2025 and 12th of February 2025 to 29th of March 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 Astoncrosswind Small Cap price movement. The serial correlation of -0.75 indicates that around 75.0% of current Astoncrosswind Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.48 |
Astoncrosswind Small Cap lagged returns against current returns
Autocorrelation, which is Astoncrosswind Small 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 Astoncrosswind Small's mutual fund expected returns. We can calculate the autocorrelation of Astoncrosswind Small returns to help us make a trade decision. For example, suppose you find that Astoncrosswind Small 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 |
Astoncrosswind Small 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 Astoncrosswind Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Astoncrosswind Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Astoncrosswind Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Astoncrosswind Small Lagged Returns
When evaluating Astoncrosswind Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Astoncrosswind Small mutual fund have on its future price. Astoncrosswind Small 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, Astoncrosswind Small autocorrelation shows the relationship between Astoncrosswind Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Astoncrosswind Small Cap.
Regressed Prices |
| Timeline |
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Other Information on Investing in Astoncrosswind Mutual Fund
Astoncrosswind Small financial ratios help investors to determine whether Astoncrosswind 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 Astoncrosswind with respect to the benefits of owning Astoncrosswind Small security.
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