Atac Inflation Rotation Fund Market Value
| ATACX Fund | USD 32.82 0.46 1.38% |
| Symbol | Atac |
Atac Inflation '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 Atac Inflation'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 Atac Inflation.
| 02/07/2023 |
| 12/28/2024 |
If you would invest 0.00 in Atac Inflation on February 7, 2023 and sell it all today you would earn a total of 0.00 from holding Atac Inflation Rotation or generate 0.0% return on investment in Atac Inflation over 690 days. Atac Inflation is related to or competes with ATAC Rotation, Tidal ETF, Quadratic Interest, Baron Global, and Amplify BlackSwan. The adviser invests the funds assets primarily in shares of a diversified portfolio of exchange-traded funds that track ... More
Atac Inflation 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 Atac Inflation'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 Atac Inflation Rotation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.49 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 10.18 | |||
| Value At Risk | (2.18) | |||
| Potential Upside | 2.24 |
Atac Inflation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Atac Inflation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Atac Inflation's standard deviation. In reality, there are many statistical measures that can use Atac Inflation historical prices to predict the future Atac Inflation's volatility.| Risk Adjusted Performance | 0.0155 | |||
| Jensen Alpha | 0.0061 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.051 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Atac Inflation'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.
Atac Inflation Rotation Backtested Returns
At this stage we consider Atac Mutual Fund to be very steady. Atac Inflation Rotation secures Sharpe Ratio (or Efficiency) of 0.0267, which signifies that the fund had a 0.0267% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Atac Inflation Rotation, which you can use to evaluate the volatility of the entity. Please confirm Atac Inflation's risk adjusted performance of 0.0155, and Mean Deviation of 1.12 to double-check if the risk estimate we provide is consistent with the expected return of 0.0426%. The fund shows a Beta (market volatility) of 0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Atac Inflation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Atac Inflation is expected to be smaller as well.
Auto-correlation | -0.3 |
Weak reverse predictability
Atac Inflation Rotation has weak reverse predictability. Overlapping area represents the amount of predictability between Atac Inflation time series from 7th of February 2023 to 18th of January 2024 and 18th of January 2024 to 28th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Atac Inflation Rotation price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Atac Inflation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 3.05 |
Atac Inflation Rotation lagged returns against current returns
Autocorrelation, which is Atac Inflation 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 Atac Inflation's mutual fund expected returns. We can calculate the autocorrelation of Atac Inflation returns to help us make a trade decision. For example, suppose you find that Atac Inflation 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 |
Atac Inflation 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 Atac Inflation mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Atac Inflation mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Atac Inflation mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Atac Inflation Lagged Returns
When evaluating Atac Inflation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Atac Inflation mutual fund have on its future price. Atac Inflation 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, Atac Inflation autocorrelation shows the relationship between Atac Inflation mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Atac Inflation Rotation.
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 Atac Mutual Fund
Atac Inflation financial ratios help investors to determine whether Atac 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 Atac with respect to the benefits of owning Atac Inflation security.
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