Clarkston Fund Institutional Fund Market Value
| CILGX Fund | USD 15.21 0.04 0.26% |
| Symbol | CLARKSTON |
Clarkston Fund '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 Clarkston Fund'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 Clarkston Fund.
| 09/27/2024 |
| 03/26/2025 |
If you would invest 0.00 in Clarkston Fund on September 27, 2024 and sell it all today you would earn a total of 0.00 from holding Clarkston Fund Institutional or generate 0.0% return on investment in Clarkston Fund over 180 days. Clarkston Fund is related to or competes with Clarkston Partners, Clarkston Founders, Clarkston Partners, and Invesco Value. Under normal circumstances, the fund invests primarily in U.S.-traded equity securities of large-capitalization companie... More
Clarkston Fund 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 Clarkston Fund'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 Clarkston Fund Institutional upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 3.15 | |||
| Value At Risk | (1.50) | |||
| Potential Upside | 1.27 |
Clarkston Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Clarkston Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Clarkston Fund's standard deviation. In reality, there are many statistical measures that can use Clarkston Fund historical prices to predict the future Clarkston Fund's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.11) |
Clarkston Fund Insti Backtested Returns
Clarkston Fund Insti secures Sharpe Ratio (or Efficiency) of -0.0499, which signifies that the fund had a -0.0499 % return per unit of standard deviation over the last 3 months. Clarkston Fund Institutional exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Clarkston Fund's risk adjusted performance of (0.06), and Mean Deviation of 0.6529 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.65, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Clarkston Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Clarkston Fund is expected to be smaller as well.
Auto-correlation | -0.51 |
Good reverse predictability
Clarkston Fund Institutional has good reverse predictability. Overlapping area represents the amount of predictability between Clarkston Fund time series from 27th of September 2024 to 26th of December 2024 and 26th of December 2024 to 26th 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 Clarkston Fund Insti price movement. The serial correlation of -0.51 indicates that about 51.0% of current Clarkston Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Clarkston Fund Insti lagged returns against current returns
Autocorrelation, which is Clarkston Fund 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 Clarkston Fund's mutual fund expected returns. We can calculate the autocorrelation of Clarkston Fund returns to help us make a trade decision. For example, suppose you find that Clarkston Fund 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 |
Clarkston Fund 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 Clarkston Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Clarkston Fund mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Clarkston Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Clarkston Fund Lagged Returns
When evaluating Clarkston Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Clarkston Fund mutual fund have on its future price. Clarkston Fund 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, Clarkston Fund autocorrelation shows the relationship between Clarkston Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Clarkston Fund Institutional.
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.| ZLAB | Zai Lab | |
| ASLE | AerSale Corp | |
| ATS | AT S Austria |
Other Information on Investing in CLARKSTON Mutual Fund
Clarkston Fund financial ratios help investors to determine whether CLARKSTON 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 CLARKSTON with respect to the benefits of owning Clarkston Fund security.
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