Conquer Risk Defensive Fund Market Value
| CRDBX Fund | USD 13.43 0.01 0.07% |
| Symbol | Conquer |
Conquer Risk '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 Conquer Risk'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 Conquer Risk.
| 11/25/2024 |
| 12/25/2024 |
If you would invest 0.00 in Conquer Risk on November 25, 2024 and sell it all today you would earn a total of 0.00 from holding Conquer Risk Defensive or generate 0.0% return on investment in Conquer Risk over 30 days. Conquer Risk is related to or competes with Conquer Risk, Conquer Risk, Conquer Risk, Putnam Floating, Blackrock Mid, and Alger Concentrated. The fund seeks long-term capital appreciation by constructing a portfolio that is comprised, under normal market conditi... More
Conquer Risk 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 Conquer Risk'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 Conquer Risk Defensive upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.22 | |||
| Information Ratio | 0.0993 | |||
| Maximum Drawdown | 6.51 | |||
| Value At Risk | (1.54) | |||
| Potential Upside | 1.4 |
Conquer Risk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Conquer Risk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Conquer Risk's standard deviation. In reality, there are many statistical measures that can use Conquer Risk historical prices to predict the future Conquer Risk's volatility.| Risk Adjusted Performance | 0.1159 | |||
| Jensen Alpha | 0.1323 | |||
| Total Risk Alpha | 0.0931 | |||
| Sortino Ratio | 0.0853 | |||
| Treynor Ratio | 0.7692 |
Conquer Risk Defensive Backtested Returns
At this stage we consider Conquer Mutual Fund to be very steady. Conquer Risk Defensive secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the fund had a 0.13% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Conquer Risk Defensive, which you can use to evaluate the volatility of the entity. Please confirm Conquer Risk's Downside Deviation of 1.22, mean deviation of 0.7148, and Risk Adjusted Performance of 0.1159 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. The fund shows a Beta (market volatility) of 0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Conquer Risk's returns are expected to increase less than the market. However, during the bear market, the loss of holding Conquer Risk is expected to be smaller as well.
Auto-correlation | 0.68 |
Good predictability
Conquer Risk Defensive has good predictability. Overlapping area represents the amount of predictability between Conquer Risk time series from 25th of November 2024 to 10th of December 2024 and 10th of December 2024 to 25th 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 Conquer Risk Defensive price movement. The serial correlation of 0.68 indicates that around 68.0% of current Conquer Risk price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Conquer Risk Defensive lagged returns against current returns
Autocorrelation, which is Conquer Risk 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 Conquer Risk's mutual fund expected returns. We can calculate the autocorrelation of Conquer Risk returns to help us make a trade decision. For example, suppose you find that Conquer Risk 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 |
Conquer Risk 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 Conquer Risk mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Conquer Risk mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Conquer Risk mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Conquer Risk Lagged Returns
When evaluating Conquer Risk's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Conquer Risk mutual fund have on its future price. Conquer Risk 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, Conquer Risk autocorrelation shows the relationship between Conquer Risk mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Conquer Risk Defensive.
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 Conquer Mutual Fund
Conquer Risk financial ratios help investors to determine whether Conquer 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 Conquer with respect to the benefits of owning Conquer Risk security.
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