Dynamic Global Fixed Fund Market Value
| DXBG Fund | 20.12 0.01 0.05% |
| Symbol | Dynamic |
Dynamic Global '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 Dynamic Global's 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 Dynamic Global.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Dynamic Global on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Dynamic Global Fixed or generate 0.0% return on investment in Dynamic Global over 90 days.
Dynamic Global 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 Dynamic Global's 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 Dynamic Global Fixed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1212 | |||
| Information Ratio | 0.9687 | |||
| Maximum Drawdown | 0.6534 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.2007 |
Dynamic Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dynamic Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dynamic Global's standard deviation. In reality, there are many statistical measures that can use Dynamic Global historical prices to predict the future Dynamic Global's volatility.| Risk Adjusted Performance | 0.0484 | |||
| Jensen Alpha | 0.0066 | |||
| Total Risk Alpha | 0.02 | |||
| Sortino Ratio | 0.9429 | |||
| Treynor Ratio | 0.3974 |
Dynamic Global Fixed Backtested Returns
As of now, Dynamic Fund is very steady. Dynamic Global Fixed secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the fund had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Dynamic Global Fixed, which you can use to evaluate the volatility of the entity. Please confirm Dynamic Global's Standard Deviation of 0.1179, mean deviation of 0.0867, and Coefficient Of Variation of 775.6 to check if the risk estimate we provide is consistent with the expected return of 0.0178%. The fund shows a Beta (market volatility) of 0.0131, which means not very significant fluctuations relative to the market. As returns on the market increase, Dynamic Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dynamic Global is expected to be smaller as well.
Auto-correlation | 0.62 |
Good predictability
Dynamic Global Fixed has good predictability. Overlapping area represents the amount of predictability between Dynamic Global time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Dynamic Global Fixed price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Dynamic Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Dynamic Global Fixed lagged returns against current returns
Autocorrelation, which is Dynamic Global 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 Dynamic Global's fund expected returns. We can calculate the autocorrelation of Dynamic Global returns to help us make a trade decision. For example, suppose you find that Dynamic Global has exhibited high autocorrelation historically, and you observe that the 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 |
Dynamic Global 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 Dynamic Global fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dynamic Global fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dynamic Global fund over time.
Current vs Lagged Prices |
| Timeline |
Dynamic Global Lagged Returns
When evaluating Dynamic Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dynamic Global fund have on its future price. Dynamic Global 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, Dynamic Global autocorrelation shows the relationship between Dynamic Global fund current value and its past values and can show if there is a momentum factor associated with investing in Dynamic Global Fixed.
Regressed Prices |
| Timeline |
Pair Trading with Dynamic Global
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Dynamic Global position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Dynamic Global will appreciate offsetting losses from the drop in the long position's value.Moving against Dynamic Fund
| 0.44 | 0P00012UCU | RBC Global Equity | PairCorr |
The ability to find closely correlated positions to Dynamic Global could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Dynamic Global when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Dynamic Global - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Dynamic Global Fixed to buy it.
The correlation of Dynamic Global is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Dynamic Global moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Dynamic Global Fixed moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Dynamic Global can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
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