Frost Total Return Fund Market Value
| FATRX Fund | USD 9.80 0.01 0.10% |
| Symbol | Frost |
Frost Total '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 Frost Total'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 Frost Total.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Frost Total on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Frost Total Return or generate 0.0% return on investment in Frost Total over 90 days. Frost Total is related to or competes with Baird Intermediate, Kopernik Global, Invesco Real, Oppenheimer Steelpath, and Mfs Global. The investment seeks to maximize total return, consisting of income and capital appreciation, consistent with the preser... More
Frost Total 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 Frost Total'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 Frost Total Return upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2501 | |||
| Information Ratio | 0.6197 | |||
| Maximum Drawdown | 1.25 | |||
| Value At Risk | (0.41) | |||
| Potential Upside | 0.5118 |
Frost Total Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frost Total's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frost Total's standard deviation. In reality, there are many statistical measures that can use Frost Total historical prices to predict the future Frost Total's volatility.| Risk Adjusted Performance | 0.0643 | |||
| Jensen Alpha | 0.0252 | |||
| Total Risk Alpha | 0.0596 | |||
| Sortino Ratio | 0.6347 | |||
| Treynor Ratio | 0.2669 |
Frost Total Return Backtested Returns
At this stage we consider Frost Mutual Fund to be very steady. Frost Total Return secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the fund had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Frost Total Return, which you can use to evaluate the volatility of the entity. Please confirm Frost Total's Downside Deviation of 0.2501, coefficient of variation of 967.55, and Mean Deviation of 0.2011 to check if the risk estimate we provide is consistent with the expected return of 0.026%. The fund shows a Beta (market volatility) of 0.0617, which means not very significant fluctuations relative to the market. As returns on the market increase, Frost Total's returns are expected to increase less than the market. However, during the bear market, the loss of holding Frost Total is expected to be smaller as well.
Auto-correlation | 0.16 |
Very weak predictability
Frost Total Return has very weak predictability. Overlapping area represents the amount of predictability between Frost Total time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Frost Total Return price movement. The serial correlation of 0.16 indicates that over 16.0% of current Frost Total price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Frost Total Return lagged returns against current returns
Autocorrelation, which is Frost Total 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 Frost Total's mutual fund expected returns. We can calculate the autocorrelation of Frost Total returns to help us make a trade decision. For example, suppose you find that Frost Total 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 |
Frost Total 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 Frost Total mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Frost Total mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Frost Total mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Frost Total Lagged Returns
When evaluating Frost Total's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Frost Total mutual fund have on its future price. Frost Total 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, Frost Total autocorrelation shows the relationship between Frost Total mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Frost Total Return.
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 Frost Mutual Fund
Frost Total financial ratios help investors to determine whether Frost 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 Frost with respect to the benefits of owning Frost Total security.
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios |