Falling Dollar Profund Fund Market Value
| FDPSX Fund | USD 12.06 0.02 0.17% |
| Symbol | Falling |
Falling Us '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 Falling Us' 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 Falling Us.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Falling Us on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Falling Dollar Profund or generate 0.0% return on investment in Falling Us over 90 days. Falling Us is related to or competes with Blackrock Diversified, Columbia Diversified, Harbor Diversified, Stone Ridge, Diversified Bond, Delaware Limited, and Diversified Bond. The fund invests in financial instruments that the fund advisors believes, in combination, should track the performance ... More
Falling Us 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 Falling Us' 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 Falling Dollar Profund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3641 | |||
| Information Ratio | 0.3406 | |||
| Maximum Drawdown | 1.91 | |||
| Value At Risk | (0.61) | |||
| Potential Upside | 0.9378 |
Falling Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Falling Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Falling Us' standard deviation. In reality, there are many statistical measures that can use Falling Us historical prices to predict the future Falling Us' volatility.| Risk Adjusted Performance | 0.0419 | |||
| Jensen Alpha | 0.0294 | |||
| Total Risk Alpha | 0.0969 | |||
| Sortino Ratio | 0.4394 | |||
| Treynor Ratio | 0.217 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Falling Us' 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.
Falling Dollar Profund Backtested Returns
At this stage we consider Falling Mutual Fund to be very steady. Falling Dollar Profund 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 Falling Dollar Profund, which you can use to evaluate the volatility of the entity. Please confirm Falling Us' Coefficient Of Variation of 1693.05, downside deviation of 0.3641, and Mean Deviation of 0.3682 to check if the risk estimate we provide is consistent with the expected return of 0.0488%. The fund shows a Beta (market volatility) of 0.0818, which means not very significant fluctuations relative to the market. As returns on the market increase, Falling Us' returns are expected to increase less than the market. However, during the bear market, the loss of holding Falling Us is expected to be smaller as well.
Auto-correlation | 0.00 |
No correlation between past and present
Falling Dollar Profund has no correlation between past and present. Overlapping area represents the amount of predictability between Falling Us 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 Falling Dollar Profund price movement. The serial correlation of 0.0 indicates that just 0.0% of current Falling Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Falling Dollar Profund lagged returns against current returns
Autocorrelation, which is Falling Us 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 Falling Us' mutual fund expected returns. We can calculate the autocorrelation of Falling Us returns to help us make a trade decision. For example, suppose you find that Falling Us 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 |
Falling Us 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 Falling Us mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Falling Us mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Falling Us mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Falling Us Lagged Returns
When evaluating Falling Us' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Falling Us mutual fund have on its future price. Falling Us 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, Falling Us autocorrelation shows the relationship between Falling Us mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Falling Dollar Profund.
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 Falling Mutual Fund
Falling Us financial ratios help investors to determine whether Falling 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 Falling with respect to the benefits of owning Falling Us security.
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