Frost Low Duration Fund Market Value
| FILDX Fund | USD 9.85 0.01 0.10% |
| Symbol | Frost |
Frost Low '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 Low'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 Low.
| 12/27/2022 |
| 12/16/2024 |
If you would invest 0.00 in Frost Low on December 27, 2022 and sell it all today you would earn a total of 0.00 from holding Frost Low Duration or generate 0.0% return on investment in Frost Low over 720 days. Frost Low is related to or competes with Baird Ultra, Frost Kempner, and Frost Kempner. The fund invests at least 80 percent of its net assets, plus any borrowings for investment purposes, in fixed income sec... More
Frost Low 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 Low'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 Low Duration upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.90) | |||
| Maximum Drawdown | 0.5088 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.202 |
Frost Low Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frost Low's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frost Low's standard deviation. In reality, there are many statistical measures that can use Frost Low historical prices to predict the future Frost Low's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | (7.65) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Frost Low's 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.
Frost Low Duration Backtested Returns
Frost Low Duration secures Sharpe Ratio (or Efficiency) of -0.0938, which denotes the fund had a -0.0938% return per unit of risk over the last 3 months. Frost Low Duration exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Frost Low's Mean Deviation of 0.0922, standard deviation of 0.1197, and Variance of 0.0143 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.0023, which means not very significant fluctuations relative to the market. As returns on the market increase, Frost Low's returns are expected to increase less than the market. However, during the bear market, the loss of holding Frost Low is expected to be smaller as well.
Auto-correlation | 0.79 |
Good predictability
Frost Low Duration has good predictability. Overlapping area represents the amount of predictability between Frost Low time series from 27th of December 2022 to 22nd of December 2023 and 22nd of December 2023 to 16th 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 Frost Low Duration price movement. The serial correlation of 0.79 indicates that around 79.0% of current Frost Low price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Frost Low Duration lagged returns against current returns
Autocorrelation, which is Frost Low 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 Low's mutual fund expected returns. We can calculate the autocorrelation of Frost Low returns to help us make a trade decision. For example, suppose you find that Frost Low 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 Low 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 Low mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Frost Low 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 Low mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Frost Low Lagged Returns
When evaluating Frost Low's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Frost Low mutual fund have on its future price. Frost Low 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 Low autocorrelation shows the relationship between Frost Low mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Frost Low Duration.
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 Low 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 Low security.
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