International Portfolio International Fund Market Value
| GTCIX Fund | USD 16.59 0.11 0.66% |
| Symbol | International |
International Portfolio '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 International Portfolio'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 International Portfolio.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in International Portfolio on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding International Portfolio International or generate 0.0% return on investment in International Portfolio over 30 days. International Portfolio is related to or competes with Small Cap, Strategic Equity, Large Cap, and Long/short Portfolio. The fund invests at least 80 percent of the value of its net assets in equity securities of foreign companies, directly ... More
International Portfolio 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 International Portfolio'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 International Portfolio International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.35 | |||
| Information Ratio | 0.0276 | |||
| Maximum Drawdown | 7.64 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.29 |
International Portfolio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for International Portfolio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as International Portfolio's standard deviation. In reality, there are many statistical measures that can use International Portfolio historical prices to predict the future International Portfolio's volatility.| Risk Adjusted Performance | 0.0139 | |||
| Jensen Alpha | 0.0142 | |||
| Total Risk Alpha | 0.0376 | |||
| Sortino Ratio | 0.0211 | |||
| Treynor Ratio | 0.0144 |
International Portfolio Backtested Returns
International Portfolio holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. International Portfolio exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out International Portfolio's Risk Adjusted Performance of 0.0139, downside deviation of 1.35, and Market Risk Adjusted Performance of 0.0244 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.38, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, International Portfolio's returns are expected to increase less than the market. However, during the bear market, the loss of holding International Portfolio is expected to be smaller as well.
Auto-correlation | 0.43 |
Average predictability
International Portfolio International has average predictability. Overlapping area represents the amount of predictability between International Portfolio time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 International Portfolio price movement. The serial correlation of 0.43 indicates that just about 43.0% of current International Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
International Portfolio lagged returns against current returns
Autocorrelation, which is International Portfolio 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 International Portfolio's mutual fund expected returns. We can calculate the autocorrelation of International Portfolio returns to help us make a trade decision. For example, suppose you find that International Portfolio 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 |
International Portfolio 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 International Portfolio mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if International Portfolio mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in International Portfolio mutual fund over time.
Current vs Lagged Prices |
| Timeline |
International Portfolio Lagged Returns
When evaluating International Portfolio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of International Portfolio mutual fund have on its future price. International Portfolio 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, International Portfolio autocorrelation shows the relationship between International Portfolio mutual fund current value and its past values and can show if there is a momentum factor associated with investing in International Portfolio International.
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 International Mutual Fund
International Portfolio financial ratios help investors to determine whether International 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 International with respect to the benefits of owning International Portfolio security.
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