Fisher All Foreign Fund Market Value
| IAFEX Fund | USD 13.14 0.10 0.77% |
| Symbol | Fisher |
Fisher Investments '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 Fisher Investments' 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 Fisher Investments.
| 08/21/2024 |
| 02/17/2025 |
If you would invest 0.00 in Fisher Investments on August 21, 2024 and sell it all today you would earn a total of 0.00 from holding Fisher All Foreign or generate 0.0% return on investment in Fisher Investments over 180 days. Fisher Investments is related to or competes with Voya Government. The fund seeks to achieve its objective by investing primarily in a portfolio of foreign equity securities, including se... More
Fisher Investments 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 Fisher Investments' 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 Fisher All Foreign upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8102 | |||
| Information Ratio | 0.1199 | |||
| Maximum Drawdown | 3.54 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.45 |
Fisher Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fisher Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fisher Investments' standard deviation. In reality, there are many statistical measures that can use Fisher Investments historical prices to predict the future Fisher Investments' volatility.| Risk Adjusted Performance | 0.096 | |||
| Jensen Alpha | 0.094 | |||
| Total Risk Alpha | 0.0931 | |||
| Sortino Ratio | 0.1151 | |||
| Treynor Ratio | 0.2821 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fisher Investments' 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.
Fisher All Foreign Backtested Returns
At this stage we consider Fisher Mutual Fund to be very steady. Fisher All Foreign secures Sharpe Ratio (or Efficiency) of 0.19, which denotes the fund had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Fisher All Foreign, which you can use to evaluate the volatility of the entity. Please confirm Fisher Investments' Coefficient Of Variation of 744.97, downside deviation of 0.8102, and Mean Deviation of 0.6047 to check if the risk estimate we provide is consistent with the expected return of 0.14%. The fund shows a Beta (market volatility) of 0.33, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fisher Investments' returns are expected to increase less than the market. However, during the bear market, the loss of holding Fisher Investments is expected to be smaller as well.
Auto-correlation | -0.8 |
Almost perfect reverse predictability
Fisher All Foreign has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Fisher Investments time series from 21st of August 2024 to 19th of November 2024 and 19th of November 2024 to 17th of February 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 Fisher All Foreign price movement. The serial correlation of -0.8 indicates that around 80.0% of current Fisher Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.8 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Fisher All Foreign lagged returns against current returns
Autocorrelation, which is Fisher Investments 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 Fisher Investments' mutual fund expected returns. We can calculate the autocorrelation of Fisher Investments returns to help us make a trade decision. For example, suppose you find that Fisher Investments 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 |
Fisher Investments 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 Fisher Investments mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fisher Investments mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fisher Investments mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Fisher Investments Lagged Returns
When evaluating Fisher Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fisher Investments mutual fund have on its future price. Fisher Investments 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, Fisher Investments autocorrelation shows the relationship between Fisher Investments mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Fisher All Foreign.
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 Fisher Mutual Fund
Fisher Investments financial ratios help investors to determine whether Fisher 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 Fisher with respect to the benefits of owning Fisher Investments security.
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