Inflation Protected Bond Fund Market Value
| IPBCX Fund | USD 10.31 0.03 0.29% |
| Symbol | Inflation |
Inflation Protected '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 Inflation Protected'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 Inflation Protected.
| 10/13/2024 |
| 12/12/2024 |
If you would invest 0.00 in Inflation Protected on October 13, 2024 and sell it all today you would earn a total of 0.00 from holding Inflation Protected Bond Fund or generate 0.0% return on investment in Inflation Protected over 60 days. Inflation Protected is related to or competes with Pimco Diversified, Adams Diversified, Delaware Limited, Davenport Small, Pgim Jennison, and T Rowe. The fund normally invests up to 70 percent of the funds total assets in debt securities up to 70 percent of the funds to... More
Inflation Protected 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 Inflation Protected'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 Inflation Protected Bond Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4275 | |||
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 2.08 | |||
| Value At Risk | (0.58) | |||
| Potential Upside | 0.5837 |
Inflation Protected Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inflation Protected's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inflation Protected's standard deviation. In reality, there are many statistical measures that can use Inflation Protected historical prices to predict the future Inflation Protected's volatility.| Risk Adjusted Performance | 0.099 | |||
| Jensen Alpha | 0.043 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.16) | |||
| Treynor Ratio | 1.18 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Inflation Protected'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.
Inflation Protected Backtested Returns
At this stage we consider Inflation Mutual Fund to be very steady. Inflation Protected holds Efficiency (Sharpe) Ratio of 0.0834, which attests that the entity had a 0.0834% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Inflation Protected, which you can use to evaluate the volatility of the entity. Please check out Inflation Protected's Downside Deviation of 0.4275, market risk adjusted performance of 1.19, and Risk Adjusted Performance of 0.099 to validate if the risk estimate we provide is consistent with the expected return of 0.0318%. The fund retains a Market Volatility (i.e., Beta) of 0.0404, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Inflation Protected's returns are expected to increase less than the market. However, during the bear market, the loss of holding Inflation Protected is expected to be smaller as well.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
Inflation Protected Bond Fund has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Inflation Protected time series from 13th of October 2024 to 12th of November 2024 and 12th of November 2024 to 12th 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 Inflation Protected price movement. The serial correlation of -0.71 indicates that around 71.0% of current Inflation Protected price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Inflation Protected lagged returns against current returns
Autocorrelation, which is Inflation Protected 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 Inflation Protected's mutual fund expected returns. We can calculate the autocorrelation of Inflation Protected returns to help us make a trade decision. For example, suppose you find that Inflation Protected 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 |
Inflation Protected 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 Inflation Protected mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inflation Protected mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inflation Protected mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Inflation Protected Lagged Returns
When evaluating Inflation Protected's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inflation Protected mutual fund have on its future price. Inflation Protected 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, Inflation Protected autocorrelation shows the relationship between Inflation Protected mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Inflation Protected Bond Fund.
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 Inflation Mutual Fund
Inflation Protected financial ratios help investors to determine whether Inflation 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 Inflation with respect to the benefits of owning Inflation Protected security.
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