Lgm Risk Managed Fund Market Value
| LBETX Fund | USD 11.10 0.05 0.45% |
| Symbol | Lgm |
Lgm Risk '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 Lgm Risk'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 Lgm Risk.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Lgm Risk on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Lgm Risk Managed or generate 0.0% return on investment in Lgm Risk over 90 days. Lgm Risk is related to or competes with Litman Gregory, Guggenheim High, Rbc Bluebay, Pace High, Rivernorthoaktree, Aqr Alternative, and Siit High. The investment seeks to provide total return from capital appreciation and income with lower volatility than the SP 500 ... More
Lgm Risk 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 Lgm Risk'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 Lgm Risk Managed upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1553 | |||
| Maximum Drawdown | 1.87 | |||
| Value At Risk | (0.62) | |||
| Potential Upside | 0.4433 |
Lgm Risk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lgm Risk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lgm Risk's standard deviation. In reality, there are many statistical measures that can use Lgm Risk historical prices to predict the future Lgm Risk's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | (0.18) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lgm Risk'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.
Lgm Risk Managed Backtested Returns
Lgm Risk Managed has Sharpe Ratio of -0.11, which conveys that the entity had a -0.11 % return per unit of risk over the last 3 months. Lgm Risk exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lgm Risk's Standard Deviation of 0.3762, mean deviation of 0.2907, and Risk Adjusted Performance of (0.11) to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.28, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lgm Risk's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lgm Risk is expected to be smaller as well.
Auto-correlation | -0.55 |
Good reverse predictability
Lgm Risk Managed has good reverse predictability. Overlapping area represents the amount of predictability between Lgm Risk time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Lgm Risk Managed price movement. The serial correlation of -0.55 indicates that about 55.0% of current Lgm Risk price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Lgm Risk Managed lagged returns against current returns
Autocorrelation, which is Lgm Risk 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 Lgm Risk's mutual fund expected returns. We can calculate the autocorrelation of Lgm Risk returns to help us make a trade decision. For example, suppose you find that Lgm Risk 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 |
Lgm Risk 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 Lgm Risk mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lgm Risk mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lgm Risk mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Lgm Risk Lagged Returns
When evaluating Lgm Risk's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lgm Risk mutual fund have on its future price. Lgm Risk 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, Lgm Risk autocorrelation shows the relationship between Lgm Risk mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Lgm Risk Managed.
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 Lgm Mutual Fund
Lgm Risk financial ratios help investors to determine whether Lgm 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 Lgm with respect to the benefits of owning Lgm Risk security.
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