Logan Circle Partners Fund Market Value
| LPCYX Fund | USD 7.41 0.01 0.13% |
| Symbol | Logan |
Logan Circle '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 Logan Circle'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 Logan Circle.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Logan Circle on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Logan Circle Partners or generate 0.0% return on investment in Logan Circle over 90 days. Logan Circle is related to or competes with Guidepath(r) Conservative, Wilmington Diversified, Lord Abbett, Diversified Bond, Blackrock Conservative, Wealthbuilder Conservative, and Great-west Moderately. Under normal circumstances, the fund invests in a portfolio of investment grade, U.S More
Logan Circle 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 Logan Circle'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 Logan Circle Partners upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.3489 | |||
| Maximum Drawdown | 1.38 | |||
| Value At Risk | (0.54) | |||
| Potential Upside | 0.5391 |
Logan Circle Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Logan Circle's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Logan Circle's standard deviation. In reality, there are many statistical measures that can use Logan Circle historical prices to predict the future Logan Circle's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.0241 | |||
| Treynor Ratio | (0.31) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Logan Circle'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.
Logan Circle Partners Backtested Returns
At this stage we consider Logan Mutual Fund to be very steady. Logan Circle Partners has Sharpe Ratio of 0.0165, which conveys that the entity had a 0.0165 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Logan Circle, which you can use to evaluate the volatility of the fund. Please verify Logan Circle's Mean Deviation of 0.2316, standard deviation of 0.3008, and Risk Adjusted Performance of (0.05) to check out if the risk estimate we provide is consistent with the expected return of 0.005%. The fund secures a Beta (Market Risk) of 0.0693, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Logan Circle's returns are expected to increase less than the market. However, during the bear market, the loss of holding Logan Circle is expected to be smaller as well.
Auto-correlation | -0.24 |
Weak reverse predictability
Logan Circle Partners has weak reverse predictability. Overlapping area represents the amount of predictability between Logan Circle time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 Logan Circle Partners price movement. The serial correlation of -0.24 indicates that over 24.0% of current Logan Circle price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Logan Circle Partners lagged returns against current returns
Autocorrelation, which is Logan Circle 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 Logan Circle's mutual fund expected returns. We can calculate the autocorrelation of Logan Circle returns to help us make a trade decision. For example, suppose you find that Logan Circle 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 |
Logan Circle 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 Logan Circle mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Logan Circle mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Logan Circle mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Logan Circle Lagged Returns
When evaluating Logan Circle's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Logan Circle mutual fund have on its future price. Logan Circle 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, Logan Circle autocorrelation shows the relationship between Logan Circle mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Logan Circle Partners.
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 Logan Mutual Fund
Logan Circle financial ratios help investors to determine whether Logan 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 Logan with respect to the benefits of owning Logan Circle security.
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