Arrow Managed Futures Fund Market Value
| MFTTX Fund | USD 5.03 0.08 1.57% |
| Symbol | Arrow |
Arrow Managed '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 Arrow Managed'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 Arrow Managed.
| 06/26/2024 |
| 12/23/2024 |
If you would invest 0.00 in Arrow Managed on June 26, 2024 and sell it all today you would earn a total of 0.00 from holding Arrow Managed Futures or generate 0.0% return on investment in Arrow Managed over 180 days. Arrow Managed is related to or competes with Pace Municipal, Transamerica Intermediate, Baird Strategic, California High, Ab Impact, and National Tax. The fund pursues its investment objective by implementing a fixed income strategy and a managed futures strategy More
Arrow Managed 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 Arrow Managed'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 Arrow Managed Futures upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 5.44 | |||
| Value At Risk | (2.11) | |||
| Potential Upside | 1.8 |
Arrow Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arrow Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arrow Managed's standard deviation. In reality, there are many statistical measures that can use Arrow Managed historical prices to predict the future Arrow Managed's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Arrow Managed'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.
Arrow Managed Futures Backtested Returns
Arrow Managed Futures secures Sharpe Ratio (or Efficiency) of -0.0412, which signifies that the fund had a -0.0412% return per unit of risk over the last 3 months. Arrow Managed Futures exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Arrow Managed's Mean Deviation of 0.9752, risk adjusted performance of (0.02), and Standard Deviation of 1.22 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.47, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Arrow Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arrow Managed is expected to be smaller as well.
Auto-correlation | 0.13 |
Insignificant predictability
Arrow Managed Futures has insignificant predictability. Overlapping area represents the amount of predictability between Arrow Managed time series from 26th of June 2024 to 24th of September 2024 and 24th of September 2024 to 23rd 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 Arrow Managed Futures price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Arrow Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Arrow Managed Futures lagged returns against current returns
Autocorrelation, which is Arrow Managed 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 Arrow Managed's mutual fund expected returns. We can calculate the autocorrelation of Arrow Managed returns to help us make a trade decision. For example, suppose you find that Arrow Managed 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 |
Arrow Managed 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 Arrow Managed mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arrow Managed mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arrow Managed mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Arrow Managed Lagged Returns
When evaluating Arrow Managed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arrow Managed mutual fund have on its future price. Arrow Managed 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, Arrow Managed autocorrelation shows the relationship between Arrow Managed mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Arrow Managed Futures.
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 Arrow Mutual Fund
Arrow Managed financial ratios help investors to determine whether Arrow 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 Arrow with respect to the benefits of owning Arrow Managed security.
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