Mondrian Emerging Markets Fund Market Value
| MPEMX Fund | USD 7.78 0.02 0.26% |
| Symbol | Mondrian |
Mondrian Emerging '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 Mondrian Emerging'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 Mondrian Emerging.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Mondrian Emerging on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Mondrian Emerging Markets or generate 0.0% return on investment in Mondrian Emerging over 90 days. Mondrian Emerging is related to or competes with Rbc Emerging, Siit Emerging, Franklin Emerging, Pnc Emerging, Aqr Long-short, Investec Emerging, and Calvert Developed. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More
Mondrian Emerging 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 Mondrian Emerging'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 Mondrian Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.857 | |||
| Information Ratio | 0.19 | |||
| Maximum Drawdown | 4.53 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 1.28 |
Mondrian Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mondrian Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mondrian Emerging's standard deviation. In reality, there are many statistical measures that can use Mondrian Emerging historical prices to predict the future Mondrian Emerging's volatility.| Risk Adjusted Performance | 0.062 | |||
| Jensen Alpha | 0.087 | |||
| Total Risk Alpha | 0.1547 | |||
| Sortino Ratio | 0.1855 | |||
| Treynor Ratio | 0.1469 |
Mondrian Emerging Markets Backtested Returns
At this stage we consider Mondrian Mutual Fund to be not too volatile. Mondrian Emerging Markets has Sharpe Ratio of 0.0717, which conveys that the entity had a 0.0717 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Mondrian Emerging, which you can use to evaluate the volatility of the fund. Please verify Mondrian Emerging's Risk Adjusted Performance of 0.062, downside deviation of 0.857, and Mean Deviation of 0.6445 to check out if the risk estimate we provide is consistent with the expected return of 0.06%. The fund secures a Beta (Market Risk) of 0.34, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mondrian Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mondrian Emerging is expected to be smaller as well.
Auto-correlation | -0.34 |
Poor reverse predictability
Mondrian Emerging Markets has poor reverse predictability. Overlapping area represents the amount of predictability between Mondrian Emerging 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 Mondrian Emerging Markets price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Mondrian Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Mondrian Emerging Markets lagged returns against current returns
Autocorrelation, which is Mondrian Emerging 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 Mondrian Emerging's mutual fund expected returns. We can calculate the autocorrelation of Mondrian Emerging returns to help us make a trade decision. For example, suppose you find that Mondrian Emerging 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 |
Mondrian Emerging 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 Mondrian Emerging mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mondrian Emerging mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mondrian Emerging mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Mondrian Emerging Lagged Returns
When evaluating Mondrian Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mondrian Emerging mutual fund have on its future price. Mondrian Emerging 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, Mondrian Emerging autocorrelation shows the relationship between Mondrian Emerging mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Mondrian Emerging Markets.
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 Mondrian Mutual Fund
Mondrian Emerging financial ratios help investors to determine whether Mondrian 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 Mondrian with respect to the benefits of owning Mondrian Emerging security.
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals |