Cref Inflation Linked Bond Fund Market Value
| QCILIX Fund | USD 87.06 0.23 0.26% |
| Symbol | Cref |
Please note, there is a significant difference between Cref Inflation-linked's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cref Inflation-linked is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cref Inflation-linked's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Cref Inflation-linked '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 Cref Inflation-linked's 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 Cref Inflation-linked.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Cref Inflation-linked on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Cref Inflation Linked Bond or generate 0.0% return on investment in Cref Inflation-linked over 90 days. Cref Inflation-linked is related to or competes with Great-west Moderately, Wealthbuilder Conservative, Stone Ridge, Blackrock Conservative, Global Diversified, and Calvert Conservative. Cref Inflation-linked is entity of United States More
Cref Inflation-linked 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 Cref Inflation-linked's 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 Cref Inflation Linked Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.19 | |||
| Information Ratio | 0.6379 | |||
| Maximum Drawdown | 0.9433 | |||
| Value At Risk | (0.33) | |||
| Potential Upside | 0.3161 |
Cref Inflation-linked Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cref Inflation-linked's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cref Inflation-linked's standard deviation. In reality, there are many statistical measures that can use Cref Inflation-linked historical prices to predict the future Cref Inflation-linked's volatility.| Risk Adjusted Performance | 0.0748 | |||
| Jensen Alpha | 0.0104 | |||
| Total Risk Alpha | 0.0386 | |||
| Sortino Ratio | 0.6497 | |||
| Treynor Ratio | (0.40) |
Cref Inflation Linked Backtested Returns
At this stage we consider Cref Fund to be very steady. Cref Inflation Linked secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the fund had a 0.17 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Cref Inflation Linked Bond, which you can use to evaluate the volatility of the entity. Please confirm Cref Inflation-linked's risk adjusted performance of 0.0748, and Mean Deviation of 0.1501 to double-check if the risk estimate we provide is consistent with the expected return of 0.0348%. The fund shows a Beta (market volatility) of -0.0364, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Cref Inflation-linked are expected to decrease at a much lower rate. During the bear market, Cref Inflation-linked is likely to outperform the market.
Auto-correlation | 0.67 |
Good predictability
Cref Inflation Linked Bond has good predictability. Overlapping area represents the amount of predictability between Cref Inflation-linked time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Cref Inflation Linked price movement. The serial correlation of 0.67 indicates that around 67.0% of current Cref Inflation-linked price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Cref Inflation Linked lagged returns against current returns
Autocorrelation, which is Cref Inflation-linked 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 Cref Inflation-linked's fund expected returns. We can calculate the autocorrelation of Cref Inflation-linked returns to help us make a trade decision. For example, suppose you find that Cref Inflation-linked has exhibited high autocorrelation historically, and you observe that the 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 |
Cref Inflation-linked 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 Cref Inflation-linked fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cref Inflation-linked fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cref Inflation-linked fund over time.
Current vs Lagged Prices |
| Timeline |
Cref Inflation-linked Lagged Returns
When evaluating Cref Inflation-linked's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cref Inflation-linked fund have on its future price. Cref Inflation-linked 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, Cref Inflation-linked autocorrelation shows the relationship between Cref Inflation-linked fund current value and its past values and can show if there is a momentum factor associated with investing in Cref Inflation Linked Bond.
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 Cref Fund
Cref Inflation-linked financial ratios help investors to determine whether Cref 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 Cref with respect to the benefits of owning Cref Inflation-linked security.
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