Standpoint Multi Asset Fund Market Value
| REMIX Fund | USD 13.59 0.10 0.73% |
| Symbol | Standpoint |
Standpoint Multi '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 Standpoint Multi'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 Standpoint Multi.
| 12/29/2024 |
| 03/29/2025 |
If you would invest 0.00 in Standpoint Multi on December 29, 2024 and sell it all today you would earn a total of 0.00 from holding Standpoint Multi Asset or generate 0.0% return on investment in Standpoint Multi over 90 days. Standpoint Multi is related to or competes with Enhanced Fixed, Pnc International, Scharf Fund, T Rowe, Rbc China, Doubleline Core, and Pace International. The Adviser pursues these returns by allocating the funds assets using an All-Weather strategy More
Standpoint Multi 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 Standpoint Multi'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 Standpoint Multi Asset upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 2.88 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 0.911 |
Standpoint Multi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Standpoint Multi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Standpoint Multi's standard deviation. In reality, there are many statistical measures that can use Standpoint Multi historical prices to predict the future Standpoint Multi's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | 1.42 |
Standpoint Multi Asset Backtested Returns
Standpoint Multi Asset owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.11, which indicates the fund had a -0.11 % return per unit of risk over the last 3 months. Standpoint Multi Asset exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Standpoint Multi's Coefficient Of Variation of (896.88), variance of 0.4437, and Risk Adjusted Performance of (0.1) to confirm the risk estimate we provide. The entity has a beta of -0.0592, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Standpoint Multi are expected to decrease at a much lower rate. During the bear market, Standpoint Multi is likely to outperform the market.
Auto-correlation | -0.56 |
Good reverse predictability
Standpoint Multi Asset has good reverse predictability. Overlapping area represents the amount of predictability between Standpoint Multi time series from 29th of December 2024 to 12th of February 2025 and 12th of February 2025 to 29th 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 Standpoint Multi Asset price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Standpoint Multi price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Standpoint Multi Asset lagged returns against current returns
Autocorrelation, which is Standpoint Multi 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 Standpoint Multi's mutual fund expected returns. We can calculate the autocorrelation of Standpoint Multi returns to help us make a trade decision. For example, suppose you find that Standpoint Multi 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 |
Standpoint Multi 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 Standpoint Multi mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Standpoint Multi mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Standpoint Multi mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Standpoint Multi Lagged Returns
When evaluating Standpoint Multi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Standpoint Multi mutual fund have on its future price. Standpoint Multi 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, Standpoint Multi autocorrelation shows the relationship between Standpoint Multi mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Standpoint Multi Asset.
Regressed Prices |
| Timeline |
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Other Information on Investing in Standpoint Mutual Fund
Standpoint Multi financial ratios help investors to determine whether Standpoint 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 Standpoint with respect to the benefits of owning Standpoint Multi security.
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum |