International Government Bond Fund Market Value
| VCIFX Fund | USD 10.14 0.01 0.1% |
| Symbol | International |
International Government '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 International Government'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 International Government.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in International Government on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding International Government Bond or generate 0.0% return on investment in International Government over 90 days. International Government is related to or competes with Foundry Partners, Siit Small, Artisan Small, Old Westbury, Transamerica International, Needham Small, and Kinetics Small. The fund invests primarily in investment grade government and government sponsored debt securities More
International Government 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 International Government'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 International Government Bond upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.3076 | |||
| Maximum Drawdown | 1.11 | |||
| Value At Risk | (0.40) | |||
| Potential Upside | 0.4985 |
International Government Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for International Government's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as International Government's standard deviation. In reality, there are many statistical measures that can use International Government historical prices to predict the future International Government's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.0162 | |||
| Treynor Ratio | (0.44) |
International Government Backtested Returns
At this stage we consider International Mutual Fund to be very steady. International Government holds Efficiency (Sharpe) Ratio of 0.0347, which attests that the entity had a 0.0347 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for International Government, which you can use to evaluate the volatility of the entity. Please check out International Government's Market Risk Adjusted Performance of (0.43), risk adjusted performance of (0.05), and Standard Deviation of 0.2895 to validate if the risk estimate we provide is consistent with the expected return of 0.0101%. The fund retains a Market Volatility (i.e., Beta) of 0.0452, which attests to not very significant fluctuations relative to the market. As returns on the market increase, International Government's returns are expected to increase less than the market. However, during the bear market, the loss of holding International Government is expected to be smaller as well.
Auto-correlation | -0.18 |
Insignificant reverse predictability
International Government Bond has insignificant reverse predictability. Overlapping area represents the amount of predictability between International Government 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 International Government price movement. The serial correlation of -0.18 indicates that over 18.0% of current International Government price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
International Government lagged returns against current returns
Autocorrelation, which is International Government 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 International Government's mutual fund expected returns. We can calculate the autocorrelation of International Government returns to help us make a trade decision. For example, suppose you find that International Government 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 |
International Government 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 International Government mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if International Government mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in International Government mutual fund over time.
Current vs Lagged Prices |
| Timeline |
International Government Lagged Returns
When evaluating International Government's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of International Government mutual fund have on its future price. International Government 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, International Government autocorrelation shows the relationship between International Government mutual fund current value and its past values and can show if there is a momentum factor associated with investing in International Government 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 International Mutual Fund
International Government financial ratios help investors to determine whether International 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 International with respect to the benefits of owning International Government security.
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