Versus Capital Multi Manager Fund Market Value
| VCMIX Fund | USD 24.53 0.02 0.08% |
| Symbol | Versus |
Versus Capital '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 Versus Capital'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 Versus Capital.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Versus Capital on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Versus Capital Multi Manager or generate 0.0% return on investment in Versus Capital over 30 days. Versus Capital is related to or competes with Investec Emerging, Barings Emerging, Embark Commodity, Siit Emerging, Jpmorgan Emerging, and The Hartford. Versus Capital is entity of United States More
Versus Capital 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 Versus Capital'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 Versus Capital Multi Manager upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1883 | |||
| Information Ratio | 0.0157 | |||
| Maximum Drawdown | 0.9796 | |||
| Value At Risk | (0.25) | |||
| Potential Upside | 0.2882 |
Versus Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Versus Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Versus Capital's standard deviation. In reality, there are many statistical measures that can use Versus Capital historical prices to predict the future Versus Capital's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.0149 | |||
| Treynor Ratio | 0.1132 |
Versus Capital Multi Backtested Returns
Versus Capital Multi owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0452, which indicates the fund had a -0.0452 % return per unit of risk over the last 3 months. Versus Capital Multi Manager exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Versus Capital's Coefficient Of Variation of 2820.12, semi deviation of 0.1545, and Risk Adjusted Performance of (0.01) to confirm the risk estimate we provide. The entity has a beta of -0.0323, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Versus Capital are expected to decrease at a much lower rate. During the bear market, Versus Capital is likely to outperform the market.
Auto-correlation | 0.36 |
Below average predictability
Versus Capital Multi Manager has below average predictability. Overlapping area represents the amount of predictability between Versus Capital time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Versus Capital Multi price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Versus Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Versus Capital Multi lagged returns against current returns
Autocorrelation, which is Versus Capital 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 Versus Capital's mutual fund expected returns. We can calculate the autocorrelation of Versus Capital returns to help us make a trade decision. For example, suppose you find that Versus Capital 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 |
Versus Capital 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 Versus Capital mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Versus Capital mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Versus Capital mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Versus Capital Lagged Returns
When evaluating Versus Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Versus Capital mutual fund have on its future price. Versus Capital 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, Versus Capital autocorrelation shows the relationship between Versus Capital mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Versus Capital Multi Manager.
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 Versus Mutual Fund
Versus Capital financial ratios help investors to determine whether Versus 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 Versus with respect to the benefits of owning Versus Capital security.
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