Wilmington International Fund Market Value
| WINIX Fund | USD 9.81 0.17 1.76% |
| Symbol | Wilmington |
Wilmington International '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 Wilmington International'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 Wilmington International.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Wilmington International on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Wilmington International Fund or generate 0.0% return on investment in Wilmington International over 90 days. Wilmington International is related to or competes with Tax-managed International, Ultra-short Fixed, Touchstone Ultra, Dodge Cox, Dreyfus/standish, and Ms Global. The fund seeks to achieve its investment goal by investing, under normal circumstances, at least 80 percent of the value... More
Wilmington International 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 Wilmington International'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 Wilmington International Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8424 | |||
| Information Ratio | 0.2041 | |||
| Maximum Drawdown | 4.94 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.37 |
Wilmington International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wilmington International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wilmington International's standard deviation. In reality, there are many statistical measures that can use Wilmington International historical prices to predict the future Wilmington International's volatility.| Risk Adjusted Performance | 0.074 | |||
| Jensen Alpha | 0.119 | |||
| Total Risk Alpha | 0.1659 | |||
| Sortino Ratio | 0.2023 | |||
| Treynor Ratio | 0.116 |
Wilmington International Backtested Returns
At this stage we consider Wilmington Mutual Fund to be very steady. Wilmington International shows Sharpe Ratio of 0.12, which attests that the fund had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Wilmington International, which you can use to evaluate the volatility of the fund. Please check out Wilmington International's Mean Deviation of 0.5993, market risk adjusted performance of 0.126, and Downside Deviation of 0.8424 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. The entity maintains a market beta of 0.53, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Wilmington International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Wilmington International is expected to be smaller as well.
Auto-correlation | 0.52 |
Modest predictability
Wilmington International Fund has modest predictability. Overlapping area represents the amount of predictability between Wilmington International time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Wilmington International price movement. The serial correlation of 0.52 indicates that about 52.0% of current Wilmington International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Wilmington International lagged returns against current returns
Autocorrelation, which is Wilmington International 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 Wilmington International's mutual fund expected returns. We can calculate the autocorrelation of Wilmington International returns to help us make a trade decision. For example, suppose you find that Wilmington International 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 |
Wilmington International 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 Wilmington International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wilmington International mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wilmington International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Wilmington International Lagged Returns
When evaluating Wilmington International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wilmington International mutual fund have on its future price. Wilmington International 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, Wilmington International autocorrelation shows the relationship between Wilmington International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Wilmington International Fund.
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 Wilmington Mutual Fund
Wilmington International financial ratios help investors to determine whether Wilmington 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 Wilmington with respect to the benefits of owning Wilmington International security.
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