Wilmington Large Cap Strategy Fund Market Value
| WMLIX Fund | USD 32.23 0.01 0.03% |
| Symbol | Wilmington |
Wilmington Large-cap '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 Large-cap'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 Large-cap.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Wilmington Large-cap on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Wilmington Large Cap Strategy or generate 0.0% return on investment in Wilmington Large-cap over 30 days. Wilmington Large-cap is related to or competes with Wilmington Multi-manager, Ab Concentrated, T Rowe, T Rowe, and Invesco Disciplined. Under normal circumstances, the fund invests at least 80 percent of the value of its net assets in a diversified portfol... More
Wilmington Large-cap 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 Large-cap'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 Large Cap Strategy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 5.78 | |||
| Value At Risk | (1.84) | |||
| Potential Upside | 1.13 |
Wilmington Large-cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wilmington Large-cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wilmington Large-cap's standard deviation. In reality, there are many statistical measures that can use Wilmington Large-cap historical prices to predict the future Wilmington Large-cap's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (0.21) |
Wilmington Large Cap Backtested Returns
Wilmington Large Cap 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. Wilmington Large Cap exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Wilmington Large-cap's Mean Deviation of 0.7061, standard deviation of 1.06, and Market Risk Adjusted Performance of (0.20) to validate the risk estimate we provide. The entity maintains a market beta of 0.63, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Wilmington Large-cap's returns are expected to increase less than the market. However, during the bear market, the loss of holding Wilmington Large-cap is expected to be smaller as well.
Auto-correlation | -0.44 |
Modest reverse predictability
Wilmington Large Cap Strategy has modest reverse predictability. Overlapping area represents the amount of predictability between Wilmington Large-cap 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 Wilmington Large Cap price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Wilmington Large-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Wilmington Large Cap lagged returns against current returns
Autocorrelation, which is Wilmington Large-cap 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 Large-cap's mutual fund expected returns. We can calculate the autocorrelation of Wilmington Large-cap returns to help us make a trade decision. For example, suppose you find that Wilmington Large-cap 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 Large-cap 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 Large-cap mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wilmington Large-cap 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 Large-cap mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Wilmington Large-cap Lagged Returns
When evaluating Wilmington Large-cap's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wilmington Large-cap mutual fund have on its future price. Wilmington Large-cap 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 Large-cap autocorrelation shows the relationship between Wilmington Large-cap mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Wilmington Large Cap Strategy.
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 Large-cap 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 Large-cap security.
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