Wilmington Multi Manager Real Fund Market Value
| WMRIX Fund | USD 14.25 0.07 0.49% |
| Symbol | Wilmington |
Wilmington Multi-manager '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 Multi-manager'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 Multi-manager.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Wilmington Multi-manager on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Wilmington Multi Manager Real or generate 0.0% return on investment in Wilmington Multi-manager over 90 days. Wilmington Multi-manager is related to or competes with Ab Large, Cb Large, Vest Large, Fidelity Large, Virtus Nfj, T Rowe, and Nuveen Nwq. The fund, under normal circumstances, invests at least 80 percent of the value of its net assets in real return assets More
Wilmington Multi-manager 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 Multi-manager'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 Multi Manager Real upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5938 | |||
| Information Ratio | 0.306 | |||
| Maximum Drawdown | 2.44 | |||
| Value At Risk | (0.75) | |||
| Potential Upside | 0.7779 |
Wilmington Multi-manager Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wilmington Multi-manager's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wilmington Multi-manager's standard deviation. In reality, there are many statistical measures that can use Wilmington Multi-manager historical prices to predict the future Wilmington Multi-manager's volatility.| Risk Adjusted Performance | 0.0543 | |||
| Jensen Alpha | 0.0506 | |||
| Total Risk Alpha | 0.1239 | |||
| Sortino Ratio | 0.2891 | |||
| Treynor Ratio | 0.197 |
Wilmington Multi-manager Backtested Returns
At this stage we consider Wilmington Mutual Fund to be very steady. Wilmington Multi-manager shows Sharpe Ratio of 0.0702, which attests that the fund had a 0.0702 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Wilmington Multi-manager, which you can use to evaluate the volatility of the fund. Please check out Wilmington Multi-manager's Market Risk Adjusted Performance of 0.207, mean deviation of 0.428, and Downside Deviation of 0.5938 to validate if the risk estimate we provide is consistent with the expected return of 0.0394%. The entity maintains a market beta of 0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Wilmington Multi-manager's returns are expected to increase less than the market. However, during the bear market, the loss of holding Wilmington Multi-manager is expected to be smaller as well.
Auto-correlation | 0.27 |
Poor predictability
Wilmington Multi Manager Real has poor predictability. Overlapping area represents the amount of predictability between Wilmington Multi-manager time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Multi-manager price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Wilmington Multi-manager price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Wilmington Multi-manager lagged returns against current returns
Autocorrelation, which is Wilmington Multi-manager 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 Multi-manager's mutual fund expected returns. We can calculate the autocorrelation of Wilmington Multi-manager returns to help us make a trade decision. For example, suppose you find that Wilmington Multi-manager 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 Multi-manager 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 Multi-manager mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wilmington Multi-manager 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 Multi-manager mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Wilmington Multi-manager Lagged Returns
When evaluating Wilmington Multi-manager's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wilmington Multi-manager mutual fund have on its future price. Wilmington Multi-manager 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 Multi-manager autocorrelation shows the relationship between Wilmington Multi-manager mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Wilmington Multi Manager Real.
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 Multi-manager 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 Multi-manager security.
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