Yorktown Small Cap Fund Market Value
| YOVLX Fund | USD 13.74 0.01 0.07% |
| Symbol | Yorktown |
Yorktown Small-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 Yorktown Small-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 Yorktown Small-cap.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in Yorktown Small-cap on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding Yorktown Small Cap Fund or generate 0.0% return on investment in Yorktown Small-cap over 90 days. Yorktown Small-cap is related to or competes with Aam Select, Locorr Long/short, Credit Suisse, Ab Value, Vanguard Intermediate-ter, and Eip Growth. The fund seeks to achieve its investment objective by investing in U.S More
Yorktown Small-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 Yorktown Small-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 Yorktown Small Cap Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 5.54 | |||
| Value At Risk | (2.66) | |||
| Potential Upside | 1.5 |
Yorktown Small-cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yorktown Small-cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yorktown Small-cap's standard deviation. In reality, there are many statistical measures that can use Yorktown Small-cap historical prices to predict the future Yorktown Small-cap's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (0.25) |
Yorktown Small Cap Backtested Returns
Yorktown Small Cap shows Sharpe Ratio of -0.15, which attests that the fund had a -0.15 % return per unit of risk over the last 3 months. Yorktown Small Cap exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Yorktown Small-cap's Market Risk Adjusted Performance of (0.24), standard deviation of 1.27, and Mean Deviation of 0.9912 to validate the risk estimate we provide. The entity maintains a market beta of 0.86, which attests to possible diversification benefits within a given portfolio. Yorktown Small-cap returns are very sensitive to returns on the market. As the market goes up or down, Yorktown Small-cap is expected to follow.
Auto-correlation | -0.64 |
Very good reverse predictability
Yorktown Small Cap Fund has very good reverse predictability. Overlapping area represents the amount of predictability between Yorktown Small-cap time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th 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 Yorktown Small Cap price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Yorktown Small-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
Yorktown Small Cap lagged returns against current returns
Autocorrelation, which is Yorktown Small-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 Yorktown Small-cap's mutual fund expected returns. We can calculate the autocorrelation of Yorktown Small-cap returns to help us make a trade decision. For example, suppose you find that Yorktown Small-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 |
Yorktown Small-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 Yorktown Small-cap mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yorktown Small-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 Yorktown Small-cap mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Yorktown Small-cap Lagged Returns
When evaluating Yorktown Small-cap's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yorktown Small-cap mutual fund have on its future price. Yorktown Small-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, Yorktown Small-cap autocorrelation shows the relationship between Yorktown Small-cap mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Yorktown Small Cap 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 Yorktown Mutual Fund
Yorktown Small-cap financial ratios help investors to determine whether Yorktown 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 Yorktown with respect to the benefits of owning Yorktown Small-cap security.
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