Mondrian International Value Fund Net Income
| MPIEX Fund | USD 17.92 0.10 0.55% |
As of the 1st of February, Mondrian International secures the Downside Deviation of 0.6489, mean deviation of 0.6015, and Risk Adjusted Performance of 0.1462. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Mondrian International, as well as the relationship between them.
Mondrian International's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Mondrian International's valuation are provided below:Mondrian International Value does not presently have any fundamental ratios for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Mondrian |
Mondrian 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 Mondrian 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 Mondrian International.
| 11/03/2025 |
| 02/01/2026 |
If you would invest 0.00 in Mondrian International on November 3, 2025 and sell it all today you would earn a total of 0.00 from holding Mondrian International Value or generate 0.0% return on investment in Mondrian International over 90 days. Mondrian International is related to or competes with Touchstone Sustainability, T Rowe, Vanguard Explorer, Precious Metals, Aberdeen Total, Prudential Balanced, and Amg River. The fund invests at least 80 percent of its net assets, plus any borrowings for investment purposes, in equity securitie... More
Mondrian 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 Mondrian 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 Mondrian International Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6489 | |||
| Information Ratio | 0.1447 | |||
| Maximum Drawdown | 4.68 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 1.22 |
Mondrian International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mondrian International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mondrian International's standard deviation. In reality, there are many statistical measures that can use Mondrian International historical prices to predict the future Mondrian International's volatility.| Risk Adjusted Performance | 0.1462 | |||
| Jensen Alpha | 0.1289 | |||
| Total Risk Alpha | 0.1121 | |||
| Sortino Ratio | 0.1786 | |||
| Treynor Ratio | 0.2406 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mondrian International's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Mondrian International February 1, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1462 | |||
| Market Risk Adjusted Performance | 0.2506 | |||
| Mean Deviation | 0.6015 | |||
| Semi Deviation | 0.4117 | |||
| Downside Deviation | 0.6489 | |||
| Coefficient Of Variation | 498.12 | |||
| Standard Deviation | 0.8012 | |||
| Variance | 0.6419 | |||
| Information Ratio | 0.1447 | |||
| Jensen Alpha | 0.1289 | |||
| Total Risk Alpha | 0.1121 | |||
| Sortino Ratio | 0.1786 | |||
| Treynor Ratio | 0.2406 | |||
| Maximum Drawdown | 4.68 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 1.22 | |||
| Downside Variance | 0.4211 | |||
| Semi Variance | 0.1695 | |||
| Expected Short fall | (0.72) | |||
| Skewness | 0.9456 | |||
| Kurtosis | 2.68 |
Mondrian International Backtested Returns
At this stage we consider Mondrian Mutual Fund to be very steady. Mondrian International has Sharpe Ratio of 0.24, which conveys that the entity had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Mondrian International, which you can use to evaluate the volatility of the fund. Please verify Mondrian International's Mean Deviation of 0.6015, downside deviation of 0.6489, and Risk Adjusted Performance of 0.1462 to check out if the risk estimate we provide is consistent with the expected return of 0.19%. The fund secures a Beta (Market Risk) of 0.63, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mondrian International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mondrian International is expected to be smaller as well.
Auto-correlation | 0.66 |
Good predictability
Mondrian International Value has good predictability. Overlapping area represents the amount of predictability between Mondrian International time series from 3rd of November 2025 to 18th of December 2025 and 18th of December 2025 to 1st of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Mondrian International price movement. The serial correlation of 0.66 indicates that around 66.0% of current Mondrian International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Because income is reported on the Income Statement of a company and is measured in dollars some investors prefer to use Profit Margin, which measures income as a percentage of sales.
| Competition |
Based on the recorded statements, Mondrian International Value reported net income of 0.0. This indicator is about the same for the Mondrian average (which is currently at 0.0) family and about the same as Foreign Large Value (which currently averages 0.0) category. This indicator is about the same for all United States funds average (which is currently at 0.0).
Mondrian Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Mondrian International's current stock value. Our valuation model uses many indicators to compare Mondrian International value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Mondrian International competition to find correlations between indicators driving Mondrian International's intrinsic value. More Info.Mondrian International Value is number one fund in annual yield among similar funds. It also is number one fund in year to date return among similar funds creating about 72.92 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Mondrian International's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Mondrian International
The fund invests 99.15% of asset under management in tradable equity instruments, with the rest of investments concentrated in cash (0.85%) .Asset allocation divides Mondrian International's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors to buy a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will buy and sell securities in the fund's portfolio as market conditions and the fund's objectives change.
Mondrian Fundamentals
| Total Asset | 701.63 M | ||||
| Annual Yield | 0.04 % | ||||
| Year To Date Return | 2.65 % | ||||
| One Year Return | 36.64 % | ||||
| Three Year Return | 17.86 % | ||||
| Five Year Return | 10.99 % | ||||
| Ten Year Return | 3.93 % | ||||
| Net Asset | 456.85 M | ||||
| Minimum Initial Investment | 50 K | ||||
| Last Dividend Paid | 0.32 | ||||
| Cash Position Weight | 0.85 % | ||||
| Equity Positions Weight | 99.15 % |
About Mondrian International Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Mondrian International Value's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Mondrian International using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Mondrian International Value based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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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 Mondrian Mutual Fund
Mondrian International financial ratios help investors to determine whether Mondrian 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 Mondrian with respect to the benefits of owning Mondrian International security.
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