Ancora Income Fund Market Value
| AAIIX Fund | USD 7.22 0.01 0.14% |
| Symbol | Ancora |
Ancora Income '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 Ancora Income'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 Ancora Income.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in Ancora Income on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding Ancora Income Fund or generate 0.0% return on investment in Ancora Income over 30 days. Ancora Income is related to or competes with Ancora Microcap, Ancora/thelen Small-mid, Ancora/thelen Small-mid, and Proxy Voting. The fund pursues its income objective by investing primarily in income-producing securities More
Ancora Income 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 Ancora Income'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 Ancora Income Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3135 | |||
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 1.13 | |||
| Value At Risk | (0.42) | |||
| Potential Upside | 0.4208 |
Ancora Income Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ancora Income's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ancora Income's standard deviation. In reality, there are many statistical measures that can use Ancora Income historical prices to predict the future Ancora Income's volatility.| Risk Adjusted Performance | 0.0613 | |||
| Jensen Alpha | 0.0092 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.23) | |||
| Treynor Ratio | 0.1868 |
Ancora Income Backtested Returns
At this stage we consider Ancora Mutual Fund to be very steady. Ancora Income secures Sharpe Ratio (or Efficiency) of 0.0972, which signifies that the fund had a 0.0972 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Ancora Income Fund, which you can use to evaluate the volatility of the entity. Please confirm Ancora Income's risk adjusted performance of 0.0613, and Mean Deviation of 0.1787 to double-check if the risk estimate we provide is consistent with the expected return of 0.0228%. The fund shows a Beta (market volatility) of 0.0952, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Ancora Income's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ancora Income is expected to be smaller as well.
Auto-correlation | 0.26 |
Poor predictability
Ancora Income Fund has poor predictability. Overlapping area represents the amount of predictability between Ancora Income time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 to 17th of January 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 Ancora Income price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Ancora Income price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ancora Income lagged returns against current returns
Autocorrelation, which is Ancora Income 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 Ancora Income's mutual fund expected returns. We can calculate the autocorrelation of Ancora Income returns to help us make a trade decision. For example, suppose you find that Ancora Income 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 |
Ancora Income 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 Ancora Income mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ancora Income mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ancora Income mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ancora Income Lagged Returns
When evaluating Ancora Income's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ancora Income mutual fund have on its future price. Ancora Income 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, Ancora Income autocorrelation shows the relationship between Ancora Income mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ancora Income 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 Ancora Mutual Fund
Ancora Income financial ratios help investors to determine whether Ancora 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 Ancora with respect to the benefits of owning Ancora Income security.
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