International Value Fund Market Value
| ACEVX Fund | USD 11.96 0.09 0.75% |
| Symbol | International |
International Value '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 International Value'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 International Value.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in International Value on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding International Value Fund or generate 0.0% return on investment in International Value over 90 days. International Value is related to or competes with Mid Cap, Equity Growth, Income Growth, Diversified Bond, Emerging Markets, Short Term, and Value Fund. In selecting stocks for the fund, the portfolio managers will normally invest at least 65 percent of net assets in secur... More
International Value 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 International Value'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 International Value Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7998 | |||
| Information Ratio | 0.2433 | |||
| Maximum Drawdown | 5.62 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 1.77 |
International Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for International Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as International Value's standard deviation. In reality, there are many statistical measures that can use International Value historical prices to predict the future International Value's volatility.| Risk Adjusted Performance | 0.2592 | |||
| Jensen Alpha | 0.2498 | |||
| Total Risk Alpha | 0.2145 | |||
| Sortino Ratio | 0.2782 | |||
| Treynor Ratio | 0.5193 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of International Value'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.
International Value February 15, 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 | 0.2592 | |||
| Market Risk Adjusted Performance | 0.5293 | |||
| Mean Deviation | 0.6696 | |||
| Semi Deviation | 0.2905 | |||
| Downside Deviation | 0.7998 | |||
| Coefficient Of Variation | 312.7 | |||
| Standard Deviation | 0.9145 | |||
| Variance | 0.8362 | |||
| Information Ratio | 0.2433 | |||
| Jensen Alpha | 0.2498 | |||
| Total Risk Alpha | 0.2145 | |||
| Sortino Ratio | 0.2782 | |||
| Treynor Ratio | 0.5193 | |||
| Maximum Drawdown | 5.62 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 1.77 | |||
| Downside Variance | 0.6396 | |||
| Semi Variance | 0.0844 | |||
| Expected Short fall | (0.86) | |||
| Skewness | 1.06 | |||
| Kurtosis | 3.95 |
International Value Backtested Returns
International Value appears to be very steady, given 3 months investment horizon. International Value holds Efficiency (Sharpe) Ratio of 0.35, which attests that the entity had a 0.35 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for International Value, which you can use to evaluate the volatility of the entity. Please utilize International Value's Downside Deviation of 0.7998, risk adjusted performance of 0.2592, and Market Risk Adjusted Performance of 0.5293 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.54, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, International Value's returns are expected to increase less than the market. However, during the bear market, the loss of holding International Value is expected to be smaller as well.
Auto-correlation | 0.95 |
Excellent predictability
International Value Fund has excellent predictability. Overlapping area represents the amount of predictability between International Value time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th 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 International Value price movement. The serial correlation of 0.95 indicates that approximately 95.0% of current International Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.95 | |
| Spearman Rank Test | 0.95 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
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 International Mutual Fund
International Value financial ratios help investors to determine whether International 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 International with respect to the benefits of owning International Value security.
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