Sustainable Equity Fund Market Value
| AFDIX Fund | USD 48.62 0.24 0.50% |
| Symbol | Sustainable |
Sustainable Equity '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 Sustainable Equity'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 Sustainable Equity.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in Sustainable Equity on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding Sustainable Equity Fund or generate 0.0% return on investment in Sustainable Equity over 90 days. Sustainable Equity is related to or competes with Mfs Core, Sentinel Mon, Blackrock, Sentinel Mon, Baron Asset, Baron Asset, and Prudential Utility. The fund will generally invest in large capitalization companies the advisor believes show sustainable business improvem... More
Sustainable Equity 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 Sustainable Equity'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 Sustainable Equity Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9742 | |||
| Information Ratio | 0.11 | |||
| Maximum Drawdown | 31.25 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 1.12 |
Sustainable Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sustainable Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sustainable Equity's standard deviation. In reality, there are many statistical measures that can use Sustainable Equity historical prices to predict the future Sustainable Equity's volatility.| Risk Adjusted Performance | 0.1043 | |||
| Jensen Alpha | 0.4729 | |||
| Total Risk Alpha | 0.1296 | |||
| Sortino Ratio | 0.4282 | |||
| Treynor Ratio | 2.5 |
Sustainable Equity January 27, 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 | 0.1043 | |||
| Market Risk Adjusted Performance | 2.51 | |||
| Mean Deviation | 1.1 | |||
| Downside Deviation | 0.9742 | |||
| Coefficient Of Variation | 764.28 | |||
| Standard Deviation | 3.79 | |||
| Variance | 14.39 | |||
| Information Ratio | 0.11 | |||
| Jensen Alpha | 0.4729 | |||
| Total Risk Alpha | 0.1296 | |||
| Sortino Ratio | 0.4282 | |||
| Treynor Ratio | 2.5 | |||
| Maximum Drawdown | 31.25 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 1.12 | |||
| Downside Variance | 0.949 | |||
| Semi Variance | (0.03) | |||
| Expected Short fall | (1.20) | |||
| Skewness | 7.35 | |||
| Kurtosis | 56.24 |
Sustainable Equity Backtested Returns
Sustainable Equity appears to be very steady, given 3 months investment horizon. Sustainable Equity owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the fund had a 0.13 % return per unit of risk over the last 3 months. By inspecting Sustainable Equity's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please review Sustainable Equity's Standard Deviation of 3.79, risk adjusted performance of 0.1043, and Downside Deviation of 0.9742 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sustainable Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sustainable Equity is expected to be smaller as well.
Auto-correlation | -0.29 |
Weak reverse predictability
Sustainable Equity Fund has weak reverse predictability. Overlapping area represents the amount of predictability between Sustainable Equity time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th 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 Sustainable Equity price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Sustainable Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 4.37 |
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.| HITI | High Tide | |
| HITI | High Tide | |
| BAC | Bank of America |
Other Information on Investing in Sustainable Mutual Fund
Sustainable Equity financial ratios help investors to determine whether Sustainable 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 Sustainable with respect to the benefits of owning Sustainable Equity security.
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