Bond Fund Institutional Fund Market Value
| AIBNX Fund | USD 8.40 0.01 0.12% |
| Symbol | Bond |
Bond Fund '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 Bond Fund'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 Bond Fund.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Bond Fund on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Bond Fund Institutional or generate 0.0% return on investment in Bond Fund over 30 days. Bond Fund is related to or competes with Enhanced, William Blair, Rational Strategic, Federated Mdt, Touchstone Large, Goldman Sachs, and T Rowe. The fund invests at least 80 percent of its net assets in bonds More
Bond Fund 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 Bond Fund'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 Bond Fund Institutional upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.51) | |||
| Maximum Drawdown | 1.16 | |||
| Value At Risk | (0.59) | |||
| Potential Upside | 0.3571 |
Bond Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bond Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bond Fund's standard deviation. In reality, there are many statistical measures that can use Bond Fund historical prices to predict the future Bond Fund's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | 0.5867 |
Bond Fund Institutional Backtested Returns
Bond Fund Institutional secures Sharpe Ratio (or Efficiency) of -0.0953, which signifies that the fund had a -0.0953% return per unit of risk over the last 3 months. Bond Fund Institutional exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bond Fund's Standard Deviation of 0.2723, mean deviation of 0.2158, and Risk Adjusted Performance of (0.1) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.0652, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bond Fund are expected to decrease at a much lower rate. During the bear market, Bond Fund is likely to outperform the market.
Auto-correlation | 0.44 |
Average predictability
Bond Fund Institutional has average predictability. Overlapping area represents the amount of predictability between Bond Fund time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Bond Fund Institutional price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Bond Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bond Fund Institutional lagged returns against current returns
Autocorrelation, which is Bond Fund 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 Bond Fund's mutual fund expected returns. We can calculate the autocorrelation of Bond Fund returns to help us make a trade decision. For example, suppose you find that Bond Fund 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 |
Bond Fund 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 Bond Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bond Fund mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bond Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Bond Fund Lagged Returns
When evaluating Bond Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bond Fund mutual fund have on its future price. Bond Fund 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, Bond Fund autocorrelation shows the relationship between Bond Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Bond Fund Institutional.
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 Bond Mutual Fund
Bond Fund financial ratios help investors to determine whether Bond 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 Bond with respect to the benefits of owning Bond Fund security.
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