Aristotle International Equity Fund Market Value
| AIFFX Fund | 14.23 0.09 0.64% |
| Symbol | Aristotle |
Aristotle 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 Aristotle 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 Aristotle International.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Aristotle International on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Aristotle International Equity or generate 0.0% return on investment in Aristotle International over 720 days. Aristotle International is related to or competes with Aqr Long-short, Rbc Short, Vanguard Short-term, Federated Short-intermedia, Calvert Short, Siit Ultra, and Jhancock Short. The fund invests at least 80 percent of its net assets in publicly traded equity securities or depository receipts of co... More
Aristotle 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 Aristotle 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 Aristotle International Equity upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 3.98 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.2 |
Aristotle International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aristotle International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aristotle International's standard deviation. In reality, there are many statistical measures that can use Aristotle International historical prices to predict the future Aristotle International's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.11) |
Aristotle International Backtested Returns
Aristotle International secures Sharpe Ratio (or Efficiency) of -0.0559, which signifies that the fund had a -0.0559% return per unit of risk over the last 3 months. Aristotle International Equity exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aristotle International's Risk Adjusted Performance of (0.03), mean deviation of 0.5778, and Standard Deviation of 0.7562 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.39, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Aristotle International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aristotle International is expected to be smaller as well.
Auto-correlation | 0.33 |
Below average predictability
Aristotle International Equity has below average predictability. Overlapping area represents the amount of predictability between Aristotle International time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th 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 Aristotle International price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Aristotle International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.34 |
Aristotle International lagged returns against current returns
Autocorrelation, which is Aristotle International 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 Aristotle International's mutual fund expected returns. We can calculate the autocorrelation of Aristotle International returns to help us make a trade decision. For example, suppose you find that Aristotle International 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 |
Aristotle International 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 Aristotle International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aristotle International mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aristotle International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Aristotle International Lagged Returns
When evaluating Aristotle International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aristotle International mutual fund have on its future price. Aristotle International 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, Aristotle International autocorrelation shows the relationship between Aristotle International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Aristotle International Equity.
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 Aristotle Mutual Fund
Aristotle International financial ratios help investors to determine whether Aristotle 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 Aristotle with respect to the benefits of owning Aristotle International security.
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