International Opportunities Fund Market Value
| AIOIX Fund | USD 11.98 0.03 0.25% |
| Symbol | International |
International Opportunities '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 Opportunities' 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 Opportunities.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in International Opportunities on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding International Opportunities Fund or generate 0.0% return on investment in International Opportunities over 30 days. International Opportunities is related to or competes with American Beacon, Secured Options, Praxis Value, Pro Blend, Brown Advisory, Brown Advisory, and Touchstone Mid. The fund invests primarily in equity securities of companies that are small-sized at the time of purchase and are locate... More
International Opportunities 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 Opportunities' 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 Opportunities Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.21 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 3.79 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 1.48 |
International Opportunities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for International Opportunities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as International Opportunities' standard deviation. In reality, there are many statistical measures that can use International Opportunities historical prices to predict the future International Opportunities' volatility.| Risk Adjusted Performance | 0.027 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0256 |
International Opportunities Backtested Returns
At this stage we consider International Mutual Fund to be very steady. International Opportunities holds Efficiency (Sharpe) Ratio of 0.0755, which attests that the entity had a 0.0755 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for International Opportunities, which you can use to evaluate the volatility of the entity. Please check out International Opportunities' Risk Adjusted Performance of 0.027, downside deviation of 1.21, and Market Risk Adjusted Performance of 0.0356 to validate if the risk estimate we provide is consistent with the expected return of 0.0759%. The fund retains a Market Volatility (i.e., Beta) of 0.96, which attests to possible diversification benefits within a given portfolio. International Opportunities returns are very sensitive to returns on the market. As the market goes up or down, International Opportunities is expected to follow.
Auto-correlation | -0.12 |
Insignificant reverse predictability
International Opportunities Fund has insignificant reverse predictability. Overlapping area represents the amount of predictability between International Opportunities time series from 24th of November 2025 to 9th of December 2025 and 9th of December 2025 to 24th of December 2025. 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 Opportunities price movement. The serial correlation of -0.12 indicates that less than 12.0% of current International Opportunities price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
International Opportunities lagged returns against current returns
Autocorrelation, which is International Opportunities 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 International Opportunities' mutual fund expected returns. We can calculate the autocorrelation of International Opportunities returns to help us make a trade decision. For example, suppose you find that International Opportunities 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 |
International Opportunities 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 International Opportunities mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if International Opportunities mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in International Opportunities mutual fund over time.
Current vs Lagged Prices |
| Timeline |
International Opportunities Lagged Returns
When evaluating International Opportunities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of International Opportunities mutual fund have on its future price. International Opportunities 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, International Opportunities autocorrelation shows the relationship between International Opportunities mutual fund current value and its past values and can show if there is a momentum factor associated with investing in International Opportunities 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 International Mutual Fund
International Opportunities 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 Opportunities security.
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