Agf American Growth Fund Market Value
| AMGR Fund | 25.40 0.22 0.87% |
| Symbol | AGF |
AGF American '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 AGF American's 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 AGF American.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in AGF American on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding AGF American Growth or generate 0.0% return on investment in AGF American over 90 days.
AGF American 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 AGF American's 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 AGF American Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.23 | |||
| Information Ratio | 0.0363 | |||
| Maximum Drawdown | 4.81 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 3.07 |
AGF American Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AGF American's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AGF American's standard deviation. In reality, there are many statistical measures that can use AGF American historical prices to predict the future AGF American's volatility.| Risk Adjusted Performance | 0.0719 | |||
| Jensen Alpha | 0.1138 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0429 | |||
| Treynor Ratio | 1.05 |
AGF American January 28, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0719 | |||
| Market Risk Adjusted Performance | 1.06 | |||
| Mean Deviation | 1.09 | |||
| Semi Deviation | 0.9599 | |||
| Downside Deviation | 1.23 | |||
| Coefficient Of Variation | 1098.28 | |||
| Standard Deviation | 1.45 | |||
| Variance | 2.09 | |||
| Information Ratio | 0.0363 | |||
| Jensen Alpha | 0.1138 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0429 | |||
| Treynor Ratio | 1.05 | |||
| Maximum Drawdown | 4.81 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 3.07 | |||
| Downside Variance | 1.5 | |||
| Semi Variance | 0.9214 | |||
| Expected Short fall | (1.55) | |||
| Skewness | 0.8794 | |||
| Kurtosis | 0.2344 |
AGF American Growth Backtested Returns
As of now, AGF Fund is very steady. AGF American Growth secures Sharpe Ratio (or Efficiency) of 0.091, which signifies that the fund had a 0.091 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for AGF American Growth, which you can use to evaluate the volatility of the entity. Please confirm AGF American's Mean Deviation of 1.09, risk adjusted performance of 0.0719, and Downside Deviation of 1.23 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. The fund shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AGF American's returns are expected to increase less than the market. However, during the bear market, the loss of holding AGF American is expected to be smaller as well.
Auto-correlation | 0.00 |
No correlation between past and present
AGF American Growth has no correlation between past and present. Overlapping area represents the amount of predictability between AGF American time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th 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 AGF American Growth price movement. The serial correlation of 0.0 indicates that just 0.0% of current AGF American price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Pair Trading with AGF American
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if AGF American position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in AGF American will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to AGF American could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace AGF American when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back AGF American - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling AGF American Growth to buy it.
The correlation of AGF American is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as AGF American moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if AGF American Growth moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for AGF American can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk |