Artisan Thematic Fund Market Value
| APDTX Fund | USD 26.02 0.19 0.74% |
| Symbol | Artisan |
Artisan Thematic '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 Artisan Thematic'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 Artisan Thematic.
| 10/12/2025 |
| 01/10/2026 |
If you would invest 0.00 in Artisan Thematic on October 12, 2025 and sell it all today you would earn a total of 0.00 from holding Artisan Thematic Fund or generate 0.0% return on investment in Artisan Thematic over 90 days. Artisan Thematic is related to or competes with Precious Metals, Oppenheimer Gold, Invesco Gold, Great-west Goldman, Sprott Gold, Deutsche Gold, and Gold And. The funds investment approach is based on idea generation, a systematic framework for analyzing companies and proactive ... More
Artisan Thematic 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 Artisan Thematic'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 Artisan Thematic Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.3 | |||
| Information Ratio | 0.0183 | |||
| Maximum Drawdown | 7.42 | |||
| Value At Risk | (2.00) | |||
| Potential Upside | 2.14 |
Artisan Thematic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Artisan Thematic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Artisan Thematic's standard deviation. In reality, there are many statistical measures that can use Artisan Thematic historical prices to predict the future Artisan Thematic's volatility.| Risk Adjusted Performance | 0.0705 | |||
| Jensen Alpha | 0.0137 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0188 | |||
| Treynor Ratio | 0.0965 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Artisan Thematic's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Artisan Thematic Backtested Returns
At this stage we consider Artisan Mutual Fund to be very steady. Artisan Thematic secures Sharpe Ratio (or Efficiency) of 0.0906, which signifies that the fund had a 0.0906 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Artisan Thematic Fund, which you can use to evaluate the volatility of the entity. Please confirm Artisan Thematic's Downside Deviation of 1.3, mean deviation of 1.0, and Risk Adjusted Performance of 0.0705 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. The fund shows a Beta (market volatility) of 1.13, which signifies a somewhat significant risk relative to the market. Artisan Thematic returns are very sensitive to returns on the market. As the market goes up or down, Artisan Thematic is expected to follow.
Auto-correlation | -0.33 |
Poor reverse predictability
Artisan Thematic Fund has poor reverse predictability. Overlapping area represents the amount of predictability between Artisan Thematic time series from 12th of October 2025 to 26th of November 2025 and 26th of November 2025 to 10th 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 Artisan Thematic price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Artisan Thematic price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.47 |
Artisan Thematic lagged returns against current returns
Autocorrelation, which is Artisan Thematic 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 Artisan Thematic's mutual fund expected returns. We can calculate the autocorrelation of Artisan Thematic returns to help us make a trade decision. For example, suppose you find that Artisan Thematic 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 |
Artisan Thematic 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 Artisan Thematic mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Artisan Thematic mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Artisan Thematic mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Artisan Thematic Lagged Returns
When evaluating Artisan Thematic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Artisan Thematic mutual fund have on its future price. Artisan Thematic 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, Artisan Thematic autocorrelation shows the relationship between Artisan Thematic mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Artisan Thematic 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 Artisan Mutual Fund
Artisan Thematic financial ratios help investors to determine whether Artisan 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 Artisan with respect to the benefits of owning Artisan Thematic security.
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine |