Artisan Floating Rate Fund Market Value
| APDUX Fund | USD 9.56 0.00 0.00% |
| Symbol | Artisan |
Artisan Floating '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 Floating'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 Floating.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Artisan Floating on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Artisan Floating Rate or generate 0.0% return on investment in Artisan Floating over 30 days. Artisan Floating is related to or competes with Calvert Moderate, Guidemark Large, Principal Lifetime, Dodge Cox, Growth Allocation, and Enhanced. The fund will invest no less than 80 percent of its net assets plus any borrowings for investment purposes at market val... More
Artisan Floating 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 Floating'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 Floating Rate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1108 | |||
| Information Ratio | 0.0773 | |||
| Maximum Drawdown | 0.7385 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.1064 |
Artisan Floating Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Artisan Floating's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Artisan Floating's standard deviation. In reality, there are many statistical measures that can use Artisan Floating historical prices to predict the future Artisan Floating's volatility.| Risk Adjusted Performance | 0.0931 | |||
| Jensen Alpha | 0.0158 | |||
| Total Risk Alpha | 0.0147 | |||
| Sortino Ratio | 0.0967 | |||
| Treynor Ratio | (0.69) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Artisan Floating'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 Floating Rate Backtested Returns
At this stage we consider Artisan Mutual Fund to be very steady. Artisan Floating Rate secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the fund had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Artisan Floating Rate, which you can use to evaluate the volatility of the entity. Please confirm Artisan Floating's Coefficient Of Variation of 539.91, risk adjusted performance of 0.0931, and Mean Deviation of 0.0739 to double-check if the risk estimate we provide is consistent with the expected return of 0.0219%. The fund shows a Beta (market volatility) of -0.0227, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Artisan Floating are expected to decrease at a much lower rate. During the bear market, Artisan Floating is likely to outperform the market.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
Artisan Floating Rate has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Artisan Floating time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Artisan Floating Rate price movement. The serial correlation of -0.79 indicates that around 79.0% of current Artisan Floating price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Artisan Floating Rate lagged returns against current returns
Autocorrelation, which is Artisan Floating 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 Floating's mutual fund expected returns. We can calculate the autocorrelation of Artisan Floating returns to help us make a trade decision. For example, suppose you find that Artisan Floating 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 Floating 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 Floating mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Artisan Floating 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 Floating mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Artisan Floating Lagged Returns
When evaluating Artisan Floating's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Artisan Floating mutual fund have on its future price. Artisan Floating 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 Floating autocorrelation shows the relationship between Artisan Floating mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Artisan Floating Rate.
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 Floating 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 Floating security.
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