Limited Duration Fund Market Value
| APSTX Fund | USD 9.42 0.01 0.11% |
| Symbol | Limited |
Limited Duration '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 Limited Duration'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 Limited Duration.
| 11/10/2025 |
| 02/08/2026 |
If you would invest 0.00 in Limited Duration on November 10, 2025 and sell it all today you would earn a total of 0.00 from holding Limited Duration Fund or generate 0.0% return on investment in Limited Duration over 90 days. Limited Duration is related to or competes with Tax-managed, Gmo Small, Kinetics Small, Massmutual Premier, Qs Us, and Copeland International. The fund invests primarily in debt obligations such as bonds, notes and debentures, and bills issued by U.S More
Limited Duration 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 Limited Duration'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 Limited Duration Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1104 | |||
| Information Ratio | (0.76) | |||
| Maximum Drawdown | 0.3224 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.2137 |
Limited Duration Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Limited Duration's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Limited Duration's standard deviation. In reality, there are many statistical measures that can use Limited Duration historical prices to predict the future Limited Duration's volatility.| Risk Adjusted Performance | 0.0766 | |||
| Jensen Alpha | 0.0076 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.65) | |||
| Treynor Ratio | 2.31 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Limited Duration'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.
Limited Duration February 8, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0766 | |||
| Market Risk Adjusted Performance | 2.32 | |||
| Mean Deviation | 0.0756 | |||
| Downside Deviation | 0.1104 | |||
| Coefficient Of Variation | 531.74 | |||
| Standard Deviation | 0.0949 | |||
| Variance | 0.009 | |||
| Information Ratio | (0.76) | |||
| Jensen Alpha | 0.0076 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.65) | |||
| Treynor Ratio | 2.31 | |||
| Maximum Drawdown | 0.3224 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.2137 | |||
| Downside Variance | 0.0122 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.13) | |||
| Skewness | 0.346 | |||
| Kurtosis | (0.57) |
Limited Duration Backtested Returns
At this stage we consider Limited Mutual Fund to be very steady. Limited Duration has Sharpe Ratio of 0.21, which conveys that the entity had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Limited Duration, which you can use to evaluate the volatility of the fund. Please verify Limited Duration's Risk Adjusted Performance of 0.0766, coefficient of variation of 531.74, and Mean Deviation of 0.0756 to check out if the risk estimate we provide is consistent with the expected return of 0.019%. The fund secures a Beta (Market Risk) of 0.0034, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Limited Duration's returns are expected to increase less than the market. However, during the bear market, the loss of holding Limited Duration is expected to be smaller as well.
Auto-correlation | 0.24 |
Weak predictability
Limited Duration Fund has weak predictability. Overlapping area represents the amount of predictability between Limited Duration time series from 10th of November 2025 to 25th of December 2025 and 25th of December 2025 to 8th of February 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 Limited Duration price movement. The serial correlation of 0.24 indicates that over 24.0% of current Limited Duration price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 Limited Mutual Fund
Limited Duration financial ratios help investors to determine whether Limited 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 Limited with respect to the benefits of owning Limited Duration security.
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