Wilmington Intermediate Term Bond Fund Market Value
| ARIFX Fund | USD 11.51 0.06 0.52% |
| Symbol | Wilmington |
Wilmington Intermediate-ter '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 Wilmington Intermediate-ter'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 Wilmington Intermediate-ter.
| 10/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in Wilmington Intermediate-ter on October 25, 2024 and sell it all today you would earn a total of 0.00 from holding Wilmington Intermediate Term Bond or generate 0.0% return on investment in Wilmington Intermediate-ter over 30 days. Wilmington Intermediate-ter is related to or competes with Aristotle Funds, Aristotle Funds, Aristotle International, Aristotle Funds, Aristotle Funds, Aristotle Value, and Aristotle/saul Global. The fund invests at least 80 percent of its net assets in publicly traded equity securities or depository receipts of co... More
Wilmington Intermediate-ter 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 Wilmington Intermediate-ter'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 Wilmington Intermediate Term Bond upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 3.97 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 1.63 |
Wilmington Intermediate-ter Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wilmington Intermediate-ter's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wilmington Intermediate-ter's standard deviation. In reality, there are many statistical measures that can use Wilmington Intermediate-ter historical prices to predict the future Wilmington Intermediate-ter's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | (0.05) |
Wilmington Intermediate-ter Backtested Returns
Wilmington Intermediate-ter shows Sharpe Ratio of -0.0434, which attests that the fund had a -0.0434% return per unit of risk over the last 3 months. Wilmington Intermediate-ter exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Wilmington Intermediate-ter's Market Risk Adjusted Performance of (0.04), standard deviation of 0.7815, and Mean Deviation of 0.5809 to validate the risk estimate we provide. The entity maintains a market beta of 0.4, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Wilmington Intermediate-ter's returns are expected to increase less than the market. However, during the bear market, the loss of holding Wilmington Intermediate-ter is expected to be smaller as well.
Auto-correlation | 0.35 |
Below average predictability
Wilmington Intermediate Term Bond has below average predictability. Overlapping area represents the amount of predictability between Wilmington Intermediate-ter time series from 25th of October 2024 to 9th of November 2024 and 9th of November 2024 to 24th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Wilmington Intermediate-ter price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Wilmington Intermediate-ter price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Wilmington Intermediate-ter lagged returns against current returns
Autocorrelation, which is Wilmington Intermediate-ter 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 Wilmington Intermediate-ter's mutual fund expected returns. We can calculate the autocorrelation of Wilmington Intermediate-ter returns to help us make a trade decision. For example, suppose you find that Wilmington Intermediate-ter 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 |
Wilmington Intermediate-ter 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 Wilmington Intermediate-ter mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wilmington Intermediate-ter mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wilmington Intermediate-ter mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Wilmington Intermediate-ter Lagged Returns
When evaluating Wilmington Intermediate-ter's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wilmington Intermediate-ter mutual fund have on its future price. Wilmington Intermediate-ter 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, Wilmington Intermediate-ter autocorrelation shows the relationship between Wilmington Intermediate-ter mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Wilmington Intermediate Term Bond.
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 Wilmington Mutual Fund
Wilmington Intermediate-ter financial ratios help investors to determine whether Wilmington 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 Wilmington with respect to the benefits of owning Wilmington Intermediate-ter security.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance |