Astor Longshort Fund Market Value
| ASTZX Fund | USD 11.98 0.00 0.00% |
| Symbol | Astor |
Astor Long/short '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 Astor Long/short'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 Astor Long/short.
| 11/28/2025 |
| 02/26/2026 |
If you would invest 0.00 in Astor Long/short on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Astor Longshort Fund or generate 0.0% return on investment in Astor Long/short over 90 days. Astor Long/short is related to or competes with Franklin Mutual, Dreyfus/standish, Dreyfusstandish Global, Siit Global, and Qs Global. The fund invests predominantly in exchange-traded funds that each invest primarily in domestic or foreign equity securit... More
Astor Long/short 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 Astor Long/short'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 Astor Longshort Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.54 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 5.77 | |||
| Value At Risk | (0.80) | |||
| Potential Upside | 0.7124 |
Astor Long/short Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Astor Long/short's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Astor Long/short's standard deviation. In reality, there are many statistical measures that can use Astor Long/short historical prices to predict the future Astor Long/short's volatility.| Risk Adjusted Performance | 0.1004 | |||
| Jensen Alpha | 0.0887 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.73) |
Astor Long/short February 26, 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 | 0.1004 | |||
| Market Risk Adjusted Performance | (0.72) | |||
| Mean Deviation | 0.3572 | |||
| Semi Deviation | 0.2605 | |||
| Downside Deviation | 0.54 | |||
| Coefficient Of Variation | 755.54 | |||
| Standard Deviation | 0.6652 | |||
| Variance | 0.4425 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.0887 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.73) | |||
| Maximum Drawdown | 5.77 | |||
| Value At Risk | (0.80) | |||
| Potential Upside | 0.7124 | |||
| Downside Variance | 0.2917 | |||
| Semi Variance | 0.0679 | |||
| Expected Short fall | (0.44) | |||
| Skewness | 3.26 | |||
| Kurtosis | 21.17 |
Astor Long/short Backtested Returns
At this stage we consider Astor Mutual Fund to be very steady. Astor Long/short secures Sharpe Ratio (or Efficiency) of 0.0979, which signifies that the fund had a 0.0979 % return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Astor Longshort Fund, which you can use to evaluate the volatility of the entity. Please confirm Astor Long/short's Downside Deviation of 0.54, mean deviation of 0.3572, and Risk Adjusted Performance of 0.1004 to double-check if the risk estimate we provide is consistent with the expected return of 0.066%. The fund shows a Beta (market volatility) of -0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Astor Long/short are expected to decrease at a much lower rate. During the bear market, Astor Long/short is likely to outperform the market.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Astor Longshort Fund has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Astor Long/short time series from 28th of November 2025 to 12th of January 2026 and 12th of January 2026 to 26th 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 Astor Long/short price movement. The serial correlation of -0.72 indicates that around 72.0% of current Astor Long/short price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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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 Astor Mutual Fund
Astor Long/short financial ratios help investors to determine whether Astor 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 Astor with respect to the benefits of owning Astor Long/short security.
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