Anchor Risk Managed Fund Market Value
| ATCAX Fund | USD 8.65 0.05 0.57% |
| Symbol | Anchor |
Anchor Risk '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 Anchor Risk'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 Anchor Risk.
| 03/02/2024 |
| 11/27/2024 |
If you would invest 0.00 in Anchor Risk on March 2, 2024 and sell it all today you would earn a total of 0.00 from holding Anchor Risk Managed or generate 0.0% return on investment in Anchor Risk over 270 days. Anchor Risk is related to or competes with Gmo Resources, Jennison Natural, Icon Natural, Guinness Atkinson, and Dreyfus Natural. The fund seeks to achieve its investment objective, utilizing a fund of funds structure, by allocating assets among worl... More
Anchor Risk 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 Anchor Risk'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 Anchor Risk Managed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6974 | |||
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 2.33 | |||
| Value At Risk | (0.81) | |||
| Potential Upside | 0.5787 |
Anchor Risk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Anchor Risk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anchor Risk's standard deviation. In reality, there are many statistical measures that can use Anchor Risk historical prices to predict the future Anchor Risk's volatility.| Risk Adjusted Performance | 0.0439 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.15) | |||
| Treynor Ratio | 0.0543 |
Anchor Risk Managed Backtested Returns
At this stage we consider Anchor Mutual Fund to be out of control. Anchor Risk Managed secures Sharpe Ratio (or Efficiency) of 0.0775, which signifies that the fund had a 0.0775% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Anchor Risk Managed, which you can use to evaluate the volatility of the entity. Please confirm Anchor Risk's risk adjusted performance of 0.0439, and Mean Deviation of 0.2915 to double-check if the risk estimate we provide is consistent with the expected return of 0.0338%. The fund shows a Beta (market volatility) of 0.35, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Anchor Risk's returns are expected to increase less than the market. However, during the bear market, the loss of holding Anchor Risk is expected to be smaller as well.
Auto-correlation | 0.31 |
Below average predictability
Anchor Risk Managed has below average predictability. Overlapping area represents the amount of predictability between Anchor Risk time series from 2nd of March 2024 to 15th of July 2024 and 15th of July 2024 to 27th 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 Anchor Risk Managed price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Anchor Risk price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Anchor Risk Managed lagged returns against current returns
Autocorrelation, which is Anchor Risk 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 Anchor Risk's mutual fund expected returns. We can calculate the autocorrelation of Anchor Risk returns to help us make a trade decision. For example, suppose you find that Anchor Risk 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 |
Anchor Risk 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 Anchor Risk mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anchor Risk mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anchor Risk mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Anchor Risk Lagged Returns
When evaluating Anchor Risk's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Anchor Risk mutual fund have on its future price. Anchor Risk 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, Anchor Risk autocorrelation shows the relationship between Anchor Risk mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Anchor Risk Managed.
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 Anchor Mutual Fund
Anchor Risk financial ratios help investors to determine whether Anchor 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 Anchor with respect to the benefits of owning Anchor Risk security.
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