Ab Tax Managed Wealth Fund Market Value
| ATWAX Fund | USD 26.72 0.23 0.87% |
| Symbol | ATWAX |
Ab Tax-managed '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 Ab Tax-managed'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 Ab Tax-managed.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in Ab Tax-managed on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding Ab Tax Managed Wealth or generate 0.0% return on investment in Ab Tax-managed over 90 days. Ab Tax-managed is related to or competes with Sentinel Small, Aqr Diversified, Madison Diversified, Invesco Diversified, Wilmington Diversified, and Diversified Municipal. The fund invests primarily in equity securities, either directly or through underlying investment companies advised by t... More
Ab Tax-managed 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 Ab Tax-managed'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 Ab Tax Managed Wealth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8659 | |||
| Information Ratio | 0.1207 | |||
| Maximum Drawdown | 4.48 | |||
| Value At Risk | (1.13) | |||
| Potential Upside | 1.09 |
Ab Tax-managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ab Tax-managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ab Tax-managed's standard deviation. In reality, there are many statistical measures that can use Ab Tax-managed historical prices to predict the future Ab Tax-managed's volatility.| Risk Adjusted Performance | 0.1294 | |||
| Jensen Alpha | 0.1055 | |||
| Total Risk Alpha | 0.092 | |||
| Sortino Ratio | 0.1098 | |||
| Treynor Ratio | 0.1852 |
Ab Tax-managed January 31, 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 | 0.1294 | |||
| Market Risk Adjusted Performance | 0.1952 | |||
| Mean Deviation | 0.5733 | |||
| Semi Deviation | 0.6578 | |||
| Downside Deviation | 0.8659 | |||
| Coefficient Of Variation | 562.3 | |||
| Standard Deviation | 0.7871 | |||
| Variance | 0.6196 | |||
| Information Ratio | 0.1207 | |||
| Jensen Alpha | 0.1055 | |||
| Total Risk Alpha | 0.092 | |||
| Sortino Ratio | 0.1098 | |||
| Treynor Ratio | 0.1852 | |||
| Maximum Drawdown | 4.48 | |||
| Value At Risk | (1.13) | |||
| Potential Upside | 1.09 | |||
| Downside Variance | 0.7497 | |||
| Semi Variance | 0.4327 | |||
| Expected Short fall | (0.61) | |||
| Skewness | 0.1073 | |||
| Kurtosis | 1.6 |
Ab Tax Managed Backtested Returns
At this stage we consider ATWAX Mutual Fund to be very steady. Ab Tax Managed retains Efficiency (Sharpe Ratio) of 0.18, which signifies that the fund had a 0.18 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Ab Tax-managed, which you can use to evaluate the volatility of the entity. Please confirm Ab Tax-managed's Market Risk Adjusted Performance of 0.1952, coefficient of variation of 562.3, and Standard Deviation of 0.7871 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. The fund owns a Beta (Systematic Risk) of 0.7, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Ab Tax-managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ab Tax-managed is expected to be smaller as well.
Auto-correlation | 0.27 |
Poor predictability
Ab Tax Managed Wealth has poor predictability. Overlapping area represents the amount of predictability between Ab Tax-managed time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st of January 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 Ab Tax Managed price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Ab Tax-managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
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 ATWAX Mutual Fund
Ab Tax-managed financial ratios help investors to determine whether ATWAX 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 ATWAX with respect to the benefits of owning Ab Tax-managed security.
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