Dynamic Total Return Fund Market Value
| AVGAX Fund | USD 15.10 0.08 0.53% |
| Symbol | Dynamic |
Dynamic Total '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 Dynamic Total'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 Dynamic Total.
| 02/27/2024 |
| 11/23/2024 |
If you would invest 0.00 in Dynamic Total on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding Dynamic Total Return or generate 0.0% return on investment in Dynamic Total over 270 days. Dynamic Total is related to or competes with Siit Ultra, Calvert Short, Astor Long/short, Old Westbury, Guggenheim Long, Barings Active, and Locorr Longshort. The fund normally invests in instruments that provide investment exposure to global equity, bond, currency and commodity... More
Dynamic Total 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 Dynamic Total'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 Dynamic Total Return upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2825 | |||
| Information Ratio | (0.31) | |||
| Maximum Drawdown | 1.61 | |||
| Value At Risk | (0.47) | |||
| Potential Upside | 0.5391 |
Dynamic Total Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dynamic Total's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dynamic Total's standard deviation. In reality, there are many statistical measures that can use Dynamic Total historical prices to predict the future Dynamic Total's volatility.| Risk Adjusted Performance | 0.0572 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.36) | |||
| Treynor Ratio | 0.1051 |
Dynamic Total Return Backtested Returns
At this stage we consider Dynamic Mutual Fund to be very steady. Dynamic Total Return secures Sharpe Ratio (or Efficiency) of 0.0882, which denotes the fund had a 0.0882% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Dynamic Total Return, which you can use to evaluate the volatility of the entity. Please confirm Dynamic Total's Downside Deviation of 0.2825, coefficient of variation of 1082.22, and Mean Deviation of 0.2515 to check if the risk estimate we provide is consistent with the expected return of 0.0283%. The fund shows a Beta (market volatility) of 0.19, which means not very significant fluctuations relative to the market. As returns on the market increase, Dynamic Total's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dynamic Total is expected to be smaller as well.
Auto-correlation | 0.03 |
Virtually no predictability
Dynamic Total Return has virtually no predictability. Overlapping area represents the amount of predictability between Dynamic Total time series from 27th of February 2024 to 11th of July 2024 and 11th of July 2024 to 23rd 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 Dynamic Total Return price movement. The serial correlation of 0.03 indicates that only 3.0% of current Dynamic Total price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Dynamic Total Return lagged returns against current returns
Autocorrelation, which is Dynamic Total 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 Dynamic Total's mutual fund expected returns. We can calculate the autocorrelation of Dynamic Total returns to help us make a trade decision. For example, suppose you find that Dynamic Total 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 |
Dynamic Total 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 Dynamic Total mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dynamic Total mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dynamic Total mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dynamic Total Lagged Returns
When evaluating Dynamic Total's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dynamic Total mutual fund have on its future price. Dynamic Total 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, Dynamic Total autocorrelation shows the relationship between Dynamic Total mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dynamic Total Return.
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 Dynamic Mutual Fund
Dynamic Total financial ratios help investors to determine whether Dynamic 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 Dynamic with respect to the benefits of owning Dynamic Total security.
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