Bogle Small Cap Fund Market Value
| BOGIX Fund | USD 31.86 0.29 0.90% |
| Symbol | Bogle |
Bogle Small '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 Bogle Small'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 Bogle Small.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in Bogle Small on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding Bogle Small Cap or generate 0.0% return on investment in Bogle Small over 90 days. Bogle Small is related to or competes with Sentinel International, Royce International, Wells Fargo, Calamos Global, Tortoise Capital, Voya Emerging, and Madison Covered. The fund seeks to achieve its objective by investing under normal circumstances at least 80 percent of the net assets of... More
Bogle Small 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 Bogle Small'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 Bogle Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9155 | |||
| Information Ratio | 0.0194 | |||
| Maximum Drawdown | 4.61 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.8 |
Bogle Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bogle Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bogle Small's standard deviation. In reality, there are many statistical measures that can use Bogle Small historical prices to predict the future Bogle Small's volatility.| Risk Adjusted Performance | 0.0607 | |||
| Jensen Alpha | 0.0145 | |||
| Total Risk Alpha | (0.0008) | |||
| Sortino Ratio | 0.0215 | |||
| Treynor Ratio | 0.0645 |
Bogle Small 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 | 0.0607 | |||
| Market Risk Adjusted Performance | 0.0745 | |||
| Mean Deviation | 0.7712 | |||
| Semi Deviation | 0.8265 | |||
| Downside Deviation | 0.9155 | |||
| Coefficient Of Variation | 1253.85 | |||
| Standard Deviation | 1.01 | |||
| Variance | 1.03 | |||
| Information Ratio | 0.0194 | |||
| Jensen Alpha | 0.0145 | |||
| Total Risk Alpha | (0.0008) | |||
| Sortino Ratio | 0.0215 | |||
| Treynor Ratio | 0.0645 | |||
| Maximum Drawdown | 4.61 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.8 | |||
| Downside Variance | 0.8381 | |||
| Semi Variance | 0.683 | |||
| Expected Short fall | (0.93) | |||
| Skewness | 0.2589 | |||
| Kurtosis | 0.4071 |
Bogle Small Cap Backtested Returns
At this stage we consider Bogle Mutual Fund to be very steady. Bogle Small Cap secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the fund had a 0.11 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Bogle Small Cap, which you can use to evaluate the volatility of the entity. Please confirm Bogle Small's risk adjusted performance of 0.0607, and Mean Deviation of 0.7712 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. The fund shows a Beta (market volatility) of 1.1, which signifies a somewhat significant risk relative to the market. Bogle Small returns are very sensitive to returns on the market. As the market goes up or down, Bogle Small is expected to follow.
Auto-correlation | 0.64 |
Good predictability
Bogle Small Cap has good predictability. Overlapping area represents the amount of predictability between Bogle Small 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 Bogle Small Cap price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Bogle Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.4 |
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 Bogle Mutual Fund
Bogle Small financial ratios help investors to determine whether Bogle 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 Bogle with respect to the benefits of owning Bogle Small security.
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