Blckrck Fds Iii Fund Market Value
| BRGKX Fund | USD 35.69 0.18 0.51% |
| Symbol | Blckrck |
Blckrck Fds '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 Blckrck Fds' 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 Blckrck Fds.
| 02/11/2025 |
| 03/13/2025 |
If you would invest 0.00 in Blckrck Fds on February 11, 2025 and sell it all today you would earn a total of 0.00 from holding Blckrck Fds Iii or generate 0.0% return on investment in Blckrck Fds over 30 days. Blckrck Fds is related to or competes with Fidelity Series, Jpmorgan Government, Virtus Seix, Nationwide Government, Vanguard Intermediate-ter, Davis Government, and Franklin Adjustable. The fund is a feeder fund that invests all of its assets in the master portfolio, which has the same investment objectiv... More
Blckrck Fds 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 Blckrck Fds' 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 Blckrck Fds Iii upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 4.6 | |||
| Value At Risk | (1.90) | |||
| Potential Upside | 1.31 |
Blckrck Fds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blckrck Fds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blckrck Fds' standard deviation. In reality, there are many statistical measures that can use Blckrck Fds historical prices to predict the future Blckrck Fds' volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | 0.0164 | |||
| Treynor Ratio | (0.18) |
Blckrck Fds Iii Backtested Returns
Blckrck Fds Iii secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the fund had a -0.13 % return per unit of standard deviation over the last 3 months. Blckrck Fds Iii exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Blckrck Fds' mean deviation of 0.798, and Risk Adjusted Performance of (0.10) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.79, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Blckrck Fds' returns are expected to increase less than the market. However, during the bear market, the loss of holding Blckrck Fds is expected to be smaller as well.
Auto-correlation | 0.75 |
Good predictability
Blckrck Fds Iii has good predictability. Overlapping area represents the amount of predictability between Blckrck Fds time series from 11th of February 2025 to 26th of February 2025 and 26th of February 2025 to 13th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Blckrck Fds Iii price movement. The serial correlation of 0.75 indicates that around 75.0% of current Blckrck Fds price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.7 |
Blckrck Fds Iii lagged returns against current returns
Autocorrelation, which is Blckrck Fds 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 Blckrck Fds' mutual fund expected returns. We can calculate the autocorrelation of Blckrck Fds returns to help us make a trade decision. For example, suppose you find that Blckrck Fds 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 |
Blckrck Fds 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 Blckrck Fds mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blckrck Fds mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blckrck Fds mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blckrck Fds Lagged Returns
When evaluating Blckrck Fds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blckrck Fds mutual fund have on its future price. Blckrck Fds 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, Blckrck Fds autocorrelation shows the relationship between Blckrck Fds mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blckrck Fds Iii.
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 Blckrck Mutual Fund
Blckrck Fds financial ratios help investors to determine whether Blckrck 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 Blckrck with respect to the benefits of owning Blckrck Fds security.
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