Cliffwater Enhanced Lending Fund Market Value
| CELFX Fund | USD 10.91 0.01 0.09% |
| Symbol | Cliffwater |
Please note, there is a significant difference between Cliffwater Enhanced's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cliffwater Enhanced is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cliffwater Enhanced's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Cliffwater Enhanced '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 Cliffwater Enhanced'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 Cliffwater Enhanced.
| 02/11/2023 |
| 01/31/2025 |
If you would invest 0.00 in Cliffwater Enhanced on February 11, 2023 and sell it all today you would earn a total of 0.00 from holding Cliffwater Enhanced Lending or generate 0.0% return on investment in Cliffwater Enhanced over 720 days. Cliffwater Enhanced is related to or competes with Rational/pier, and Fidelity Sai. Cliffwater Enhanced is entity of United States More
Cliffwater Enhanced 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 Cliffwater Enhanced'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 Cliffwater Enhanced Lending upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 5.47 | |||
| Potential Upside | 0.184 |
Cliffwater Enhanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cliffwater Enhanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cliffwater Enhanced's standard deviation. In reality, there are many statistical measures that can use Cliffwater Enhanced historical prices to predict the future Cliffwater Enhanced's volatility.| Risk Adjusted Performance | 0.0579 | |||
| Jensen Alpha | 0.0266 | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 2.18 |
Cliffwater Enhanced Backtested Returns
At this stage we consider Cliffwater Mutual Fund to be very steady. Cliffwater Enhanced secures Sharpe Ratio (or Efficiency) of 0.0763, which signifies that the fund had a 0.0763 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Cliffwater Enhanced Lending, which you can use to evaluate the volatility of the entity. Please confirm Cliffwater Enhanced's Mean Deviation of 0.131, standard deviation of 0.4833, and Risk Adjusted Performance of 0.0579 to double-check if the risk estimate we provide is consistent with the expected return of 0.039%. The fund shows a Beta (market volatility) of 0.0127, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cliffwater Enhanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cliffwater Enhanced is expected to be smaller as well.
Auto-correlation | 0.99 |
Perfect predictability
Cliffwater Enhanced Lending has perfect predictability. Overlapping area represents the amount of predictability between Cliffwater Enhanced time series from 11th of February 2023 to 6th of February 2024 and 6th of February 2024 to 31st of January 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 Cliffwater Enhanced price movement. The serial correlation of 0.99 indicates that 99.0% of current Cliffwater Enhanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.99 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Cliffwater Enhanced lagged returns against current returns
Autocorrelation, which is Cliffwater Enhanced 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 Cliffwater Enhanced's mutual fund expected returns. We can calculate the autocorrelation of Cliffwater Enhanced returns to help us make a trade decision. For example, suppose you find that Cliffwater Enhanced 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 |
Cliffwater Enhanced 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 Cliffwater Enhanced mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cliffwater Enhanced mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cliffwater Enhanced mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Cliffwater Enhanced Lagged Returns
When evaluating Cliffwater Enhanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cliffwater Enhanced mutual fund have on its future price. Cliffwater Enhanced 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, Cliffwater Enhanced autocorrelation shows the relationship between Cliffwater Enhanced mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Cliffwater Enhanced Lending.
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 Cliffwater Mutual Fund
Cliffwater Enhanced financial ratios help investors to determine whether Cliffwater 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 Cliffwater with respect to the benefits of owning Cliffwater Enhanced security.
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