Crawford Multi Asset Income Fund Market Value
| CMALX Fund | USD 27.66 0.05 0.18% |
| Symbol | Crawford |
Crawford Multi '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 Crawford Multi'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 Crawford Multi.
| 05/06/2024 |
| 12/02/2024 |
If you would invest 0.00 in Crawford Multi on May 6, 2024 and sell it all today you would earn a total of 0.00 from holding Crawford Multi Asset Income or generate 0.0% return on investment in Crawford Multi over 210 days. Crawford Multi is related to or competes with Adams Natural, Salient Mlp, Firsthand Alternative, and Icon Natural. The fund pursues a multi-asset income strategy with the primary objective of generating current income More
Crawford Multi 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 Crawford Multi'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 Crawford Multi Asset Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3599 | |||
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 1.54 | |||
| Value At Risk | (0.63) | |||
| Potential Upside | 0.6308 |
Crawford Multi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Crawford Multi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Crawford Multi's standard deviation. In reality, there are many statistical measures that can use Crawford Multi historical prices to predict the future Crawford Multi's volatility.| Risk Adjusted Performance | 0.1404 | |||
| Jensen Alpha | 0.0349 | |||
| Total Risk Alpha | 0.0013 | |||
| Sortino Ratio | (0.19) | |||
| Treynor Ratio | 0.3001 |
Crawford Multi Asset Backtested Returns
At this stage we consider Crawford Mutual Fund to be very steady. Crawford Multi Asset secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the fund had a 0.17% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Crawford Multi Asset Income, which you can use to evaluate the volatility of the entity. Please confirm Crawford Multi's mean deviation of 0.272, and Risk Adjusted Performance of 0.1404 to double-check if the risk estimate we provide is consistent with the expected return of 0.0588%. The fund shows a Beta (market volatility) of 0.2, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Crawford Multi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Crawford Multi is expected to be smaller as well.
Auto-correlation | 0.63 |
Good predictability
Crawford Multi Asset Income has good predictability. Overlapping area represents the amount of predictability between Crawford Multi time series from 6th of May 2024 to 19th of August 2024 and 19th of August 2024 to 2nd of December 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 Crawford Multi Asset price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Crawford Multi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Crawford Multi Asset lagged returns against current returns
Autocorrelation, which is Crawford Multi 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 Crawford Multi's mutual fund expected returns. We can calculate the autocorrelation of Crawford Multi returns to help us make a trade decision. For example, suppose you find that Crawford Multi 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 |
Crawford Multi 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 Crawford Multi mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Crawford Multi mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Crawford Multi mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Crawford Multi Lagged Returns
When evaluating Crawford Multi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Crawford Multi mutual fund have on its future price. Crawford Multi 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, Crawford Multi autocorrelation shows the relationship between Crawford Multi mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Crawford Multi Asset Income.
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 Crawford Mutual Fund
Crawford Multi financial ratios help investors to determine whether Crawford 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 Crawford with respect to the benefits of owning Crawford Multi security.
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets |