Crm Smallmid Cap Fund Market Value
| CRIAX Fund | USD 11.58 0.04 0.35% |
| Symbol | Crm |
Crm Small/mid '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 Crm Small/mid'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 Crm Small/mid.
| 01/30/2023 |
| 01/19/2025 |
If you would invest 0.00 in Crm Small/mid on January 30, 2023 and sell it all today you would earn a total of 0.00 from holding Crm Smallmid Cap or generate 0.0% return on investment in Crm Small/mid over 720 days. Crm Small/mid is related to or competes with City National, Voya High, Siit High, Jpmorgan High, T Rowe, Transamerica High, and Lord Abbett. The fund, under normal circumstances, invests at least 80 percent of its assets in equity and equity related securities ... More
Crm Small/mid 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 Crm Small/mid'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 Crm Smallmid Cap upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 17.47 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.49 |
Crm Small/mid Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Crm Small/mid's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Crm Small/mid's standard deviation. In reality, there are many statistical measures that can use Crm Small/mid historical prices to predict the future Crm Small/mid's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (0.14) |
Crm Smallmid Cap Backtested Returns
Crm Smallmid Cap secures Sharpe Ratio (or Efficiency) of -0.0667, which signifies that the fund had a -0.0667% return per unit of risk over the last 3 months. Crm Smallmid Cap exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Crm Small/mid's Standard Deviation of 1.97, risk adjusted performance of (0.05), and Mean Deviation of 0.955 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 1.03, which signifies a somewhat significant risk relative to the market. Crm Small/mid returns are very sensitive to returns on the market. As the market goes up or down, Crm Small/mid is expected to follow.
Auto-correlation | -0.41 |
Modest reverse predictability
Crm Smallmid Cap has modest reverse predictability. Overlapping area represents the amount of predictability between Crm Small/mid time series from 30th of January 2023 to 25th of January 2024 and 25th of January 2024 to 19th 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 Crm Smallmid Cap price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Crm Small/mid price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.51 |
Crm Smallmid Cap lagged returns against current returns
Autocorrelation, which is Crm Small/mid 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 Crm Small/mid's mutual fund expected returns. We can calculate the autocorrelation of Crm Small/mid returns to help us make a trade decision. For example, suppose you find that Crm Small/mid 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 |
Crm Small/mid 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 Crm Small/mid mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Crm Small/mid mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Crm Small/mid mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Crm Small/mid Lagged Returns
When evaluating Crm Small/mid's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Crm Small/mid mutual fund have on its future price. Crm Small/mid 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, Crm Small/mid autocorrelation shows the relationship between Crm Small/mid mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Crm Smallmid Cap.
Regressed Prices |
| Timeline |
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Other Information on Investing in Crm Mutual Fund
Crm Small/mid financial ratios help investors to determine whether Crm 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 Crm with respect to the benefits of owning Crm Small/mid security.
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