Delaware Value Fund Market Value
| DDVCX Fund | USD 11.89 0.08 0.67% |
| Symbol | Delaware |
Delaware Value '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 Delaware Value'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 Delaware Value.
| 12/05/2025 |
| 01/04/2026 |
If you would invest 0.00 in Delaware Value on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding Delaware Value Fund or generate 0.0% return on investment in Delaware Value over 30 days. Delaware Value is related to or competes with Calvert Global, Invesco Energy, Franklin Natural, Vanguard Energy, and Goehring Rozencwajg. Under normal circumstances, the fund will invest at least 80 percent of its net assets, plus the amount of any borrowing... More
Delaware Value 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 Delaware Value'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 Delaware Value Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7044 | |||
| Information Ratio | 0.1164 | |||
| Maximum Drawdown | 36.01 | |||
| Value At Risk | (1.16) | |||
| Potential Upside | 1.38 |
Delaware Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Delaware Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Delaware Value's standard deviation. In reality, there are many statistical measures that can use Delaware Value historical prices to predict the future Delaware Value's volatility.| Risk Adjusted Performance | 0.1016 | |||
| Jensen Alpha | 0.5333 | |||
| Total Risk Alpha | 0.2206 | |||
| Sortino Ratio | 0.7252 | |||
| Treynor Ratio | 0.9483 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Delaware Value's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Delaware Value Backtested Returns
Delaware Value appears to be somewhat reliable, given 3 months investment horizon. Delaware Value secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the fund had a 0.13 % return per unit of risk over the last 3 months. By reviewing Delaware Value's technical indicators, you can evaluate if the expected return of 0.59% is justified by implied risk. Please utilize Delaware Value's Coefficient Of Variation of 760.74, mean deviation of 1.23, and Standard Deviation of 4.39 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.6, which means possible diversification benefits within a given portfolio. As returns on the market increase, Delaware Value's returns are expected to increase less than the market. However, during the bear market, the loss of holding Delaware Value is expected to be smaller as well.
Auto-correlation | -0.86 |
Excellent reverse predictability
Delaware Value Fund has excellent reverse predictability. Overlapping area represents the amount of predictability between Delaware Value time series from 5th of December 2025 to 20th of December 2025 and 20th of December 2025 to 4th 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 Delaware Value price movement. The serial correlation of -0.86 indicates that approximately 86.0% of current Delaware Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.86 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Delaware Value lagged returns against current returns
Autocorrelation, which is Delaware Value 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 Delaware Value's mutual fund expected returns. We can calculate the autocorrelation of Delaware Value returns to help us make a trade decision. For example, suppose you find that Delaware Value 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 |
Delaware Value 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 Delaware Value mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Delaware Value mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Delaware Value mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Delaware Value Lagged Returns
When evaluating Delaware Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Delaware Value mutual fund have on its future price. Delaware Value 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, Delaware Value autocorrelation shows the relationship between Delaware Value mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Delaware Value Fund.
Regressed Prices |
| Timeline |
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Other Information on Investing in Delaware Mutual Fund
Delaware Value financial ratios help investors to determine whether Delaware 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 Delaware with respect to the benefits of owning Delaware Value security.
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