The Disciplined Growth Fund Market Value
| DGIFX Fund | USD 25.41 0.21 0.83% |
| Symbol | THE |
The Disciplined '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 The Disciplined'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 The Disciplined.
| 01/21/2025 |
| 02/20/2025 |
If you would invest 0.00 in The Disciplined on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding The Disciplined Growth or generate 0.0% return on investment in The Disciplined over 30 days. The Disciplined is related to or competes with Fidelity Advisor, 13d Activist, 13d Activist, 13d Activist, and Columbia Select. The fund normally invests approximately 65 percent of its assets in equity securities and approximately 35 percent in fi... More
The Disciplined 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 The Disciplined'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 The Disciplined Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9525 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 4.49 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 1.34 |
The Disciplined Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for The Disciplined's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as The Disciplined's standard deviation. In reality, there are many statistical measures that can use The Disciplined historical prices to predict the future The Disciplined's volatility.| Risk Adjusted Performance | 0.0175 | |||
| Jensen Alpha | 0.009 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.5465 |
The Disciplined Growth Backtested Returns
At this stage we consider THE Mutual Fund to be very steady. The Disciplined Growth owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0138, which indicates the fund had a 0.0138 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for The Disciplined Growth, which you can use to evaluate the volatility of the fund. Please validate The Disciplined's Coefficient Of Variation of 4490.63, risk adjusted performance of 0.0175, and Semi Deviation of 0.9104 to confirm if the risk estimate we provide is consistent with the expected return of 0.0118%. The entity has a beta of 0.017, which indicates not very significant fluctuations relative to the market. As returns on the market increase, the Disciplined's returns are expected to increase less than the market. However, during the bear market, the loss of holding the Disciplined is expected to be smaller as well.
Auto-correlation | 0.44 |
Average predictability
The Disciplined Growth has average predictability. Overlapping area represents the amount of predictability between The Disciplined time series from 21st of January 2025 to 5th of February 2025 and 5th of February 2025 to 20th of February 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 The Disciplined Growth price movement. The serial correlation of 0.44 indicates that just about 44.0% of current The Disciplined price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
The Disciplined Growth lagged returns against current returns
Autocorrelation, which is The Disciplined 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 The Disciplined's mutual fund expected returns. We can calculate the autocorrelation of The Disciplined returns to help us make a trade decision. For example, suppose you find that The Disciplined 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 |
The Disciplined 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 The Disciplined mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if The Disciplined mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in The Disciplined mutual fund over time.
Current vs Lagged Prices |
| Timeline |
The Disciplined Lagged Returns
When evaluating The Disciplined's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of The Disciplined mutual fund have on its future price. The Disciplined 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, The Disciplined autocorrelation shows the relationship between The Disciplined mutual fund current value and its past values and can show if there is a momentum factor associated with investing in The Disciplined Growth.
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 THE Mutual Fund
The Disciplined financial ratios help investors to determine whether THE 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 THE with respect to the benefits of owning The Disciplined security.
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