Delaware Limited Term Diversified Fund Market Value
| DLTRX Fund | USD 7.87 0.01 0.13% |
| Symbol | Delaware |
Delaware Limited '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 Limited'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 Limited.
| 01/03/2025 |
| 02/02/2025 |
If you would invest 0.00 in Delaware Limited on January 3, 2025 and sell it all today you would earn a total of 0.00 from holding Delaware Limited Term Diversified or generate 0.0% return on investment in Delaware Limited over 30 days. Delaware Limited is related to or competes with Optimum Small-mid, Optimum Small-mid, Ivy Apollo, Optimum Fixed, Ivy Asset, Ivy Small, and Optimum International. Under normal circumstances, the fund will invest at least 80 percent of its net assets, plus the amount of any borrowing... More
Delaware Limited 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 Limited'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 Limited Term Diversified upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1488 | |||
| Information Ratio | (0.61) | |||
| Maximum Drawdown | 0.6376 | |||
| Value At Risk | (0.13) | |||
| Potential Upside | 0.2551 |
Delaware Limited Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Delaware Limited's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Delaware Limited's standard deviation. In reality, there are many statistical measures that can use Delaware Limited historical prices to predict the future Delaware Limited's volatility.| Risk Adjusted Performance | 0.0227 | |||
| Jensen Alpha | 6.0E-4 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.45) | |||
| Treynor Ratio | 0.1034 |
Delaware Limited Term Backtested Returns
At this stage we consider Delaware Mutual Fund to be very steady. Delaware Limited Term secures Sharpe Ratio (or Efficiency) of 0.0934, which denotes the fund had a 0.0934 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Delaware Limited Term Diversified, which you can use to evaluate the volatility of the entity. Please confirm Delaware Limited's Coefficient Of Variation of 935.71, mean deviation of 0.0689, and Standard Deviation of 0.1091 to check if the risk estimate we provide is consistent with the expected return of 0.0105%. The fund shows a Beta (market volatility) of 0.016, which means not very significant fluctuations relative to the market. As returns on the market increase, Delaware Limited's returns are expected to increase less than the market. However, during the bear market, the loss of holding Delaware Limited is expected to be smaller as well.
Auto-correlation | -0.41 |
Modest reverse predictability
Delaware Limited Term Diversified has modest reverse predictability. Overlapping area represents the amount of predictability between Delaware Limited time series from 3rd of January 2025 to 18th of January 2025 and 18th of January 2025 to 2nd 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 Delaware Limited Term price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Delaware Limited price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Delaware Limited Term lagged returns against current returns
Autocorrelation, which is Delaware Limited 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 Limited's mutual fund expected returns. We can calculate the autocorrelation of Delaware Limited returns to help us make a trade decision. For example, suppose you find that Delaware Limited 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 Limited 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 Limited mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Delaware Limited 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 Limited mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Delaware Limited Lagged Returns
When evaluating Delaware Limited's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Delaware Limited mutual fund have on its future price. Delaware Limited 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 Limited autocorrelation shows the relationship between Delaware Limited mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Delaware Limited Term Diversified.
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 Delaware Mutual Fund
Delaware Limited 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 Limited security.
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