Delaware Diversified Income Fund Market Value
| DPCFX Fund | USD 7.76 0.01 0.13% |
| Symbol | Delaware |
Delaware Diversified '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 Diversified'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 Diversified.
| 02/17/2024 |
| 01/07/2026 |
If you would invest 0.00 in Delaware Diversified on February 17, 2024 and sell it all today you would earn a total of 0.00 from holding Delaware Diversified Income or generate 0.0% return on investment in Delaware Diversified over 690 days. Delaware Diversified is related to or competes with T Rowe, Blackrock, Transamerica Intermediate, Nuveen Strategic, Pace Municipal, Old Westbury, and Fidelity California. The fund invests in the following four sectors of the fixed income securities markets the U.S More
Delaware Diversified 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 Diversified'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 Diversified Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2351 | |||
| Information Ratio | (0.50) | |||
| Maximum Drawdown | 0.9029 | |||
| Value At Risk | (0.26) | |||
| Potential Upside | 0.2581 |
Delaware Diversified Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Delaware Diversified's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Delaware Diversified's standard deviation. In reality, there are many statistical measures that can use Delaware Diversified historical prices to predict the future Delaware Diversified's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.40) | |||
| Treynor Ratio | (0.12) |
Delaware Diversified Backtested Returns
At this stage we consider Delaware Mutual Fund to be very steady. Delaware Diversified secures Sharpe Ratio (or Efficiency) of 0.0346, which denotes the fund had a 0.0346 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Delaware Diversified Income, which you can use to evaluate the volatility of the entity. Please confirm Delaware Diversified's Coefficient Of Variation of 8789.34, mean deviation of 0.1466, and Downside Deviation of 0.2351 to check if the risk estimate we provide is consistent with the expected return of 0.0065%. The fund shows a Beta (market volatility) of 0.067, which means not very significant fluctuations relative to the market. As returns on the market increase, Delaware Diversified's returns are expected to increase less than the market. However, during the bear market, the loss of holding Delaware Diversified is expected to be smaller as well.
Auto-correlation | 0.68 |
Good predictability
Delaware Diversified Income has good predictability. Overlapping area represents the amount of predictability between Delaware Diversified time series from 17th of February 2024 to 27th of January 2025 and 27th of January 2025 to 7th 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 Diversified price movement. The serial correlation of 0.68 indicates that around 68.0% of current Delaware Diversified price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Delaware Diversified lagged returns against current returns
Autocorrelation, which is Delaware Diversified 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 Diversified's mutual fund expected returns. We can calculate the autocorrelation of Delaware Diversified returns to help us make a trade decision. For example, suppose you find that Delaware Diversified 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 Diversified 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 Diversified mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Delaware Diversified 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 Diversified mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Delaware Diversified Lagged Returns
When evaluating Delaware Diversified's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Delaware Diversified mutual fund have on its future price. Delaware Diversified 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 Diversified autocorrelation shows the relationship between Delaware Diversified mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Delaware Diversified Income.
Regressed Prices |
| Timeline |
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Other Information on Investing in Delaware Mutual Fund
Delaware Diversified 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 Diversified security.
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