Duff And Phelps Fund Market Value
| DPG Fund | USD 13.79 0.11 0.80% |
| Symbol | Duff |
Duff '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 Duff's 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 Duff.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in Duff on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding Duff And Phelps or generate 0.0% return on investment in Duff over 90 days. Duff is related to or competes with Optimum Small-mid, Sprott Physical, Gabelli Utility, BlackRock Health, Neuberger Berman, Tcw Relative, and Columbia Large. Duff Phelps Utility and Infrastructure Fund Inc is a closed-ended equity mutual fund launched by Virtus Investment Partn... More
Duff 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 Duff's 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 Duff And Phelps upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8336 | |||
| Information Ratio | 0.0595 | |||
| Maximum Drawdown | 3.2 | |||
| Value At Risk | (1.10) | |||
| Potential Upside | 1.29 |
Duff Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Duff's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Duff's standard deviation. In reality, there are many statistical measures that can use Duff historical prices to predict the future Duff's volatility.| Risk Adjusted Performance | 0.1452 | |||
| Jensen Alpha | 0.1114 | |||
| Total Risk Alpha | 0.0507 | |||
| Sortino Ratio | 0.0526 | |||
| Treynor Ratio | 0.813 |
Duff February 7, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1452 | |||
| Market Risk Adjusted Performance | 0.823 | |||
| Mean Deviation | 0.5809 | |||
| Semi Deviation | 0.6428 | |||
| Downside Deviation | 0.8336 | |||
| Coefficient Of Variation | 551.48 | |||
| Standard Deviation | 0.7362 | |||
| Variance | 0.542 | |||
| Information Ratio | 0.0595 | |||
| Jensen Alpha | 0.1114 | |||
| Total Risk Alpha | 0.0507 | |||
| Sortino Ratio | 0.0526 | |||
| Treynor Ratio | 0.813 | |||
| Maximum Drawdown | 3.2 | |||
| Value At Risk | (1.10) | |||
| Potential Upside | 1.29 | |||
| Downside Variance | 0.6948 | |||
| Semi Variance | 0.4132 | |||
| Expected Short fall | (0.65) | |||
| Skewness | (0.71) | |||
| Kurtosis | 1.07 |
Duff And Phelps Backtested Returns
At this point, Duff is very steady. Duff And Phelps secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the fund had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Duff And Phelps, which you can use to evaluate the volatility of the entity. Please confirm Duff's Mean Deviation of 0.5809, downside deviation of 0.8336, and Coefficient Of Variation of 551.48 to check if the risk estimate we provide is consistent with the expected return of 0.12%. The fund shows a Beta (market volatility) of 0.15, which means not very significant fluctuations relative to the market. As returns on the market increase, Duff's returns are expected to increase less than the market. However, during the bear market, the loss of holding Duff is expected to be smaller as well.
Auto-correlation | -0.82 |
Excellent reverse predictability
Duff And Phelps has excellent reverse predictability. Overlapping area represents the amount of predictability between Duff time series from 9th of November 2025 to 24th of December 2025 and 24th of December 2025 to 7th of February 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 Duff And Phelps price movement. The serial correlation of -0.82 indicates that around 82.0% of current Duff price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
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Other Information on Investing in Duff Fund
Duff financial ratios help investors to determine whether Duff 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 Duff with respect to the benefits of owning Duff security.
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