Frost Credit Fund Market Value
| FCFIX Fund | USD 9.37 0.02 0.21% |
| Symbol | Frost |
Frost Credit '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 Frost Credit'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 Frost Credit.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in Frost Credit on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding Frost Credit Fund or generate 0.0% return on investment in Frost Credit over 90 days. Frost Credit is related to or competes with Huber Capital, American Funds, Massmutual Premier, Conservative Balanced, Jhancock Diversified, Pgim Conservative, and Vanguard Diversified. The fund normally invests at least 80 percent of its net assets, plus any borrowings for investment purposes, in fixed i... More
Frost Credit 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 Frost Credit'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 Frost Credit Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1466 | |||
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 0.5389 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.2139 |
Frost Credit Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frost Credit's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frost Credit's standard deviation. In reality, there are many statistical measures that can use Frost Credit historical prices to predict the future Frost Credit's volatility.| Risk Adjusted Performance | 0.0441 | |||
| Jensen Alpha | 0.0034 | |||
| Total Risk Alpha | (0.0001) | |||
| Sortino Ratio | (0.21) | |||
| Treynor Ratio | 0.1274 |
Frost Credit February 6, 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 | 0.0441 | |||
| Market Risk Adjusted Performance | 0.1374 | |||
| Mean Deviation | 0.0778 | |||
| Downside Deviation | 0.1466 | |||
| Coefficient Of Variation | 702.94 | |||
| Standard Deviation | 0.1032 | |||
| Variance | 0.0106 | |||
| Information Ratio | (0.29) | |||
| Jensen Alpha | 0.0034 | |||
| Total Risk Alpha | (0.0001) | |||
| Sortino Ratio | (0.21) | |||
| Treynor Ratio | 0.1274 | |||
| Maximum Drawdown | 0.5389 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.2139 | |||
| Downside Variance | 0.0215 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.13) | |||
| Skewness | (0.39) | |||
| Kurtosis | 0.8172 |
Frost Credit Backtested Returns
At this stage we consider Frost Mutual Fund to be very steady. Frost Credit secures Sharpe Ratio (or Efficiency) of 0.19, which denotes the fund had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Frost Credit Fund, which you can use to evaluate the volatility of the entity. Please confirm Frost Credit's Standard Deviation of 0.1032, mean deviation of 0.0778, and Coefficient Of Variation of 702.94 to check if the risk estimate we provide is consistent with the expected return of 0.0197%. The fund shows a Beta (market volatility) of 0.0367, which means not very significant fluctuations relative to the market. As returns on the market increase, Frost Credit's returns are expected to increase less than the market. However, during the bear market, the loss of holding Frost Credit is expected to be smaller as well.
Auto-correlation | 0.46 |
Average predictability
Frost Credit Fund has average predictability. Overlapping area represents the amount of predictability between Frost Credit time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th 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 Frost Credit price movement. The serial correlation of 0.46 indicates that about 46.0% of current Frost Credit price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 Frost Mutual Fund
Frost Credit financial ratios help investors to determine whether Frost 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 Frost with respect to the benefits of owning Frost Credit security.
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