Frost Low Duration Fund Market Value
| FILDX Fund | USD 9.86 0.01 0.10% |
| Symbol | Frost |
Frost Low '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 Low'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 Low.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Frost Low on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Frost Low Duration or generate 0.0% return on investment in Frost Low over 30 days. Frost Low is related to or competes with Frost Growth, Frost Total, Frost Credit, Fidelity Advisor, Frost Credit, Frost Growth, and Frost Total. The fund invests at least 80 percent of its net assets, plus any borrowings for investment purposes, in fixed income sec... More
Frost Low 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 Low'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 Low Duration upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1365 | |||
| Information Ratio | (1.03) | |||
| Maximum Drawdown | 0.5088 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.203 |
Frost Low Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frost Low's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frost Low's standard deviation. In reality, there are many statistical measures that can use Frost Low historical prices to predict the future Frost Low's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.91) | |||
| Treynor Ratio | 0.2556 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Frost Low's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Frost Low Duration Backtested Returns
At this stage we consider Frost Mutual Fund to be very steady. Frost Low Duration secures Sharpe Ratio (or Efficiency) of 0.027, which denotes the fund had a 0.027% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Frost Low Duration, which you can use to evaluate the volatility of the entity. Please confirm Frost Low's Downside Deviation of 0.1365, mean deviation of 0.092, and Coefficient Of Variation of 2558.66 to check if the risk estimate we provide is consistent with the expected return of 0.0033%. The fund shows a Beta (market volatility) of -0.0208, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Frost Low are expected to decrease at a much lower rate. During the bear market, Frost Low is likely to outperform the market.
Auto-correlation | -0.22 |
Weak reverse predictability
Frost Low Duration has weak reverse predictability. Overlapping area represents the amount of predictability between Frost Low time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th of November 2024. 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 Low Duration price movement. The serial correlation of -0.22 indicates that over 22.0% of current Frost Low price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Frost Low Duration lagged returns against current returns
Autocorrelation, which is Frost Low 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 Frost Low's mutual fund expected returns. We can calculate the autocorrelation of Frost Low returns to help us make a trade decision. For example, suppose you find that Frost Low 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 |
Frost Low 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 Frost Low mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Frost Low mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Frost Low mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Frost Low Lagged Returns
When evaluating Frost Low's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Frost Low mutual fund have on its future price. Frost Low 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, Frost Low autocorrelation shows the relationship between Frost Low mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Frost Low Duration.
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 Frost Mutual Fund
Frost Low 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 Low security.
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges |