Fpa Crescent Fund Market Value
| FPACX Fund | USD 44.31 0.02 0.05% |
| Symbol | Fpa |
Fpa Crescent '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 Fpa Crescent'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 Fpa Crescent.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Fpa Crescent on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Fpa Crescent Fund or generate 0.0% return on investment in Fpa Crescent over 90 days. Fpa Crescent is related to or competes with Victory Sycamore, Blackrock Lifepath, T Rowe, Blackrock Lifepath, Mfs Research, Oppenheimer Main, and Hartford Core. To pursue the funds investment objective, the funds portfolio managers invest in both equity and debt securities of comp... More
Fpa Crescent 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 Fpa Crescent'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 Fpa Crescent Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.63 | |||
| Information Ratio | 0.0134 | |||
| Maximum Drawdown | 16.4 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 0.9868 |
Fpa Crescent Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fpa Crescent's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fpa Crescent's standard deviation. In reality, there are many statistical measures that can use Fpa Crescent historical prices to predict the future Fpa Crescent's volatility.| Risk Adjusted Performance | 0.0524 | |||
| Jensen Alpha | 0.0506 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0126 | |||
| Treynor Ratio | 0.1615 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fpa Crescent'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.
Fpa Crescent February 15, 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 | 0.0524 | |||
| Market Risk Adjusted Performance | 0.1715 | |||
| Mean Deviation | 0.6363 | |||
| Semi Deviation | 1.36 | |||
| Downside Deviation | 1.63 | |||
| Coefficient Of Variation | 1692.37 | |||
| Standard Deviation | 1.53 | |||
| Variance | 2.34 | |||
| Information Ratio | 0.0134 | |||
| Jensen Alpha | 0.0506 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0126 | |||
| Treynor Ratio | 0.1615 | |||
| Maximum Drawdown | 16.4 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 0.9868 | |||
| Downside Variance | 2.66 | |||
| Semi Variance | 1.84 | |||
| Expected Short fall | (0.67) | |||
| Skewness | 1.05 | |||
| Kurtosis | 25.61 |
Fpa Crescent Backtested Returns
At this stage we consider Fpa Mutual Fund to be very steady. Fpa Crescent secures Sharpe Ratio (or Efficiency) of 0.0758, which denotes the fund had a 0.0758 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Fpa Crescent Fund, which you can use to evaluate the volatility of the entity. Please confirm Fpa Crescent's Semi Deviation of 1.36, mean deviation of 0.6363, and Downside Deviation of 1.63 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 0.5, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fpa Crescent's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fpa Crescent is expected to be smaller as well.
Auto-correlation | 0.64 |
Good predictability
Fpa Crescent Fund has good predictability. Overlapping area represents the amount of predictability between Fpa Crescent time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th 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 Fpa Crescent price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Fpa Crescent price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
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 Fpa Mutual Fund
Fpa Crescent financial ratios help investors to determine whether Fpa 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 Fpa with respect to the benefits of owning Fpa Crescent security.
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators |