Transportation Portfolio Transportation Fund Market Value
| FSRFX Fund | USD 121.41 1.41 1.15% |
| Symbol | Transportation |
Transportation Portfolio '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 Transportation Portfolio'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 Transportation Portfolio.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in Transportation Portfolio on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding Transportation Portfolio Transportation or generate 0.0% return on investment in Transportation Portfolio over 90 days. Transportation Portfolio is related to or competes with Banking Portfolio, Consumer Discretionary, Chemicals Portfolio, International Equity, Pro-blend(r) Maximum, Gmo Emerging, and Large Cap. It normally invests at least 80 percent of assets in securities of companies principally engaged in providing transporta... More
Transportation Portfolio 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 Transportation Portfolio'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 Transportation Portfolio Transportation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8943 | |||
| Information Ratio | 0.1953 | |||
| Maximum Drawdown | 5.17 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 2.36 |
Transportation Portfolio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Transportation Portfolio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Transportation Portfolio's standard deviation. In reality, there are many statistical measures that can use Transportation Portfolio historical prices to predict the future Transportation Portfolio's volatility.| Risk Adjusted Performance | 0.1956 | |||
| Jensen Alpha | 0.2136 | |||
| Total Risk Alpha | 0.1968 | |||
| Sortino Ratio | 0.2495 | |||
| Treynor Ratio | 0.2349 |
Transportation Portfolio February 19, 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 | 0.1956 | |||
| Market Risk Adjusted Performance | 0.2449 | |||
| Mean Deviation | 0.9138 | |||
| Semi Deviation | 0.5962 | |||
| Downside Deviation | 0.8943 | |||
| Coefficient Of Variation | 398.49 | |||
| Standard Deviation | 1.14 | |||
| Variance | 1.31 | |||
| Information Ratio | 0.1953 | |||
| Jensen Alpha | 0.2136 | |||
| Total Risk Alpha | 0.1968 | |||
| Sortino Ratio | 0.2495 | |||
| Treynor Ratio | 0.2349 | |||
| Maximum Drawdown | 5.17 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 2.36 | |||
| Downside Variance | 0.7998 | |||
| Semi Variance | 0.3555 | |||
| Expected Short fall | (1.22) | |||
| Skewness | 0.295 | |||
| Kurtosis | (0.01) |
Transportation Portfolio Backtested Returns
Transportation Portfolio appears to be very steady, given 3 months investment horizon. Transportation Portfolio owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.25, which indicates the fund had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Transportation Portfolio Transportation, which you can use to evaluate the volatility of the fund. Please review Transportation Portfolio's Risk Adjusted Performance of 0.1956, coefficient of variation of 398.49, and Semi Deviation of 0.5962 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.18, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Transportation Portfolio will likely underperform.
Auto-correlation | 0.32 |
Below average predictability
Transportation Portfolio Transportation has below average predictability. Overlapping area represents the amount of predictability between Transportation Portfolio time series from 21st of November 2025 to 5th of January 2026 and 5th of January 2026 to 19th 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 Transportation Portfolio price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Transportation Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 11.76 |
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 Transportation Mutual Fund
Transportation Portfolio financial ratios help investors to determine whether Transportation 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 Transportation with respect to the benefits of owning Transportation Portfolio security.
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