Guardian I3 Global Fund Market Value
| GIDY Fund | 20.39 0.09 0.44% |
| Symbol | Guardian |
Guardian '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 Guardian'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 Guardian.
| 10/17/2025 |
| 01/15/2026 |
If you would invest 0.00 in Guardian on October 17, 2025 and sell it all today you would earn a total of 0.00 from holding Guardian i3 Global or generate 0.0% return on investment in Guardian over 90 days.
Guardian 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 Guardian'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 Guardian i3 Global upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6476 | |||
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 2.37 | |||
| Value At Risk | (0.45) | |||
| Potential Upside | 0.6516 |
Guardian Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guardian's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guardian's standard deviation. In reality, there are many statistical measures that can use Guardian historical prices to predict the future Guardian's volatility.| Risk Adjusted Performance | 0.0135 | |||
| Jensen Alpha | 0.0026 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.17) | |||
| Treynor Ratio | (0.92) |
Guardian i3 Global Backtested Returns
As of now, Guardian Fund is very steady. Guardian i3 Global holds Efficiency (Sharpe) Ratio of 0.0109, which attests that the entity had a 0.0109 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Guardian i3 Global, which you can use to evaluate the volatility of the entity. Please check out Guardian's risk adjusted performance of 0.0135, and Market Risk Adjusted Performance of (0.91) to validate if the risk estimate we provide is consistent with the expected return of 0.0051%. The fund retains a Market Volatility (i.e., Beta) of -0.0025, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Guardian are expected to decrease at a much lower rate. During the bear market, Guardian is likely to outperform the market.
Auto-correlation | 0.57 |
Modest predictability
Guardian i3 Global has modest predictability. Overlapping area represents the amount of predictability between Guardian time series from 17th of October 2025 to 1st of December 2025 and 1st of December 2025 to 15th of January 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 Guardian i3 Global price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Guardian price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Guardian i3 Global lagged returns against current returns
Autocorrelation, which is Guardian 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 Guardian's fund expected returns. We can calculate the autocorrelation of Guardian returns to help us make a trade decision. For example, suppose you find that Guardian has exhibited high autocorrelation historically, and you observe that the 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 |
Guardian 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 Guardian fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guardian fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guardian fund over time.
Current vs Lagged Prices |
| Timeline |
Guardian Lagged Returns
When evaluating Guardian's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guardian fund have on its future price. Guardian 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, Guardian autocorrelation shows the relationship between Guardian fund current value and its past values and can show if there is a momentum factor associated with investing in Guardian i3 Global.
Regressed Prices |
| Timeline |
Pair Trading with Guardian
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Guardian position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Guardian will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Guardian could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Guardian when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Guardian - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Guardian i3 Global to buy it.
The correlation of Guardian is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Guardian moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Guardian i3 Global moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Guardian can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
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