Glg Intl Small Fund Market Value
| GLVIX Fund | USD 80.93 1.10 1.38% |
| Symbol | Glg |
Glg Intl '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 Glg Intl'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 Glg Intl.
| 12/05/2025 |
| 03/05/2026 |
If you would invest 0.00 in Glg Intl on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding Glg Intl Small or generate 0.0% return on investment in Glg Intl over 90 days. Glg Intl is related to or competes with Intal High, Siit High, Franklin High, Needham Aggressive, Ab High, Pace High, and Morningstar Aggressive. The fund invests mainly in common stocks of U.S More
Glg Intl 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 Glg Intl'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 Glg Intl Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.09 | |||
| Information Ratio | 0.0444 | |||
| Maximum Drawdown | 18.41 | |||
| Value At Risk | (1.88) | |||
| Potential Upside | 1.27 |
Glg Intl Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Glg Intl's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Glg Intl's standard deviation. In reality, there are many statistical measures that can use Glg Intl historical prices to predict the future Glg Intl's volatility.| Risk Adjusted Performance | 0.0554 | |||
| Jensen Alpha | 0.1009 | |||
| Total Risk Alpha | 0.032 | |||
| Sortino Ratio | 0.0874 | |||
| Treynor Ratio | 0.1552 |
Glg Intl March 5, 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 | 0.0554 | |||
| Market Risk Adjusted Performance | 0.1652 | |||
| Mean Deviation | 0.9322 | |||
| Semi Deviation | 0.9384 | |||
| Downside Deviation | 1.09 | |||
| Coefficient Of Variation | 1538.74 | |||
| Standard Deviation | 2.14 | |||
| Variance | 4.6 | |||
| Information Ratio | 0.0444 | |||
| Jensen Alpha | 0.1009 | |||
| Total Risk Alpha | 0.032 | |||
| Sortino Ratio | 0.0874 | |||
| Treynor Ratio | 0.1552 | |||
| Maximum Drawdown | 18.41 | |||
| Value At Risk | (1.88) | |||
| Potential Upside | 1.27 | |||
| Downside Variance | 1.19 | |||
| Semi Variance | 0.8805 | |||
| Expected Short fall | (1.07) | |||
| Skewness | 5.96 | |||
| Kurtosis | 43.95 |
Glg Intl Small Backtested Returns
At this stage we consider Glg Mutual Fund to be very steady. Glg Intl Small holds Efficiency (Sharpe) Ratio of 0.0638, which attests that the entity had a 0.0638 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Glg Intl Small, which you can use to evaluate the volatility of the entity. Please check out Glg Intl's Risk Adjusted Performance of 0.0554, downside deviation of 1.09, and Market Risk Adjusted Performance of 0.1652 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. The fund retains a Market Volatility (i.e., Beta) of 0.83, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Glg Intl's returns are expected to increase less than the market. However, during the bear market, the loss of holding Glg Intl is expected to be smaller as well.
Auto-correlation | -0.88 |
Excellent reverse predictability
Glg Intl Small has excellent reverse predictability. Overlapping area represents the amount of predictability between Glg Intl time series from 5th of December 2025 to 19th of January 2026 and 19th of January 2026 to 5th of March 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 Glg Intl Small price movement. The serial correlation of -0.88 indicates that approximately 88.0% of current Glg Intl price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.88 | |
| Spearman Rank Test | -0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 5.62 |
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 Glg Mutual Fund
Glg Intl financial ratios help investors to determine whether Glg 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 Glg with respect to the benefits of owning Glg Intl security.
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