Gotham Index Plus Fund Market Value
| GNNDX Fund | USD 32.34 0.18 0.55% |
| Symbol | GOTHAM |
Gotham Index '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 Gotham Index'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 Gotham Index.
| 12/01/2025 |
| 03/01/2026 |
If you would invest 0.00 in Gotham Index on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding Gotham Index Plus or generate 0.0% return on investment in Gotham Index over 90 days. Gotham Index is related to or competes with Simt Sp, Simt Sp, Lazard Us, Pfg American, Artisan Small, Goldman Sachs, and Lyrical Value. The fund invests in long and short positions of equity and equity-related securities More
Gotham Index 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 Gotham Index'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 Gotham Index Plus upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9001 | |||
| Information Ratio | 0.0462 | |||
| Maximum Drawdown | 4.61 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.15 |
Gotham Index Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gotham Index's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gotham Index's standard deviation. In reality, there are many statistical measures that can use Gotham Index historical prices to predict the future Gotham Index's volatility.| Risk Adjusted Performance | 0.1198 | |||
| Jensen Alpha | 0.0532 | |||
| Total Risk Alpha | 0.0321 | |||
| Sortino Ratio | 0.0422 | |||
| Treynor Ratio | 0.1457 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gotham Index'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.
Gotham Index March 1, 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 | 0.1198 | |||
| Market Risk Adjusted Performance | 0.1557 | |||
| Mean Deviation | 0.6197 | |||
| Semi Deviation | 0.7188 | |||
| Downside Deviation | 0.9001 | |||
| Coefficient Of Variation | 642.82 | |||
| Standard Deviation | 0.8218 | |||
| Variance | 0.6754 | |||
| Information Ratio | 0.0462 | |||
| Jensen Alpha | 0.0532 | |||
| Total Risk Alpha | 0.0321 | |||
| Sortino Ratio | 0.0422 | |||
| Treynor Ratio | 0.1457 | |||
| Maximum Drawdown | 4.61 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.15 | |||
| Downside Variance | 0.8101 | |||
| Semi Variance | 0.5167 | |||
| Expected Short fall | (0.65) | |||
| Skewness | (0.39) | |||
| Kurtosis | 1.13 |
Gotham Index Plus Backtested Returns
At this stage we consider GOTHAM Mutual Fund to be very steady. Gotham Index Plus holds Efficiency (Sharpe) Ratio of 0.0954, which attests that the entity had a 0.0954 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Gotham Index Plus, which you can use to evaluate the volatility of the entity. Please check out Gotham Index's Market Risk Adjusted Performance of 0.1557, risk adjusted performance of 0.1198, and Downside Deviation of 0.9001 to validate if the risk estimate we provide is consistent with the expected return of 0.0772%. The fund retains a Market Volatility (i.e., Beta) of 0.81, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Gotham Index's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gotham Index is expected to be smaller as well.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Gotham Index Plus has insignificant reverse predictability. Overlapping area represents the amount of predictability between Gotham Index time series from 1st of December 2025 to 15th of January 2026 and 15th of January 2026 to 1st 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 Gotham Index Plus price movement. The serial correlation of -0.19 indicates that over 19.0% of current Gotham Index price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
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 GOTHAM Mutual Fund
Gotham Index financial ratios help investors to determine whether GOTHAM 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 GOTHAM with respect to the benefits of owning Gotham Index security.
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