Rm Greyhawk Fund Market Value
| HAWKX Fund | 25.06 0.00 0.00% |
| Symbol | HAWKX |
Rm Greyhawk '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 Rm Greyhawk'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 Rm Greyhawk.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in Rm Greyhawk on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding Rm Greyhawk Fund or generate 0.0% return on investment in Rm Greyhawk over 720 days. Rm Greyhawk is related to or competes with Janus Forty, Blackrock, Franklin Mutual, Vanguard Federal, Goldman Sachs, and Rbc Ultra-short. The Adviser seeks to achieve the funds investment objective by investing opportunistically in assets that include, but are not limited to fixed-income securities of domestic, foreign, and emerging markets, corporate and government issuers, including high yield securities equities of both domestic and foreign companies of various sizes swap contracts on individual stocks, stock mutual funds and ETFs and money market instruments, including cash and cash equivalents. More
Rm Greyhawk 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 Rm Greyhawk'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 Rm Greyhawk Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.53 | |||
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 10.88 | |||
| Value At Risk | (0.08) | |||
| Potential Upside | 0.1606 |
Rm Greyhawk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rm Greyhawk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rm Greyhawk's standard deviation. In reality, there are many statistical measures that can use Rm Greyhawk historical prices to predict the future Rm Greyhawk's volatility.| Risk Adjusted Performance | 0.0207 | |||
| Jensen Alpha | 0.0487 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | (0.05) |
Rm Greyhawk Fund Backtested Returns
At this stage we consider HAWKX Mutual Fund to be very steady. Rm Greyhawk Fund retains Efficiency (Sharpe Ratio) of 0.0196, which implies the entity had a 0.0196% return per unit of price deviation over the last 3 months. We have found twenty-five technical indicators for Rm Greyhawk, which you can use to evaluate the volatility of the fund. Please check Rm Greyhawk's standard deviation of 0.9566, and Market Risk Adjusted Performance of (0.04) to confirm if the risk estimate we provide is consistent with the expected return of 0.0191%. The fund owns a Beta (Systematic Risk) of -0.29, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Rm Greyhawk are expected to decrease at a much lower rate. During the bear market, Rm Greyhawk is likely to outperform the market.
Auto-correlation | 0.89 |
Very good predictability
Rm Greyhawk Fund has very good predictability. Overlapping area represents the amount of predictability between Rm Greyhawk time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 to 25th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Rm Greyhawk Fund price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Rm Greyhawk price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.95 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Rm Greyhawk Fund lagged returns against current returns
Autocorrelation, which is Rm Greyhawk mutual 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 Rm Greyhawk's mutual fund expected returns. We can calculate the autocorrelation of Rm Greyhawk returns to help us make a trade decision. For example, suppose you find that Rm Greyhawk has exhibited high autocorrelation historically, and you observe that the mutual 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 |
Rm Greyhawk 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 Rm Greyhawk mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rm Greyhawk mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rm Greyhawk mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Rm Greyhawk Lagged Returns
When evaluating Rm Greyhawk's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rm Greyhawk mutual fund have on its future price. Rm Greyhawk 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, Rm Greyhawk autocorrelation shows the relationship between Rm Greyhawk mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Rm Greyhawk Fund.
Regressed Prices |
| Timeline |
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 HAWKX Mutual Fund
Rm Greyhawk financial ratios help investors to determine whether HAWKX 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 HAWKX with respect to the benefits of owning Rm Greyhawk security.
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