Henderson Strategic Income Fund Market Value
| HFACX Fund | USD 7.88 0.01 0.13% |
| Symbol | Henderson |
Henderson Strategic '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 Henderson Strategic'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 Henderson Strategic.
| 10/16/2025 |
| 01/14/2026 |
If you would invest 0.00 in Henderson Strategic on October 16, 2025 and sell it all today you would earn a total of 0.00 from holding Henderson Strategic Income or generate 0.0% return on investment in Henderson Strategic over 90 days. Henderson Strategic is related to or competes with American Beacon, Lord Abbett, Fidelity California, Fidelity Sustainability, Marsico 21st, Intech Us, and Intech Us. The fund pursues its investment objective by investing, under normal circumstances, at least 80 percent of its net asset... More
Henderson Strategic 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 Henderson Strategic'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 Henderson Strategic Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1701 | |||
| Information Ratio | (1.08) | |||
| Maximum Drawdown | 0.3838 | |||
| Value At Risk | (0.13) | |||
| Potential Upside | 0.128 |
Henderson Strategic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Henderson Strategic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Henderson Strategic's standard deviation. In reality, there are many statistical measures that can use Henderson Strategic historical prices to predict the future Henderson Strategic's volatility.| Risk Adjusted Performance | 0.0655 | |||
| Jensen Alpha | 0.0079 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.60) | |||
| Treynor Ratio | (1.96) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Henderson Strategic'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.
Henderson Strategic Backtested Returns
At this stage we consider Henderson Mutual Fund to be very steady. Henderson Strategic holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Henderson Strategic, which you can use to evaluate the volatility of the entity. Please check out Henderson Strategic's Risk Adjusted Performance of 0.0655, market risk adjusted performance of (1.95), and Coefficient Of Variation of 542.83 to validate if the risk estimate we provide is consistent with the expected return of 0.0126%. The fund retains a Market Volatility (i.e., Beta) of -0.0038, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Henderson Strategic are expected to decrease at a much lower rate. During the bear market, Henderson Strategic is likely to outperform the market.
Auto-correlation | -0.21 |
Weak reverse predictability
Henderson Strategic Income has weak reverse predictability. Overlapping area represents the amount of predictability between Henderson Strategic time series from 16th of October 2025 to 30th of November 2025 and 30th of November 2025 to 14th 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 Henderson Strategic price movement. The serial correlation of -0.21 indicates that over 21.0% of current Henderson Strategic price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Henderson Strategic lagged returns against current returns
Autocorrelation, which is Henderson Strategic 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 Henderson Strategic's mutual fund expected returns. We can calculate the autocorrelation of Henderson Strategic returns to help us make a trade decision. For example, suppose you find that Henderson Strategic 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 |
Henderson Strategic 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 Henderson Strategic mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Henderson Strategic mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Henderson Strategic mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Henderson Strategic Lagged Returns
When evaluating Henderson Strategic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Henderson Strategic mutual fund have on its future price. Henderson Strategic 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, Henderson Strategic autocorrelation shows the relationship between Henderson Strategic mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Henderson Strategic Income.
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 Henderson Mutual Fund
Henderson Strategic financial ratios help investors to determine whether Henderson 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 Henderson with respect to the benefits of owning Henderson Strategic security.
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated |