Holbrook Income Fund Market Value
| HOBAX Fund | USD 9.79 0.01 0.10% |
| Symbol | Holbrook |
Holbrook Income '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 Holbrook Income'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 Holbrook Income.
| 11/14/2025 |
| 02/12/2026 |
If you would invest 0.00 in Holbrook Income on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding Holbrook Income or generate 0.0% return on investment in Holbrook Income over 90 days. Holbrook Income is related to or competes with Tax-managed, Jhancock Disciplined, Dana Large, Guidemark Large, Aqr Large, and Fidelity Series. The fund normally invests at least 80 percent of its net assets in a diversified portfolio of fixed income instruments More
Holbrook Income 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 Holbrook Income'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 Holbrook Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1867 | |||
| Information Ratio | (0.50) | |||
| Maximum Drawdown | 1.04 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1038 |
Holbrook Income Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Holbrook Income's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Holbrook Income's standard deviation. In reality, there are many statistical measures that can use Holbrook Income historical prices to predict the future Holbrook Income's volatility.| Risk Adjusted Performance | 0.0598 | |||
| Jensen Alpha | 0.0084 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.44) | |||
| Treynor Ratio | 0.4925 |
Holbrook Income February 12, 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 | 0.0598 | |||
| Market Risk Adjusted Performance | 0.5025 | |||
| Mean Deviation | 0.0821 | |||
| Downside Deviation | 0.1867 | |||
| Coefficient Of Variation | 811.65 | |||
| Standard Deviation | 0.1655 | |||
| Variance | 0.0274 | |||
| Information Ratio | (0.50) | |||
| Jensen Alpha | 0.0084 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.44) | |||
| Treynor Ratio | 0.4925 | |||
| Maximum Drawdown | 1.04 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1038 | |||
| Downside Variance | 0.0349 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.21) | |||
| Skewness | 2.71 | |||
| Kurtosis | 16.31 |
Holbrook Income Backtested Returns
At this stage we consider Holbrook Mutual Fund to be very steady. Holbrook Income holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Holbrook Income, which you can use to evaluate the volatility of the entity. Please check out Holbrook Income's Market Risk Adjusted Performance of 0.5025, coefficient of variation of 811.65, and Risk Adjusted Performance of 0.0598 to validate if the risk estimate we provide is consistent with the expected return of 0.0238%. The fund retains a Market Volatility (i.e., Beta) of 0.0211, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Holbrook Income's returns are expected to increase less than the market. However, during the bear market, the loss of holding Holbrook Income is expected to be smaller as well.
Auto-correlation | -0.37 |
Poor reverse predictability
Holbrook Income has poor reverse predictability. Overlapping area represents the amount of predictability between Holbrook Income time series from 14th of November 2025 to 29th of December 2025 and 29th of December 2025 to 12th of February 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 Holbrook Income price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Holbrook Income price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 Holbrook Mutual Fund
Holbrook Income financial ratios help investors to determine whether Holbrook 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 Holbrook with respect to the benefits of owning Holbrook Income security.
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