Holbrook Structured Income Fund Market Value
| HOSIX Fund | USD 9.77 0.00 0.00% |
| Symbol | Holbrook |
Holbrook Structured '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 Structured'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 Structured.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Holbrook Structured on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding Holbrook Structured Income or generate 0.0% return on investment in Holbrook Structured over 90 days. Holbrook Structured is related to or competes with Holbrook Income, Holbrook Income, Holbrook Income, and Holbrook Structured. The Advisor expects, under normal conditions, to be primarily invested in commercial and residential mortgage-backed sec... More
Holbrook Structured 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 Structured'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 Structured Income upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 0.7233 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1035 |
Holbrook Structured Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Holbrook Structured's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Holbrook Structured's standard deviation. In reality, there are many statistical measures that can use Holbrook Structured historical prices to predict the future Holbrook Structured's volatility.| Risk Adjusted Performance | 0.0982 | |||
| Jensen Alpha | 0.0132 | |||
| Total Risk Alpha | 0.0079 | |||
| Treynor Ratio | 1.44 |
Holbrook Structured February 18, 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 | 0.0982 | |||
| Market Risk Adjusted Performance | 1.45 | |||
| Mean Deviation | 0.0552 | |||
| Coefficient Of Variation | 515.91 | |||
| Standard Deviation | 0.1213 | |||
| Variance | 0.0147 | |||
| Information Ratio | (0.19) | |||
| Jensen Alpha | 0.0132 | |||
| Total Risk Alpha | 0.0079 | |||
| Treynor Ratio | 1.44 | |||
| Maximum Drawdown | 0.7233 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1035 | |||
| Skewness | 3.96 | |||
| Kurtosis | 16.06 |
Holbrook Structured Backtested Returns
At this stage we consider Holbrook Mutual Fund to be very steady. Holbrook Structured holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for Holbrook Structured, which you can use to evaluate the volatility of the entity. Please check out Holbrook Structured's Risk Adjusted Performance of 0.0982, market risk adjusted performance of 1.45, and Standard Deviation of 0.1213 to validate if the risk estimate we provide is consistent with the expected return of 0.0263%. The fund retains a Market Volatility (i.e., Beta) of 0.0094, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Holbrook Structured's returns are expected to increase less than the market. However, during the bear market, the loss of holding Holbrook Structured is expected to be smaller as well.
Auto-correlation | 0.47 |
Average predictability
Holbrook Structured Income has average predictability. Overlapping area represents the amount of predictability between Holbrook Structured time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th 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 Structured price movement. The serial correlation of 0.47 indicates that about 47.0% of current Holbrook Structured price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.36 | |
| 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 Structured 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 Structured security.
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