Infrastructure Fund Institutional Fund Market Value
| IFAIX Fund | USD 24.03 0.15 0.63% |
| Symbol | Infrastructure |
Infrastructure Fund '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 Infrastructure Fund'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 Infrastructure Fund.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Infrastructure Fund on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Infrastructure Fund Institutional or generate 0.0% return on investment in Infrastructure Fund over 30 days. Infrastructure Fund is related to or competes with Spectrum Fund, Spectrum Fund, Quantex Fund, Quantex Fund, Balanced Fund, Balanced Fund, and Total Return. The fund invests primarily in common and preferred stocks, as well as fixed income securities More
Infrastructure Fund 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 Infrastructure Fund'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 Infrastructure Fund Institutional upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2936 | |||
| Information Ratio | (0.42) | |||
| Maximum Drawdown | 1.17 | |||
| Value At Risk | (0.50) | |||
| Potential Upside | 0.4649 |
Infrastructure Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Infrastructure Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Infrastructure Fund's standard deviation. In reality, there are many statistical measures that can use Infrastructure Fund historical prices to predict the future Infrastructure Fund's volatility.| Risk Adjusted Performance | 0.0114 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.40) | |||
| Treynor Ratio | 0.002 |
Infrastructure Fund Backtested Returns
At this stage we consider Infrastructure Mutual Fund to be very steady. Infrastructure Fund holds Efficiency (Sharpe) Ratio of 0.0598, which attests that the entity had a 0.0598% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Infrastructure Fund, which you can use to evaluate the volatility of the entity. Please check out Infrastructure Fund's Market Risk Adjusted Performance of 0.012, risk adjusted performance of 0.0114, and Downside Deviation of 0.2936 to validate if the risk estimate we provide is consistent with the expected return of 0.017%. The fund retains a Market Volatility (i.e., Beta) of 0.25, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Infrastructure Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Infrastructure Fund is expected to be smaller as well.
Auto-correlation | 0.81 |
Very good predictability
Infrastructure Fund Institutional has very good predictability. Overlapping area represents the amount of predictability between Infrastructure Fund time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Infrastructure Fund price movement. The serial correlation of 0.81 indicates that around 81.0% of current Infrastructure Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Infrastructure Fund lagged returns against current returns
Autocorrelation, which is Infrastructure Fund 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 Infrastructure Fund's mutual fund expected returns. We can calculate the autocorrelation of Infrastructure Fund returns to help us make a trade decision. For example, suppose you find that Infrastructure Fund 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 |
Infrastructure Fund 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 Infrastructure Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Infrastructure Fund mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Infrastructure Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Infrastructure Fund Lagged Returns
When evaluating Infrastructure Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Infrastructure Fund mutual fund have on its future price. Infrastructure Fund 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, Infrastructure Fund autocorrelation shows the relationship between Infrastructure Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Infrastructure Fund Institutional.
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 Infrastructure Mutual Fund
Infrastructure Fund financial ratios help investors to determine whether Infrastructure 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 Infrastructure with respect to the benefits of owning Infrastructure Fund security.
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