Ironclad Managed Risk Fund Market Value
| IRONX Fund | USD 12.11 0.12 0.98% |
| Symbol | Ironclad |
Ironclad Managed '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 Ironclad Managed'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 Ironclad Managed.
| 03/10/2024 |
| 03/05/2025 |
If you would invest 0.00 in Ironclad Managed on March 10, 2024 and sell it all today you would earn a total of 0.00 from holding Ironclad Managed Risk or generate 0.0% return on investment in Ironclad Managed over 360 days. Ironclad Managed is related to or competes with Rational Defensive, Small Company, Transamerica Asset, Crafword Dividend, Multimanager Lifestyle, and Vanguard Growth. Under normal circumstances, the funds primary strategy consists of purchasing and selling put and call options on equity... More
Ironclad Managed 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 Ironclad Managed'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 Ironclad Managed Risk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0766 | |||
| Maximum Drawdown | 3.43 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 0.8217 |
Ironclad Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ironclad Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ironclad Managed's standard deviation. In reality, there are many statistical measures that can use Ironclad Managed historical prices to predict the future Ironclad Managed's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | 0.0349 | |||
| Treynor Ratio | 0.3061 |
Ironclad Managed Risk Backtested Returns
Ironclad Managed Risk holds Efficiency (Sharpe) Ratio of -0.0897, which attests that the entity had a -0.0897 % return per unit of risk over the last 3 months. Ironclad Managed Risk exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Ironclad Managed's Risk Adjusted Performance of (0.04), market risk adjusted performance of 0.3161, and Standard Deviation of 0.6434 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of -0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ironclad Managed are expected to decrease at a much lower rate. During the bear market, Ironclad Managed is likely to outperform the market.
Auto-correlation | 0.44 |
Average predictability
Ironclad Managed Risk has average predictability. Overlapping area represents the amount of predictability between Ironclad Managed time series from 10th of March 2024 to 6th of September 2024 and 6th of September 2024 to 5th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ironclad Managed Risk price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Ironclad Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Ironclad Managed Risk lagged returns against current returns
Autocorrelation, which is Ironclad Managed 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 Ironclad Managed's mutual fund expected returns. We can calculate the autocorrelation of Ironclad Managed returns to help us make a trade decision. For example, suppose you find that Ironclad Managed 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 |
Ironclad Managed 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 Ironclad Managed mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ironclad Managed mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ironclad Managed mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ironclad Managed Lagged Returns
When evaluating Ironclad Managed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ironclad Managed mutual fund have on its future price. Ironclad Managed 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, Ironclad Managed autocorrelation shows the relationship between Ironclad Managed mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ironclad Managed Risk.
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 Ironclad Mutual Fund
Ironclad Managed financial ratios help investors to determine whether Ironclad 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 Ironclad with respect to the benefits of owning Ironclad Managed security.
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets |