Vy T Rowe Fund Market Value
| ITCTX Fund | USD 25.93 0.04 0.15% |
| Symbol | Vy(r) |
Vy(r) T '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 Vy(r) T'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 Vy(r) T.
| 12/03/2025 |
| 03/03/2026 |
If you would invest 0.00 in Vy(r) T on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Vy T Rowe or generate 0.0% return on investment in Vy(r) T over 90 days. Vy(r) T is related to or competes with Transamerica Intermediate, Gamco Global, T Rowe, Nuveen Ohio, The Hartford, and Morningstar Municipal. Under normal market conditions, the Portfolio pursues an active asset allocation strategy whereby investments are alloca... More
Vy(r) T 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 Vy(r) T'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 Vy T Rowe upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 1.9 | |||
| Value At Risk | (0.84) | |||
| Potential Upside | 0.6538 |
Vy(r) T Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vy(r) T's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vy(r) T's standard deviation. In reality, there are many statistical measures that can use Vy(r) T historical prices to predict the future Vy(r) T's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (0.03) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vy(r) T'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.
Vy(r) T March 3, 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 | (0.01) | |||
| Market Risk Adjusted Performance | (0.02) | |||
| Mean Deviation | 0.3104 | |||
| Coefficient Of Variation | (12,857) | |||
| Standard Deviation | 0.4157 | |||
| Variance | 0.1728 | |||
| Information Ratio | (0.20) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (0.03) | |||
| Maximum Drawdown | 1.9 | |||
| Value At Risk | (0.84) | |||
| Potential Upside | 0.6538 | |||
| Skewness | (0.42) | |||
| Kurtosis | 0.6933 |
Vy T Rowe Backtested Returns
Vy T Rowe retains Efficiency (Sharpe Ratio) of -0.0243, which indicates the fund had a -0.0243 % return per unit of price deviation over the last 3 months. Vy(r) T exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vy(r) T's Mean Deviation of 0.3104, standard deviation of 0.4157, and Risk Adjusted Performance of (0.01) to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.41, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vy(r) T's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vy(r) T is expected to be smaller as well.
Auto-correlation | -0.21 |
Weak reverse predictability
Vy T Rowe has weak reverse predictability. Overlapping area represents the amount of predictability between Vy(r) T time series from 3rd of December 2025 to 17th of January 2026 and 17th of January 2026 to 3rd of March 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 Vy T Rowe price movement. The serial correlation of -0.21 indicates that over 21.0% of current Vy(r) T price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
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 Vy(r) Mutual Fund
Vy(r) T financial ratios help investors to determine whether Vy(r) 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 Vy(r) with respect to the benefits of owning Vy(r) T security.
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