Johcm International Opportunities Fund Market Value
| JOPSX Fund | USD 15.16 0.13 0.86% |
| Symbol | Johcm |
Johcm International '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 Johcm International'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 Johcm International.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Johcm International on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Johcm International Opportunities or generate 0.0% return on investment in Johcm International over 90 days. Johcm International is related to or competes with Aig Government. The fund invests primarily in equity securities of companies headquartered outside the United States, including those in... More
Johcm International 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 Johcm International'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 Johcm International Opportunities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7908 | |||
| Information Ratio | 0.0777 | |||
| Maximum Drawdown | 3.01 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 1.13 |
Johcm International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Johcm International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Johcm International's standard deviation. In reality, there are many statistical measures that can use Johcm International historical prices to predict the future Johcm International's volatility.| Risk Adjusted Performance | 0.1381 | |||
| Jensen Alpha | 0.0825 | |||
| Total Risk Alpha | 0.0574 | |||
| Sortino Ratio | 0.0691 | |||
| Treynor Ratio | 0.2075 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Johcm International'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.
Johcm International January 23, 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 | 0.1381 | |||
| Market Risk Adjusted Performance | 0.2175 | |||
| Mean Deviation | 0.546 | |||
| Semi Deviation | 0.5012 | |||
| Downside Deviation | 0.7908 | |||
| Coefficient Of Variation | 528.59 | |||
| Standard Deviation | 0.7031 | |||
| Variance | 0.4943 | |||
| Information Ratio | 0.0777 | |||
| Jensen Alpha | 0.0825 | |||
| Total Risk Alpha | 0.0574 | |||
| Sortino Ratio | 0.0691 | |||
| Treynor Ratio | 0.2075 | |||
| Maximum Drawdown | 3.01 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 1.13 | |||
| Downside Variance | 0.6253 | |||
| Semi Variance | 0.2512 | |||
| Expected Short fall | (0.60) | |||
| Skewness | (0.03) | |||
| Kurtosis | (0.28) |
Johcm International Backtested Returns
At this stage we consider Johcm Mutual Fund to be very steady. Johcm International holds Efficiency (Sharpe) Ratio of 0.19, which attests that the entity had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Johcm International, which you can use to evaluate the volatility of the entity. Please check out Johcm International's Market Risk Adjusted Performance of 0.2175, risk adjusted performance of 0.1381, and Downside Deviation of 0.7908 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. The fund retains a Market Volatility (i.e., Beta) of 0.59, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Johcm International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Johcm International is expected to be smaller as well.
Auto-correlation | -0.01 |
Very weak reverse predictability
Johcm International Opportunities has very weak reverse predictability. Overlapping area represents the amount of predictability between Johcm International time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd of January 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 Johcm International price movement. The serial correlation of -0.01 indicates that just 1.0% of current Johcm International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
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 Johcm Mutual Fund
Johcm International financial ratios help investors to determine whether Johcm 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 Johcm with respect to the benefits of owning Johcm International security.
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