Kensington Managed Income Fund Market Value
| KAMIX Fund | USD 9.77 0.01 0.10% |
| Symbol | Kensington |
Kensington 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 Kensington 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 Kensington Managed.
| 12/02/2025 |
| 03/02/2026 |
If you would invest 0.00 in Kensington Managed on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding Kensington Managed Income or generate 0.0% return on investment in Kensington Managed over 90 days. Kensington Managed is related to or competes with Spectrum Advisors, Ontrack E, Ontrack E, Spectrum Unconstrained, Quantified Market, Quantified Market, and Quantified Rising. The fund will gain exposure to fixed-income securities primarily by investing in one or more of the following investment... More
Kensington 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 Kensington 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 Kensington Managed Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1671 | |||
| Information Ratio | (0.47) | |||
| Maximum Drawdown | 0.6212 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.2092 |
Kensington Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kensington Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kensington Managed's standard deviation. In reality, there are many statistical measures that can use Kensington Managed historical prices to predict the future Kensington Managed's volatility.| Risk Adjusted Performance | 0.1547 | |||
| Jensen Alpha | 0.0152 | |||
| Total Risk Alpha | 0.0103 | |||
| Sortino Ratio | (0.34) | |||
| Treynor Ratio | 0.2354 |
Kensington Managed March 2, 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 | 0.1547 | |||
| Market Risk Adjusted Performance | 0.2454 | |||
| Mean Deviation | 0.093 | |||
| Downside Deviation | 0.1671 | |||
| Coefficient Of Variation | 368.78 | |||
| Standard Deviation | 0.1217 | |||
| Variance | 0.0148 | |||
| Information Ratio | (0.47) | |||
| Jensen Alpha | 0.0152 | |||
| Total Risk Alpha | 0.0103 | |||
| Sortino Ratio | (0.34) | |||
| Treynor Ratio | 0.2354 | |||
| Maximum Drawdown | 0.6212 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.2092 | |||
| Downside Variance | 0.0279 | |||
| Semi Variance | (0.03) | |||
| Expected Short fall | (0.15) | |||
| Skewness | (0) | |||
| Kurtosis | 0.6916 |
Kensington Managed Income Backtested Returns
At this stage we consider Kensington Mutual Fund to be very steady. Kensington Managed Income has Sharpe Ratio of 0.21, which conveys that the entity had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Kensington Managed, which you can use to evaluate the volatility of the fund. Please verify Kensington Managed's Coefficient Of Variation of 368.78, risk adjusted performance of 0.1547, and Mean Deviation of 0.093 to check out if the risk estimate we provide is consistent with the expected return of 0.0254%. The fund secures a Beta (Market Risk) of 0.0977, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Kensington Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kensington Managed is expected to be smaller as well.
Auto-correlation | 0.81 |
Very good predictability
Kensington Managed Income has very good predictability. Overlapping area represents the amount of predictability between Kensington Managed time series from 2nd of December 2025 to 16th of January 2026 and 16th of January 2026 to 2nd 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 Kensington Managed Income price movement. The serial correlation of 0.81 indicates that around 81.0% of current Kensington Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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Kensington Managed financial ratios help investors to determine whether Kensington 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 Kensington with respect to the benefits of owning Kensington Managed security.
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