Kinetics Global Fund Market Value
| KGLAX Fund | 18.06 0.10 0.56% |
| Symbol | Kinetics |
Kinetics Global '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 Kinetics Global'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 Kinetics Global.
| 11/30/2025 |
| 02/28/2026 |
If you would invest 0.00 in Kinetics Global on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Kinetics Global Fund or generate 0.0% return on investment in Kinetics Global over 90 days. Kinetics Global is related to or competes with Kinetics Paradigm, Kinetics Internet, Kinetics Global, Kinetics Internet, Kinetics Multi-disciplina, Kinetics Market, and Kinetics Market. The fund is a diversified fund that invests all of its investable assets in the Global Portfolio, a series of Kinetics P... More
Kinetics Global 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 Kinetics Global'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 Kinetics Global Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.42 | |||
| Information Ratio | 0.1281 | |||
| Maximum Drawdown | 5.43 | |||
| Value At Risk | (2.08) | |||
| Potential Upside | 1.99 |
Kinetics Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kinetics Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kinetics Global's standard deviation. In reality, there are many statistical measures that can use Kinetics Global historical prices to predict the future Kinetics Global's volatility.| Risk Adjusted Performance | 0.1553 | |||
| Jensen Alpha | 0.2639 | |||
| Total Risk Alpha | 0.1107 | |||
| Sortino Ratio | 0.1169 | |||
| Treynor Ratio | (1.09) |
Kinetics Global February 28, 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 | 0.1553 | |||
| Market Risk Adjusted Performance | (1.08) | |||
| Mean Deviation | 0.9955 | |||
| Semi Deviation | 1.13 | |||
| Downside Deviation | 1.42 | |||
| Coefficient Of Variation | 506.24 | |||
| Standard Deviation | 1.3 | |||
| Variance | 1.68 | |||
| Information Ratio | 0.1281 | |||
| Jensen Alpha | 0.2639 | |||
| Total Risk Alpha | 0.1107 | |||
| Sortino Ratio | 0.1169 | |||
| Treynor Ratio | (1.09) | |||
| Maximum Drawdown | 5.43 | |||
| Value At Risk | (2.08) | |||
| Potential Upside | 1.99 | |||
| Downside Variance | 2.02 | |||
| Semi Variance | 1.27 | |||
| Expected Short fall | (1.04) | |||
| Skewness | (0.20) | |||
| Kurtosis | 0.6191 |
Kinetics Global Backtested Returns
Kinetics Global appears to be very steady, given 3 months investment horizon. Kinetics Global has Sharpe Ratio of 0.2, which conveys that the entity had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Kinetics Global, which you can use to evaluate the volatility of the fund. Please exercise Kinetics Global's Mean Deviation of 0.9955, risk adjusted performance of 0.1553, and Downside Deviation of 1.42 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of -0.23, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Kinetics Global are expected to decrease at a much lower rate. During the bear market, Kinetics Global is likely to outperform the market.
Auto-correlation | 0.67 |
Good predictability
Kinetics Global Fund has good predictability. Overlapping area represents the amount of predictability between Kinetics Global time series from 30th of November 2025 to 14th of January 2026 and 14th of January 2026 to 28th of February 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 Kinetics Global price movement. The serial correlation of 0.67 indicates that around 67.0% of current Kinetics Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
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 Kinetics Mutual Fund
Kinetics Global financial ratios help investors to determine whether Kinetics 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 Kinetics with respect to the benefits of owning Kinetics Global security.
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