Lifex Inflation Protected Income Fund Market Value
| LIAMX Fund | 19.93 0.00 0.00% |
| Symbol | Lifex |
Lifex Inflation-protec '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 Lifex Inflation-protec'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 Lifex Inflation-protec.
| 05/08/2023 |
| 11/28/2024 |
If you would invest 0.00 in Lifex Inflation-protec on May 8, 2023 and sell it all today you would earn a total of 0.00 from holding Lifex Inflation Protected Income or generate 0.0% return on investment in Lifex Inflation-protec over 570 days. Lifex Inflation-protec is related to or competes with John Hancock, Us Government, Virtus Seix, Us Government, Blackrock, Us Government, and Federated Government. The fund will invest at least 80 percent of its net assets, plus the amount of any borrowings for investment purposes, i... More
Lifex Inflation-protec 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 Lifex Inflation-protec'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 Lifex Inflation Protected Income upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.84) | |||
| Maximum Drawdown | 0.5616 | |||
| Value At Risk | (0.05) | |||
| Potential Upside | 0.3058 |
Lifex Inflation-protec Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lifex Inflation-protec's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lifex Inflation-protec's standard deviation. In reality, there are many statistical measures that can use Lifex Inflation-protec historical prices to predict the future Lifex Inflation-protec's volatility.| Risk Adjusted Performance | 0.0537 | |||
| Jensen Alpha | 0.0059 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | 0.5118 |
Lifex Inflation-protec Backtested Returns
At this stage we consider Lifex Mutual Fund to be very steady. Lifex Inflation-protec has Sharpe Ratio of 0.3, which conveys that the entity had a 0.3% return per unit of risk over the last 3 months. We have found nineteen technical indicators for Lifex Inflation-protec, which you can use to evaluate the volatility of the fund. Please verify Lifex Inflation-protec's Risk Adjusted Performance of 0.0537, standard deviation of 0.1344, and Mean Deviation of 0.0609 to check out if the risk estimate we provide is consistent with the expected return of 0.0328%. The fund secures a Beta (Market Risk) of 0.015, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lifex Inflation-protec's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lifex Inflation-protec is expected to be smaller as well.
Auto-correlation | 0.51 |
Modest predictability
Lifex Inflation Protected Income has modest predictability. Overlapping area represents the amount of predictability between Lifex Inflation-protec time series from 8th of May 2023 to 17th of February 2024 and 17th of February 2024 to 28th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Lifex Inflation-protec price movement. The serial correlation of 0.51 indicates that about 51.0% of current Lifex Inflation-protec price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Lifex Inflation-protec lagged returns against current returns
Autocorrelation, which is Lifex Inflation-protec 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 Lifex Inflation-protec's mutual fund expected returns. We can calculate the autocorrelation of Lifex Inflation-protec returns to help us make a trade decision. For example, suppose you find that Lifex Inflation-protec 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 |
Lifex Inflation-protec 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 Lifex Inflation-protec mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lifex Inflation-protec mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lifex Inflation-protec mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Lifex Inflation-protec Lagged Returns
When evaluating Lifex Inflation-protec's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lifex Inflation-protec mutual fund have on its future price. Lifex Inflation-protec 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, Lifex Inflation-protec autocorrelation shows the relationship between Lifex Inflation-protec mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Lifex Inflation Protected Income.
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 Lifex Mutual Fund
Lifex Inflation-protec financial ratios help investors to determine whether Lifex 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 Lifex with respect to the benefits of owning Lifex Inflation-protec security.
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