Abbey Capital Multi Fund Market Value
| MAFIX Fund | USD 11.96 0.07 0.58% |
| Symbol | Abbey |
Abbey Capital '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 Abbey Capital'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 Abbey Capital.
| 11/13/2025 |
| 02/11/2026 |
If you would invest 0.00 in Abbey Capital on November 13, 2025 and sell it all today you would earn a total of 0.00 from holding Abbey Capital Multi or generate 0.0% return on investment in Abbey Capital over 90 days. Abbey Capital is related to or competes with Morningstar Aggressive, Aquila Three, Litman Gregory, Federated Municipal, T Rowe, Metropolitan West, and California High-yield. The adviser allocates the funds assets among a Managed Futures strategy, a Long U.S More
Abbey Capital 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 Abbey Capital'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 Abbey Capital Multi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.06 | |||
| Information Ratio | 0.1264 | |||
| Maximum Drawdown | 13.85 | |||
| Value At Risk | (1.50) | |||
| Potential Upside | 1.6 |
Abbey Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Abbey Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Abbey Capital's standard deviation. In reality, there are many statistical measures that can use Abbey Capital historical prices to predict the future Abbey Capital's volatility.| Risk Adjusted Performance | 0.15 | |||
| Jensen Alpha | 0.2325 | |||
| Total Risk Alpha | 0.1221 | |||
| Sortino Ratio | 0.2029 | |||
| Treynor Ratio | 0.3755 |
Abbey Capital February 11, 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 | 0.15 | |||
| Market Risk Adjusted Performance | 0.3855 | |||
| Mean Deviation | 0.9394 | |||
| Semi Deviation | 0.6967 | |||
| Downside Deviation | 1.06 | |||
| Coefficient Of Variation | 553.46 | |||
| Standard Deviation | 1.71 | |||
| Variance | 2.91 | |||
| Information Ratio | 0.1264 | |||
| Jensen Alpha | 0.2325 | |||
| Total Risk Alpha | 0.1221 | |||
| Sortino Ratio | 0.2029 | |||
| Treynor Ratio | 0.3755 | |||
| Maximum Drawdown | 13.85 | |||
| Value At Risk | (1.50) | |||
| Potential Upside | 1.6 | |||
| Downside Variance | 1.13 | |||
| Semi Variance | 0.4854 | |||
| Expected Short fall | (1.12) | |||
| Skewness | 4.4 | |||
| Kurtosis | 29.24 |
Abbey Capital Multi Backtested Returns
Abbey Capital appears to be not too volatile, given 3 months investment horizon. Abbey Capital Multi secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the fund had a 0.18 % return per unit of standard deviation over the last 3 months. We have found twenty-six technical indicators for Abbey Capital Multi, which you can use to evaluate the volatility of the entity. Please makes use of Abbey Capital's mean deviation of 0.9394, and Risk Adjusted Performance of 0.15 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.79, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Abbey Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Abbey Capital is expected to be smaller as well.
Auto-correlation | 0.67 |
Good predictability
Abbey Capital Multi has good predictability. Overlapping area represents the amount of predictability between Abbey Capital time series from 13th of November 2025 to 28th of December 2025 and 28th of December 2025 to 11th 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 Abbey Capital Multi price movement. The serial correlation of 0.67 indicates that around 67.0% of current Abbey Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
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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 Abbey Mutual Fund
Abbey Capital financial ratios help investors to determine whether Abbey 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 Abbey with respect to the benefits of owning Abbey Capital security.
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