Modern Capital Tactical Fund Market Value
| MCTDX Fund | USD 9.46 0.04 0.42% |
| Symbol | Modern |
Modern 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 Modern 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 Modern Capital.
| 12/03/2025 |
| 03/03/2026 |
If you would invest 0.00 in Modern Capital on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Modern Capital Tactical or generate 0.0% return on investment in Modern Capital over 90 days. Modern Capital is related to or competes with Aam Select, Iaadx, Volumetric Fund, Qs Us, and Ab Value. The adviser seeks to achieve the investment objective of the fund by tactically investing long primarily in publicly tra... More
Modern 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 Modern 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 Modern Capital Tactical upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5967 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 2.03 | |||
| Value At Risk | (0.92) | |||
| Potential Upside | 0.7769 |
Modern Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Modern Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Modern Capital's standard deviation. In reality, there are many statistical measures that can use Modern Capital historical prices to predict the future Modern Capital's volatility.| Risk Adjusted Performance | 0.1019 | |||
| Jensen Alpha | 0.0661 | |||
| Total Risk Alpha | 0.0134 | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.56) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Modern Capital'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.
Modern Capital March 3, 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 | 0.1019 | |||
| Market Risk Adjusted Performance | (0.55) | |||
| Mean Deviation | 0.3636 | |||
| Semi Deviation | 0.4322 | |||
| Downside Deviation | 0.5967 | |||
| Coefficient Of Variation | 710.57 | |||
| Standard Deviation | 0.4876 | |||
| Variance | 0.2377 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.0661 | |||
| Total Risk Alpha | 0.0134 | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.56) | |||
| Maximum Drawdown | 2.03 | |||
| Value At Risk | (0.92) | |||
| Potential Upside | 0.7769 | |||
| Downside Variance | 0.356 | |||
| Semi Variance | 0.1868 | |||
| Expected Short fall | (0.40) | |||
| Skewness | (0.64) | |||
| Kurtosis | 0.9026 |
Modern Capital Tactical Backtested Returns
At this stage we consider Modern Mutual Fund to be very steady. Modern Capital Tactical has Sharpe Ratio of 0.0701, which conveys that the entity had a 0.0701 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Modern Capital, which you can use to evaluate the volatility of the fund. Please verify Modern Capital's Downside Deviation of 0.5967, mean deviation of 0.3636, and Risk Adjusted Performance of 0.1019 to check out if the risk estimate we provide is consistent with the expected return of 0.0312%. The fund secures a Beta (Market Risk) of -0.1, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Modern Capital are expected to decrease at a much lower rate. During the bear market, Modern Capital is likely to outperform the market.
Auto-correlation | -0.49 |
Modest reverse predictability
Modern Capital Tactical has modest reverse predictability. Overlapping area represents the amount of predictability between Modern Capital time series from 3rd of December 2025 to 17th of January 2026 and 17th of January 2026 to 3rd 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 Modern Capital Tactical price movement. The serial correlation of -0.49 indicates that about 49.0% of current Modern Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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 Modern Mutual Fund
Modern Capital financial ratios help investors to determine whether Modern 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 Modern with respect to the benefits of owning Modern Capital security.
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