Md Sass Short Fund Market Value
| MDSIX Fund | USD 8.97 0.02 0.22% |
| Symbol | MDSIX |
Md Sass '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 Md Sass' 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 Md Sass.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in Md Sass on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Md Sass Short or generate 0.0% return on investment in Md Sass over 90 days. Md Sass is related to or competes with Invesco Technology, State Street, Jpmorgan Smartretirement, Vanguard Intermediate, American Funds, Alger Health, and Guggenheim Large. The fund invests at least 95 percent of its assets in U.S More
Md Sass 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 Md Sass' 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 Md Sass Short upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.126 | |||
| Information Ratio | (0.94) | |||
| Maximum Drawdown | 0.3372 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.2242 |
Md Sass Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Md Sass' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Md Sass' standard deviation. In reality, there are many statistical measures that can use Md Sass historical prices to predict the future Md Sass' volatility.| Risk Adjusted Performance | 0.1107 | |||
| Jensen Alpha | 0.0104 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.78) | |||
| Treynor Ratio | 0.451 |
Md Sass February 27, 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 | 0.1107 | |||
| Market Risk Adjusted Performance | 0.461 | |||
| Mean Deviation | 0.0867 | |||
| Downside Deviation | 0.126 | |||
| Coefficient Of Variation | 439.59 | |||
| Standard Deviation | 0.105 | |||
| Variance | 0.011 | |||
| Information Ratio | (0.94) | |||
| Jensen Alpha | 0.0104 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.78) | |||
| Treynor Ratio | 0.451 | |||
| Maximum Drawdown | 0.3372 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.2242 | |||
| Downside Variance | 0.0159 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.13) | |||
| Skewness | 0.0241 | |||
| Kurtosis | (0.62) |
Md Sass Short Backtested Returns
At this stage we consider MDSIX Mutual Fund to be very steady. Md Sass Short retains Efficiency (Sharpe Ratio) of 0.17, which conveys that the entity had a 0.17 % return per unit of price deviation over the last 3 months. We have found twenty-six technical indicators for Md Sass, which you can use to evaluate the volatility of the fund. Please verify Md Sass' Market Risk Adjusted Performance of 0.461, mean deviation of 0.0867, and Variance of 0.011 to check out if the risk estimate we provide is consistent with the expected return of 0.0187%. The fund owns a Beta (Systematic Risk) of 0.0308, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Md Sass' returns are expected to increase less than the market. However, during the bear market, the loss of holding Md Sass is expected to be smaller as well.
Auto-correlation | 0.87 |
Very good predictability
Md Sass Short has very good predictability. Overlapping area represents the amount of predictability between Md Sass time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th 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 Md Sass Short price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Md Sass price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 MDSIX Mutual Fund
Md Sass financial ratios help investors to determine whether MDSIX 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 MDSIX with respect to the benefits of owning Md Sass security.
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