Disciplined Value Series Fund Market Value
| MNDFX Fund | USD 9.43 0.04 0.42% |
| Symbol | Disciplined |
Disciplined Value '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 Disciplined Value'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 Disciplined Value.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Disciplined Value on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding Disciplined Value Series or generate 0.0% return on investment in Disciplined Value over 90 days. Disciplined Value is related to or competes with Disciplined Value, Strategic Equity, Hennessy Cornerstone, Large Company, Clarkston Fund, Lazard Us, and Green Century. The fund invests at least 80 percent of its assets in dividend-paying common stocks More
Disciplined Value 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 Disciplined Value'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 Disciplined Value Series upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6833 | |||
| Information Ratio | 0.234 | |||
| Maximum Drawdown | 8.19 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 1.73 |
Disciplined Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Disciplined Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Disciplined Value's standard deviation. In reality, there are many statistical measures that can use Disciplined Value historical prices to predict the future Disciplined Value's volatility.| Risk Adjusted Performance | 0.2263 | |||
| Jensen Alpha | 0.2784 | |||
| Total Risk Alpha | 0.2464 | |||
| Sortino Ratio | 0.3873 | |||
| Treynor Ratio | 0.4531 |
Disciplined Value February 18, 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 | 0.2263 | |||
| Market Risk Adjusted Performance | 0.4631 | |||
| Mean Deviation | 0.7339 | |||
| Downside Deviation | 0.6833 | |||
| Coefficient Of Variation | 355.93 | |||
| Standard Deviation | 1.13 | |||
| Variance | 1.28 | |||
| Information Ratio | 0.234 | |||
| Jensen Alpha | 0.2784 | |||
| Total Risk Alpha | 0.2464 | |||
| Sortino Ratio | 0.3873 | |||
| Treynor Ratio | 0.4531 | |||
| Maximum Drawdown | 8.19 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 1.73 | |||
| Downside Variance | 0.4669 | |||
| Semi Variance | (0.03) | |||
| Expected Short fall | (1.06) | |||
| Skewness | 2.87 | |||
| Kurtosis | 14.96 |
Disciplined Value Series Backtested Returns
Disciplined Value appears to be not too volatile, given 3 months investment horizon. Disciplined Value Series secures Sharpe Ratio (or Efficiency) of 0.34, which denotes the fund had a 0.34 % return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Disciplined Value Series, which you can use to evaluate the volatility of the entity. Please utilize Disciplined Value's Standard Deviation of 1.13, mean deviation of 0.7339, and Coefficient Of Variation of 355.93 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.68, which means possible diversification benefits within a given portfolio. As returns on the market increase, Disciplined Value's returns are expected to increase less than the market. However, during the bear market, the loss of holding Disciplined Value is expected to be smaller as well.
Auto-correlation | 0.90 |
Excellent predictability
Disciplined Value Series has excellent predictability. Overlapping area represents the amount of predictability between Disciplined Value time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th 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 Disciplined Value Series price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Disciplined Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.92 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
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 Disciplined Mutual Fund
Disciplined Value financial ratios help investors to determine whether Disciplined 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 Disciplined with respect to the benefits of owning Disciplined Value security.
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