Mondrian International Value Fund Market Value
| MPIEX Fund | USD 18.58 0.15 0.81% |
| Symbol | Mondrian |
Mondrian International '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 Mondrian International'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 Mondrian International.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in Mondrian International on November 12, 2025 and sell it all today you would earn a total of 0.00 from holding Mondrian International Value or generate 0.0% return on investment in Mondrian International over 90 days. Mondrian International is related to or competes with Touchstone Sustainability, T Rowe, Vanguard Explorer, Precious Metals, Aberdeen Total, Prudential Balanced, and Amg River. The fund invests at least 80 percent of its net assets, plus any borrowings for investment purposes, in equity securitie... More
Mondrian International 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 Mondrian International'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 Mondrian International Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6752 | |||
| Information Ratio | 0.1803 | |||
| Maximum Drawdown | 4.68 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 1.33 |
Mondrian International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mondrian International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mondrian International's standard deviation. In reality, there are many statistical measures that can use Mondrian International historical prices to predict the future Mondrian International's volatility.| Risk Adjusted Performance | 0.2416 | |||
| Jensen Alpha | 0.1826 | |||
| Total Risk Alpha | 0.1455 | |||
| Sortino Ratio | 0.2176 | |||
| Treynor Ratio | 0.3947 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mondrian International'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.
Mondrian International February 10, 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 | 0.2416 | |||
| Market Risk Adjusted Performance | 0.4047 | |||
| Mean Deviation | 0.6257 | |||
| Semi Deviation | 0.2444 | |||
| Downside Deviation | 0.6752 | |||
| Coefficient Of Variation | 332.25 | |||
| Standard Deviation | 0.8149 | |||
| Variance | 0.6641 | |||
| Information Ratio | 0.1803 | |||
| Jensen Alpha | 0.1826 | |||
| Total Risk Alpha | 0.1455 | |||
| Sortino Ratio | 0.2176 | |||
| Treynor Ratio | 0.3947 | |||
| Maximum Drawdown | 4.68 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 1.33 | |||
| Downside Variance | 0.4559 | |||
| Semi Variance | 0.0597 | |||
| Expected Short fall | (0.75) | |||
| Skewness | 0.7152 | |||
| Kurtosis | 2.02 |
Mondrian International Backtested Returns
At this stage we consider Mondrian Mutual Fund to be very steady. Mondrian International has Sharpe Ratio of 0.23, which conveys that the entity had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Mondrian International, which you can use to evaluate the volatility of the fund. Please verify Mondrian International's Downside Deviation of 0.6752, mean deviation of 0.6257, and Risk Adjusted Performance of 0.2416 to check out if the risk estimate we provide is consistent with the expected return of 0.19%. The fund secures a Beta (Market Risk) of 0.6, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mondrian International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mondrian International is expected to be smaller as well.
Auto-correlation | 0.52 |
Modest predictability
Mondrian International Value has modest predictability. Overlapping area represents the amount of predictability between Mondrian International time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th 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 Mondrian International price movement. The serial correlation of 0.52 indicates that about 52.0% of current Mondrian International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
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 Mondrian Mutual Fund
Mondrian International financial ratios help investors to determine whether Mondrian 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 Mondrian with respect to the benefits of owning Mondrian International security.
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