Mercer Funds Fund Market Value
| MSDYX Fund | 10.12 0.01 0.1% |
| Symbol | Mercer |
Mercer Funds '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 Mercer Funds' 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 Mercer Funds.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in Mercer Funds on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding Mercer Funds or generate 0.0% return on investment in Mercer Funds over 90 days. Mercer Funds is related to or competes with Mercer Non, Mercer Non-us, Mercer Opportunistic, Mercer Opportunistic, Mercer Us, Mercer Funds, and Mercer Core. In seeking to achieve the funds investment objective of total return, the fund invests in fixed income securities of U.S More
Mercer Funds 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 Mercer Funds' 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 Mercer Funds upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1051 | |||
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 0.5018 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.2988 |
Mercer Funds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mercer Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mercer Funds' standard deviation. In reality, there are many statistical measures that can use Mercer Funds historical prices to predict the future Mercer Funds' volatility.| Risk Adjusted Performance | 0.1361 | |||
| Jensen Alpha | 0.0163 | |||
| Total Risk Alpha | 0.0114 | |||
| Sortino Ratio | (0.25) | |||
| Treynor Ratio | 0.7437 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mercer Funds' 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.
Mercer Funds February 17, 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 | 0.1361 | |||
| Market Risk Adjusted Performance | 0.7537 | |||
| Mean Deviation | 0.0715 | |||
| Downside Deviation | 0.1051 | |||
| Coefficient Of Variation | 399.11 | |||
| Standard Deviation | 0.1088 | |||
| Variance | 0.0118 | |||
| Information Ratio | (0.24) | |||
| Jensen Alpha | 0.0163 | |||
| Total Risk Alpha | 0.0114 | |||
| Sortino Ratio | (0.25) | |||
| Treynor Ratio | 0.7437 | |||
| Maximum Drawdown | 0.5018 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.2988 | |||
| Downside Variance | 0.011 | |||
| Semi Variance | (0.03) | |||
| Expected Short fall | (0.17) | |||
| Skewness | 2.01 | |||
| Kurtosis | 4.94 |
Mercer Funds Backtested Returns
At this stage we consider Mercer Mutual Fund to be very steady. Mercer Funds has Sharpe Ratio of 0.27, which conveys that the entity had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Mercer Funds, which you can use to evaluate the volatility of the fund. Please verify Mercer Funds' Coefficient Of Variation of 399.11, mean deviation of 0.0715, and Risk Adjusted Performance of 0.1361 to check out if the risk estimate we provide is consistent with the expected return of 0.03%. The fund secures a Beta (Market Risk) of 0.0232, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mercer Funds' returns are expected to increase less than the market. However, during the bear market, the loss of holding Mercer Funds is expected to be smaller as well.
Auto-correlation | 0.74 |
Good predictability
Mercer Funds has good predictability. Overlapping area represents the amount of predictability between Mercer Funds time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th 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 Mercer Funds price movement. The serial correlation of 0.74 indicates that around 74.0% of current Mercer Funds price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.67 | |
| 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 Mercer Mutual Fund
Mercer Funds financial ratios help investors to determine whether Mercer 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 Mercer with respect to the benefits of owning Mercer Funds security.
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