Managed Account Series Fund Market Value
| MSUMX Fund | USD 8.92 0.01 0.11% |
| Symbol | Managed |
Managed Account '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 Managed Account'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 Managed Account.
| 01/17/2025 |
| 02/16/2025 |
If you would invest 0.00 in Managed Account on January 17, 2025 and sell it all today you would earn a total of 0.00 from holding Managed Account Series or generate 0.0% return on investment in Managed Account over 30 days. Managed Account is related to or competes with Jhancock Diversified, American Century, Mfs Diversified, Stone Ridge, Diversified Bond, and Lord Abbett. The fund invests primarily in mortgage-backed and other mortgage-related securities More
Managed Account 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 Managed Account'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 Managed Account Series upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2622 | |||
| Information Ratio | 0.0199 | |||
| Maximum Drawdown | 1.47 | |||
| Value At Risk | (0.34) | |||
| Potential Upside | 0.3405 |
Managed Account Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Managed Account's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Managed Account's standard deviation. In reality, there are many statistical measures that can use Managed Account historical prices to predict the future Managed Account's volatility.| Risk Adjusted Performance | 0.0275 | |||
| Jensen Alpha | 0.0056 | |||
| Total Risk Alpha | 0.0053 | |||
| Sortino Ratio | 0.0172 | |||
| Treynor Ratio | 0.1048 |
Managed Account Series Backtested Returns
At this stage we consider Managed Mutual Fund to be very steady. Managed Account Series has Sharpe Ratio of 0.0979, which conveys that the entity had a 0.0979 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Managed Account, which you can use to evaluate the volatility of the fund. Please verify Managed Account's Risk Adjusted Performance of 0.0275, downside deviation of 0.2622, and Mean Deviation of 0.1566 to check out if the risk estimate we provide is consistent with the expected return of 0.0225%. The fund secures a Beta (Market Risk) of 0.0536, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Managed Account's returns are expected to increase less than the market. However, during the bear market, the loss of holding Managed Account is expected to be smaller as well.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Managed Account Series has insignificant reverse predictability. Overlapping area represents the amount of predictability between Managed Account time series from 17th of January 2025 to 1st of February 2025 and 1st of February 2025 to 16th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Managed Account Series price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Managed Account price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Managed Account Series lagged returns against current returns
Autocorrelation, which is Managed Account mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Managed Account's mutual fund expected returns. We can calculate the autocorrelation of Managed Account returns to help us make a trade decision. For example, suppose you find that Managed Account has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Managed Account regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Managed Account mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Managed Account mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Managed Account mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Managed Account Lagged Returns
When evaluating Managed Account's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Managed Account mutual fund have on its future price. Managed Account autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Managed Account autocorrelation shows the relationship between Managed Account mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Managed Account Series.
Regressed Prices |
| Timeline |
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 Managed Mutual Fund
Managed Account financial ratios help investors to determine whether Managed 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 Managed with respect to the benefits of owning Managed Account security.
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities |