Great West Mfs International Fund Market Value
| MXHTX Fund | USD 9.76 0.11 1.14% |
| Symbol | Great-west |
Great-west Mfs '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 Great-west Mfs' 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 Great-west Mfs.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in Great-west Mfs on November 12, 2025 and sell it all today you would earn a total of 0.00 from holding Great West Mfs International or generate 0.0% return on investment in Great-west Mfs over 90 days. Great-west Mfs is related to or competes with World Energy, Shelton Green, Icon Natural, Franklin Natural, and Dreyfus Natural. The fund normally invests at least 80 percent of its net assets in common stocks and related securities of foreign compa... More
Great-west Mfs 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 Great-west Mfs' 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 Great West Mfs International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.974 | |||
| Information Ratio | 0.0451 | |||
| Maximum Drawdown | 8.65 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 1.57 |
Great-west Mfs Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Great-west Mfs' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Great-west Mfs' standard deviation. In reality, there are many statistical measures that can use Great-west Mfs historical prices to predict the future Great-west Mfs' volatility.| Risk Adjusted Performance | 0.1058 | |||
| Jensen Alpha | 0.0791 | |||
| Total Risk Alpha | 0.0111 | |||
| Sortino Ratio | 0.0549 | |||
| Treynor Ratio | 0.1997 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Great-west Mfs' 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.
Great-west Mfs 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 | 0.1058 | |||
| Market Risk Adjusted Performance | 0.2097 | |||
| Mean Deviation | 0.7859 | |||
| Semi Deviation | 0.7364 | |||
| Downside Deviation | 0.974 | |||
| Coefficient Of Variation | 781.7 | |||
| Standard Deviation | 1.19 | |||
| Variance | 1.41 | |||
| Information Ratio | 0.0451 | |||
| Jensen Alpha | 0.0791 | |||
| Total Risk Alpha | 0.0111 | |||
| Sortino Ratio | 0.0549 | |||
| Treynor Ratio | 0.1997 | |||
| Maximum Drawdown | 8.65 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 1.57 | |||
| Downside Variance | 0.9486 | |||
| Semi Variance | 0.5423 | |||
| Expected Short fall | (0.91) | |||
| Skewness | 2.36 | |||
| Kurtosis | 12.62 |
Great West Mfs Backtested Returns
At this stage we consider Great-west Mutual Fund to be not too volatile. Great West Mfs holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Great West Mfs, which you can use to evaluate the volatility of the entity. Please check out Great-west Mfs' Market Risk Adjusted Performance of 0.2097, downside deviation of 0.974, and Risk Adjusted Performance of 0.1058 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. The fund retains a Market Volatility (i.e., Beta) of 0.71, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Great-west Mfs' returns are expected to increase less than the market. However, during the bear market, the loss of holding Great-west Mfs is expected to be smaller as well.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Great West Mfs International has insignificant reverse predictability. Overlapping area represents the amount of predictability between Great-west Mfs 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 Great West Mfs price movement. The serial correlation of -0.19 indicates that over 19.0% of current Great-west Mfs price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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 Great-west Mutual Fund
Great-west Mfs financial ratios help investors to determine whether Great-west 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 Great-west with respect to the benefits of owning Great-west Mfs security.
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments |