Great West Loomis Sayles Fund Market Value
| MXLSX Fund | USD 44.37 0.02 0.05% |
| Symbol | Great-west |
Great-west Loomis '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 Loomis' 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 Loomis.
| 11/14/2025 |
| 02/12/2026 |
If you would invest 0.00 in Great-west Loomis on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding Great West Loomis Sayles or generate 0.0% return on investment in Great-west Loomis over 90 days. Great-west Loomis is related to or competes with Lazard Funds, Invesco Convertible, Putnam Convertible, Gamco Global, Gabelli Convertible, Calamos Dynamic, and Lord Abbett. The fund will, under normal circumstances, invest at least 80 percent of its net assets in equity securities of small ca... More
Great-west Loomis 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 Loomis' 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 Loomis Sayles upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.904 | |||
| Information Ratio | 0.1074 | |||
| Maximum Drawdown | 4.52 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 2.35 |
Great-west Loomis Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Great-west Loomis' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Great-west Loomis' standard deviation. In reality, there are many statistical measures that can use Great-west Loomis historical prices to predict the future Great-west Loomis' volatility.| Risk Adjusted Performance | 0.1666 | |||
| Jensen Alpha | 0.1908 | |||
| Total Risk Alpha | 0.0826 | |||
| Sortino Ratio | 0.123 | |||
| Treynor Ratio | 1.39 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Great-west Loomis' 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 Loomis February 12, 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 | 0.1666 | |||
| Market Risk Adjusted Performance | 1.4 | |||
| Mean Deviation | 0.7437 | |||
| Semi Deviation | 0.638 | |||
| Downside Deviation | 0.904 | |||
| Coefficient Of Variation | 482.59 | |||
| Standard Deviation | 1.04 | |||
| Variance | 1.07 | |||
| Information Ratio | 0.1074 | |||
| Jensen Alpha | 0.1908 | |||
| Total Risk Alpha | 0.0826 | |||
| Sortino Ratio | 0.123 | |||
| Treynor Ratio | 1.39 | |||
| Maximum Drawdown | 4.52 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 2.35 | |||
| Downside Variance | 0.8173 | |||
| Semi Variance | 0.407 | |||
| Expected Short fall | (0.86) | |||
| Skewness | 0.4321 | |||
| Kurtosis | 1.06 |
Great West Loomis Backtested Returns
Great-west Loomis appears to be very steady, given 3 months investment horizon. Great West Loomis holds Efficiency (Sharpe) Ratio of 0.24, which attests that the entity had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Great West Loomis, which you can use to evaluate the volatility of the entity. Please utilize Great-west Loomis' Risk Adjusted Performance of 0.1666, downside deviation of 0.904, and Market Risk Adjusted Performance of 1.4 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Great-west Loomis' returns are expected to increase less than the market. However, during the bear market, the loss of holding Great-west Loomis is expected to be smaller as well.
Auto-correlation | 0.85 |
Very good predictability
Great West Loomis Sayles has very good predictability. Overlapping area represents the amount of predictability between Great-west Loomis time series from 14th of November 2025 to 29th of December 2025 and 29th of December 2025 to 12th 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 Loomis price movement. The serial correlation of 0.85 indicates that around 85.0% of current Great-west Loomis price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 1.49 |
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 Loomis 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 Loomis security.
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