Natixis Oakmark International Fund Market Value
| NIONX Fund | USD 17.84 0.06 0.34% |
| Symbol | Natixis |
Natixis Oakmark '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 Natixis Oakmark'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 Natixis Oakmark.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in Natixis Oakmark on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding Natixis Oakmark International or generate 0.0% return on investment in Natixis Oakmark over 90 days. Natixis Oakmark is related to or competes with Champlain Mid, Ab Concentrated, Aam/bahl Gaynor, Pnc Balanced, Mh Elite, and T Rowe. The fund invests primarily in a diversified portfolio of common stocks of non-U.S More
Natixis Oakmark 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 Natixis Oakmark'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 Natixis Oakmark International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8806 | |||
| Information Ratio | 0.0051 | |||
| Maximum Drawdown | 4.62 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 1.49 |
Natixis Oakmark Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Natixis Oakmark's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Natixis Oakmark's standard deviation. In reality, there are many statistical measures that can use Natixis Oakmark historical prices to predict the future Natixis Oakmark's volatility.| Risk Adjusted Performance | 0.0727 | |||
| Jensen Alpha | 0.0127 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0049 | |||
| Treynor Ratio | 0.0828 |
Natixis Oakmark January 25, 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 | 0.0727 | |||
| Market Risk Adjusted Performance | 0.0928 | |||
| Mean Deviation | 0.6423 | |||
| Semi Deviation | 0.746 | |||
| Downside Deviation | 0.8806 | |||
| Coefficient Of Variation | 1026.3 | |||
| Standard Deviation | 0.8481 | |||
| Variance | 0.7192 | |||
| Information Ratio | 0.0051 | |||
| Jensen Alpha | 0.0127 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0049 | |||
| Treynor Ratio | 0.0828 | |||
| Maximum Drawdown | 4.62 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 1.49 | |||
| Downside Variance | 0.7754 | |||
| Semi Variance | 0.5565 | |||
| Expected Short fall | (0.67) | |||
| Skewness | 0.0111 | |||
| Kurtosis | 0.762 |
Natixis Oakmark Inte Backtested Returns
At this stage we consider Natixis Mutual Fund to be very steady. Natixis Oakmark Inte has Sharpe Ratio of 0.0967, which conveys that the entity had a 0.0967 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Natixis Oakmark, which you can use to evaluate the volatility of the fund. Please verify Natixis Oakmark's Mean Deviation of 0.6423, downside deviation of 0.8806, and Risk Adjusted Performance of 0.0727 to check out if the risk estimate we provide is consistent with the expected return of 0.0813%. The fund secures a Beta (Market Risk) of 0.88, which conveys possible diversification benefits within a given portfolio. Natixis Oakmark returns are very sensitive to returns on the market. As the market goes up or down, Natixis Oakmark is expected to follow.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Natixis Oakmark International has insignificant reverse predictability. Overlapping area represents the amount of predictability between Natixis Oakmark time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th of January 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 Natixis Oakmark Inte price movement. The serial correlation of -0.16 indicates that over 16.0% of current Natixis Oakmark price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
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 Natixis Mutual Fund
Natixis Oakmark financial ratios help investors to determine whether Natixis 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 Natixis with respect to the benefits of owning Natixis Oakmark security.
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