Oshaughnessy Market Leaders Fund Market Value
| OFVIX Fund | USD 19.24 0.12 0.62% |
| Symbol | Oshaughnessy |
Oshaughnessy Market '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 Oshaughnessy Market'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 Oshaughnessy Market.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in Oshaughnessy Market on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding Oshaughnessy Market Leaders or generate 0.0% return on investment in Oshaughnessy Market over 90 days. Oshaughnessy Market is related to or competes with Blackrock Moderate, Multimanager Lifestyle, T Rowe, Target Retirement, Saat Moderate, Calvert Moderate, and Retirement Living. Under normal market conditions, the fund invests primarily in a diversified portfolio of common stocks and other equity ... More
Oshaughnessy Market 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 Oshaughnessy Market'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 Oshaughnessy Market Leaders upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8559 | |||
| Information Ratio | 0.1194 | |||
| Maximum Drawdown | 21.5 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.6 |
Oshaughnessy Market Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oshaughnessy Market's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oshaughnessy Market's standard deviation. In reality, there are many statistical measures that can use Oshaughnessy Market historical prices to predict the future Oshaughnessy Market's volatility.| Risk Adjusted Performance | 0.1161 | |||
| Jensen Alpha | 0.4177 | |||
| Total Risk Alpha | 0.1379 | |||
| Sortino Ratio | 0.3729 | |||
| Treynor Ratio | (0.88) |
Oshaughnessy Market 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 | 0.1161 | |||
| Market Risk Adjusted Performance | (0.87) | |||
| Mean Deviation | 1.0 | |||
| Semi Deviation | 0.2424 | |||
| Downside Deviation | 0.8559 | |||
| Coefficient Of Variation | 672.59 | |||
| Standard Deviation | 2.67 | |||
| Variance | 7.15 | |||
| Information Ratio | 0.1194 | |||
| Jensen Alpha | 0.4177 | |||
| Total Risk Alpha | 0.1379 | |||
| Sortino Ratio | 0.3729 | |||
| Treynor Ratio | (0.88) | |||
| Maximum Drawdown | 21.5 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.6 | |||
| Downside Variance | 0.7325 | |||
| Semi Variance | 0.0588 | |||
| Expected Short fall | (1.27) | |||
| Skewness | 6.75 | |||
| Kurtosis | 50.26 |
Oshaughnessy Market Backtested Returns
Oshaughnessy Market appears to be out of control, given 3 months investment horizon. Oshaughnessy Market maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the entity had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Oshaughnessy Market, which you can use to evaluate the volatility of the fund. Please evaluate Oshaughnessy Market's Risk Adjusted Performance of 0.1161, semi deviation of 0.2424, and Coefficient Of Variation of 672.59 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of -0.44, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Oshaughnessy Market are expected to decrease at a much lower rate. During the bear market, Oshaughnessy Market is likely to outperform the market.
Auto-correlation | 0.11 |
Insignificant predictability
Oshaughnessy Market Leaders has insignificant predictability. Overlapping area represents the amount of predictability between Oshaughnessy Market 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 Oshaughnessy Market price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Oshaughnessy Market price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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 Oshaughnessy Mutual Fund
Oshaughnessy Market financial ratios help investors to determine whether Oshaughnessy 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 Oshaughnessy with respect to the benefits of owning Oshaughnessy Market security.
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