Ontrack E Fund Market Value
| OTRGX Fund | USD 49.43 0.11 0.22% |
| Symbol | Ontrack |
Ontrack E '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 Ontrack E'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 Ontrack E.
| 01/11/2025 |
| 01/06/2026 |
If you would invest 0.00 in Ontrack E on January 11, 2025 and sell it all today you would earn a total of 0.00 from holding Ontrack E Fund or generate 0.0% return on investment in Ontrack E over 360 days. Ontrack E is related to or competes with Crm All, Mid Cap, SSGA Active, High Yield, High Yield, Applied Finance, and MFS High. The sub-adviser seeks to achieve the funds investment objective by investing long-or-short primarily in stocks, bonds an... More
Ontrack E 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 Ontrack E'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 Ontrack E Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.15 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 23.74 | |||
| Value At Risk | (0.57) | |||
| Potential Upside | 0.6067 |
Ontrack E Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ontrack E's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ontrack E's standard deviation. In reality, there are many statistical measures that can use Ontrack E historical prices to predict the future Ontrack E's volatility.| Risk Adjusted Performance | 0.0236 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0607 |
Ontrack E Fund Backtested Returns
At this stage we consider Ontrack Mutual Fund to be very steady. Ontrack E Fund maintains Sharpe Ratio (i.e., Efficiency) of 0.0236, which implies the entity had a 0.0236 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Ontrack E Fund, which you can use to evaluate the volatility of the fund. Please check Ontrack E's Coefficient Of Variation of 4258.59, risk adjusted performance of 0.0236, and Semi Deviation of 1.85 to confirm if the risk estimate we provide is consistent with the expected return of 0.052%. The fund holds a Beta of 0.65, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Ontrack E's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ontrack E is expected to be smaller as well.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Ontrack E Fund has insignificant reverse predictability. Overlapping area represents the amount of predictability between Ontrack E time series from 11th of January 2025 to 10th of July 2025 and 10th of July 2025 to 6th 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 Ontrack E Fund price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Ontrack E price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.81 |
Ontrack E Fund lagged returns against current returns
Autocorrelation, which is Ontrack E 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 Ontrack E's mutual fund expected returns. We can calculate the autocorrelation of Ontrack E returns to help us make a trade decision. For example, suppose you find that Ontrack E 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 |
Ontrack E 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 Ontrack E mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ontrack E mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ontrack E mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ontrack E Lagged Returns
When evaluating Ontrack E's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ontrack E mutual fund have on its future price. Ontrack E 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, Ontrack E autocorrelation shows the relationship between Ontrack E mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ontrack E Fund.
Regressed Prices |
| Timeline |
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Other Information on Investing in Ontrack Mutual Fund
Ontrack E financial ratios help investors to determine whether Ontrack 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 Ontrack with respect to the benefits of owning Ontrack E security.
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