Gnma Fund Institutional Fund Market Value
| PDMIX Fund | USD 9.55 0.02 0.21% |
| Symbol | Gnma |
Gnma Fund '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 Gnma Fund'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 Gnma Fund.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in Gnma Fund on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding Gnma Fund Institutional or generate 0.0% return on investment in Gnma Fund over 90 days. Gnma Fund is related to or competes with Rbc Bluebay, One Choice, Massmutual Premier, Transamerica High, The Hartford, Siit High, and Evaluator Aggressive. The fund normally invests at least 80 percent of its assets in a diversified portfolio of securities of varying maturiti... More
Gnma Fund 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 Gnma Fund'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 Gnma Fund Institutional upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2251 | |||
| Information Ratio | (0.34) | |||
| Maximum Drawdown | 0.8435 | |||
| Value At Risk | (0.32) | |||
| Potential Upside | 0.3188 |
Gnma Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gnma Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gnma Fund's standard deviation. In reality, there are many statistical measures that can use Gnma Fund historical prices to predict the future Gnma Fund's volatility.| Risk Adjusted Performance | 0.0208 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.30) | |||
| Treynor Ratio | 0.0386 |
Gnma Fund January 27, 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 | 0.0208 | |||
| Market Risk Adjusted Performance | 0.0486 | |||
| Mean Deviation | 0.1534 | |||
| Semi Deviation | 0.126 | |||
| Downside Deviation | 0.2251 | |||
| Coefficient Of Variation | 1543.73 | |||
| Standard Deviation | 0.1998 | |||
| Variance | 0.0399 | |||
| Information Ratio | (0.34) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.30) | |||
| Treynor Ratio | 0.0386 | |||
| Maximum Drawdown | 0.8435 | |||
| Value At Risk | (0.32) | |||
| Potential Upside | 0.3188 | |||
| Downside Variance | 0.0507 | |||
| Semi Variance | 0.0159 | |||
| Expected Short fall | (0.22) | |||
| Skewness | (0.08) | |||
| Kurtosis | 0.1041 |
Gnma Fund Institutional Backtested Returns
At this stage we consider Gnma Mutual Fund to be very steady. Gnma Fund Institutional holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Gnma Fund Institutional, which you can use to evaluate the volatility of the entity. Please check out Gnma Fund's Risk Adjusted Performance of 0.0208, downside deviation of 0.2251, and Market Risk Adjusted Performance of 0.0486 to validate if the risk estimate we provide is consistent with the expected return of 0.0209%. The fund retains a Market Volatility (i.e., Beta) of 0.0762, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Gnma Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gnma Fund is expected to be smaller as well.
Auto-correlation | 0.38 |
Below average predictability
Gnma Fund Institutional has below average predictability. Overlapping area represents the amount of predictability between Gnma Fund time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th 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 Gnma Fund Institutional price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Gnma Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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| HITI | High Tide | |
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Other Information on Investing in Gnma Mutual Fund
Gnma Fund financial ratios help investors to determine whether Gnma 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 Gnma with respect to the benefits of owning Gnma Fund security.
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