Riskproreg Pfg 30 Fund Market Value
| PFSMX Fund | USD 9.61 0.10 1.03% |
| Symbol | Riskproreg |
Riskproreg Pfg '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 Riskproreg Pfg'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 Riskproreg Pfg.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in Riskproreg Pfg on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding Riskproreg Pfg 30 or generate 0.0% return on investment in Riskproreg Pfg over 90 days. Riskproreg Pfg is related to or competes with Central Europe, Gdl Closed, Wesmark Balanced, Reynolds Blue, Ivy Energy, Riskproreg; Pfg, and Redwood Managed. The fund seeks to achieve its investment objective by investing more than 80 percent of the funds assets, plus any amoun... More
Riskproreg Pfg 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 Riskproreg Pfg'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 Riskproreg Pfg 30 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6955 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 2.69 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 0.9494 |
Riskproreg Pfg Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Riskproreg Pfg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Riskproreg Pfg's standard deviation. In reality, there are many statistical measures that can use Riskproreg Pfg historical prices to predict the future Riskproreg Pfg's volatility.| Risk Adjusted Performance | 0.0643 | |||
| Jensen Alpha | 0.0105 | |||
| Total Risk Alpha | 0.0025 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0665 |
Riskproreg Pfg January 31, 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 | 0.0643 | |||
| Market Risk Adjusted Performance | 0.0765 | |||
| Mean Deviation | 0.4966 | |||
| Semi Deviation | 0.5876 | |||
| Downside Deviation | 0.6955 | |||
| Coefficient Of Variation | 1098.42 | |||
| Standard Deviation | 0.6138 | |||
| Variance | 0.3767 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0105 | |||
| Total Risk Alpha | 0.0025 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0665 | |||
| Maximum Drawdown | 2.69 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 0.9494 | |||
| Downside Variance | 0.4837 | |||
| Semi Variance | 0.3453 | |||
| Expected Short fall | (0.52) | |||
| Skewness | (0.43) | |||
| Kurtosis | (0.39) |
Riskproreg Pfg 30 Backtested Returns
At this stage we consider Riskproreg Mutual Fund to be very steady. Riskproreg Pfg 30 maintains Sharpe Ratio (i.e., Efficiency) of 0.0937, which implies the entity had a 0.0937 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Riskproreg Pfg 30, which you can use to evaluate the volatility of the fund. Please check Riskproreg Pfg's Coefficient Of Variation of 1098.42, semi deviation of 0.5876, and Risk Adjusted Performance of 0.0643 to confirm if the risk estimate we provide is consistent with the expected return of 0.0593%. The fund holds a Beta of 0.69, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Riskproreg Pfg's returns are expected to increase less than the market. However, during the bear market, the loss of holding Riskproreg Pfg is expected to be smaller as well.
Auto-correlation | 0.31 |
Below average predictability
Riskproreg Pfg 30 has below average predictability. Overlapping area represents the amount of predictability between Riskproreg Pfg time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st 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 Riskproreg Pfg 30 price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Riskproreg Pfg price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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 Riskproreg Mutual Fund
Riskproreg Pfg financial ratios help investors to determine whether Riskproreg 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 Riskproreg with respect to the benefits of owning Riskproreg Pfg security.
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