Pace Mortgage Backed Securities Fund Market Value
| PFXAX Fund | USD 10.70 0.29 2.79% |
| Symbol | Pace |
Pace Mortgage '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 Pace Mortgage'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 Pace Mortgage.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in Pace Mortgage on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding Pace Mortgage Backed Securities or generate 0.0% return on investment in Pace Mortgage over 90 days. Pace Mortgage is related to or competes with The Hartford, Nuveen Ohio, Nebraska Municipal, Ishares Municipal, Gamco Global, Alliancebernstein, and Pace Municipal. Under normal circumstances, the fund invests at least 80 percent of its net assets in a diversified portfolio of mortgage-related fixed income instruments, including mortgage-backed securities , commercial mortgage-backed securities, to be announced securities and mortgage dollar rolls. More
Pace Mortgage 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 Pace Mortgage'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 Pace Mortgage Backed Securities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.204 | |||
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 0.8646 | |||
| Value At Risk | (0.29) | |||
| Potential Upside | 0.291 |
Pace Mortgage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pace Mortgage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pace Mortgage's standard deviation. In reality, there are many statistical measures that can use Pace Mortgage historical prices to predict the future Pace Mortgage's volatility.| Risk Adjusted Performance | 0.0295 | |||
| Jensen Alpha | 0.0028 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.15) | |||
| Treynor Ratio | 0.0834 |
Pace Mortgage February 6, 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 | 0.0295 | |||
| Market Risk Adjusted Performance | 0.0934 | |||
| Mean Deviation | 0.143 | |||
| Semi Deviation | 0.1 | |||
| Downside Deviation | 0.204 | |||
| Coefficient Of Variation | 1249.61 | |||
| Standard Deviation | 0.1849 | |||
| Variance | 0.0342 | |||
| Information Ratio | (0.16) | |||
| Jensen Alpha | 0.0028 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.15) | |||
| Treynor Ratio | 0.0834 | |||
| Maximum Drawdown | 0.8646 | |||
| Value At Risk | (0.29) | |||
| Potential Upside | 0.291 | |||
| Downside Variance | 0.0416 | |||
| Semi Variance | 0.01 | |||
| Expected Short fall | (0.19) | |||
| Skewness | 0.0507 | |||
| Kurtosis | 0.1065 |
Pace Mortgage Backed Backtested Returns
At this stage we consider Pace Mutual Fund to be very steady. Pace Mortgage Backed maintains Sharpe Ratio (i.e., Efficiency) of 0.0825, which implies the entity had a 0.0825 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Pace Mortgage Backed, which you can use to evaluate the volatility of the fund. Please check Pace Mortgage's Risk Adjusted Performance of 0.0295, semi deviation of 0.1, and Coefficient Of Variation of 1249.61 to confirm if the risk estimate we provide is consistent with the expected return of 0.0146%. The fund holds a Beta of 0.0575, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pace Mortgage's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pace Mortgage is expected to be smaller as well.
Auto-correlation | 0.39 |
Below average predictability
Pace Mortgage Backed Securities has below average predictability. Overlapping area represents the amount of predictability between Pace Mortgage time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th of February 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 Pace Mortgage Backed price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Pace Mortgage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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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 Pace Mutual Fund
Pace Mortgage financial ratios help investors to determine whether Pace 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 Pace with respect to the benefits of owning Pace Mortgage security.
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