Inflation Protection Fund Market Value
| PIPIX Fund | USD 7.62 0.01 0.13% |
| Symbol | Inflation |
Inflation Protection '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 Inflation Protection'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 Inflation Protection.
| 08/05/2024 |
| 02/01/2025 |
If you would invest 0.00 in Inflation Protection on August 5, 2024 and sell it all today you would earn a total of 0.00 from holding Inflation Protection Fund or generate 0.0% return on investment in Inflation Protection over 180 days. Inflation Protection is related to or competes with Cmg Ultra, Alpine Ultra, Blackrock Global, Siit Ultra, Ultra-short Fixed, Blackrock Short, and Nuveen Short. The fund invests primarily in inflation-indexed bonds of varying maturities issued by the U.S More
Inflation Protection 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 Inflation Protection'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 Inflation Protection Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.39) | |||
| Maximum Drawdown | 1.45 | |||
| Value At Risk | (0.40) | |||
| Potential Upside | 0.3947 |
Inflation Protection Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inflation Protection's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inflation Protection's standard deviation. In reality, there are many statistical measures that can use Inflation Protection historical prices to predict the future Inflation Protection's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (3.90) |
Inflation Protection Backtested Returns
At this stage we consider Inflation Mutual Fund to be very steady. Inflation Protection holds Efficiency (Sharpe) Ratio of 0.0177, which attests that the entity had a 0.0177 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Inflation Protection, which you can use to evaluate the volatility of the entity. Please check out Inflation Protection's Market Risk Adjusted Performance of (3.89), risk adjusted performance of (0.04), and Standard Deviation of 0.2722 to validate if the risk estimate we provide is consistent with the expected return of 0.0047%. The fund retains a Market Volatility (i.e., Beta) of 0.004, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Inflation Protection's returns are expected to increase less than the market. However, during the bear market, the loss of holding Inflation Protection is expected to be smaller as well.
Auto-correlation | -0.44 |
Modest reverse predictability
Inflation Protection Fund has modest reverse predictability. Overlapping area represents the amount of predictability between Inflation Protection time series from 5th of August 2024 to 3rd of November 2024 and 3rd of November 2024 to 1st of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Inflation Protection price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Inflation Protection price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Inflation Protection lagged returns against current returns
Autocorrelation, which is Inflation Protection 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 Inflation Protection's mutual fund expected returns. We can calculate the autocorrelation of Inflation Protection returns to help us make a trade decision. For example, suppose you find that Inflation Protection 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 |
Inflation Protection 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 Inflation Protection mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inflation Protection mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inflation Protection mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Inflation Protection Lagged Returns
When evaluating Inflation Protection's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inflation Protection mutual fund have on its future price. Inflation Protection 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, Inflation Protection autocorrelation shows the relationship between Inflation Protection mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Inflation Protection Fund.
Regressed Prices |
| Timeline |
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 Inflation Mutual Fund
Inflation Protection financial ratios help investors to determine whether Inflation 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 Inflation with respect to the benefits of owning Inflation Protection security.
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