Portfolio 21 Global Fund Market Value
| PORIX Fund | USD 56.07 0.05 0.09% |
| Symbol | Portfolio |
Portfolio '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 Portfolio'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 Portfolio.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Portfolio on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding Portfolio 21 Global or generate 0.0% return on investment in Portfolio over 90 days. Portfolio is related to or competes with Portfolio, T Rowe, Global Real, Value Line, Global Stock, Global Stock, and Global Stock. Under normal conditions, the fund seeks to achieve its investment objective by investing at least 80 percent of its net assets in equity securities of small and mid-sized companies that meet Trilliums Environmental, Social, and Governance criteria. More
Portfolio 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 Portfolio'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 Portfolio 21 Global upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7506 | |||
| Information Ratio | 0.1212 | |||
| Maximum Drawdown | 19.12 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.1 |
Portfolio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Portfolio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Portfolio's standard deviation. In reality, there are many statistical measures that can use Portfolio historical prices to predict the future Portfolio's volatility.| Risk Adjusted Performance | 0.1217 | |||
| Jensen Alpha | 0.3167 | |||
| Total Risk Alpha | 0.1924 | |||
| Sortino Ratio | 0.3595 | |||
| Treynor Ratio | (3.47) |
Portfolio February 18, 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 | 0.1217 | |||
| Market Risk Adjusted Performance | (3.46) | |||
| Mean Deviation | 0.7911 | |||
| Semi Deviation | 0.2679 | |||
| Downside Deviation | 0.7506 | |||
| Coefficient Of Variation | 689.32 | |||
| Standard Deviation | 2.23 | |||
| Variance | 4.95 | |||
| Information Ratio | 0.1212 | |||
| Jensen Alpha | 0.3167 | |||
| Total Risk Alpha | 0.1924 | |||
| Sortino Ratio | 0.3595 | |||
| Treynor Ratio | (3.47) | |||
| Maximum Drawdown | 19.12 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.1 | |||
| Downside Variance | 0.5634 | |||
| Semi Variance | 0.0718 | |||
| Expected Short fall | (0.99) | |||
| Skewness | 6.99 | |||
| Kurtosis | 53.94 |
Portfolio 21 Global Backtested Returns
Portfolio appears to be very steady, given 3 months investment horizon. Portfolio 21 Global maintains Sharpe Ratio (i.e., Efficiency) of 0.18, which implies the entity had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Portfolio 21 Global, which you can use to evaluate the volatility of the fund. Please evaluate Portfolio's Semi Deviation of 0.2679, coefficient of variation of 689.32, and Risk Adjusted Performance of 0.1217 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of -0.0902, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Portfolio are expected to decrease at a much lower rate. During the bear market, Portfolio is likely to outperform the market.
Auto-correlation | 0.39 |
Below average predictability
Portfolio 21 Global has below average predictability. Overlapping area represents the amount of predictability between Portfolio time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th 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 Portfolio 21 Global price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
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 Portfolio Mutual Fund
Portfolio financial ratios help investors to determine whether Portfolio 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 Portfolio with respect to the benefits of owning Portfolio security.
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