The Gold Bullion Fund Market Value
| QGLDX Fund | USD 24.52 0.20 0.82% |
| Symbol | The |
The Gold '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 The Gold'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 The Gold.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in The Gold on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding The Gold Bullion or generate 0.0% return on investment in The Gold over 90 days. The Gold is related to or competes with Riskproreg Dynamic, Ave Maria, Horizon Active, Hennessy Japan, Fidelity Water, Buffalo Mid, and Nuveen Equity. Under normal circumstances, the fund invests at least 80 percent of its net assets in gold futures contracts More
The Gold 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 The Gold'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 The Gold Bullion upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.88 | |||
| Information Ratio | 0.1203 | |||
| Maximum Drawdown | 14.11 | |||
| Value At Risk | (3.46) | |||
| Potential Upside | 3.05 |
The Gold Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for The Gold's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as The Gold's standard deviation. In reality, there are many statistical measures that can use The Gold historical prices to predict the future The Gold's volatility.| Risk Adjusted Performance | 0.1403 | |||
| Jensen Alpha | 0.3412 | |||
| Total Risk Alpha | 0.0525 | |||
| Sortino Ratio | 0.0924 | |||
| Treynor Ratio | 1.15 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of The Gold's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
The Gold February 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 | 0.1403 | |||
| Market Risk Adjusted Performance | 1.16 | |||
| Mean Deviation | 1.41 | |||
| Semi Deviation | 2.24 | |||
| Downside Deviation | 2.88 | |||
| Coefficient Of Variation | 569.39 | |||
| Standard Deviation | 2.21 | |||
| Variance | 4.88 | |||
| Information Ratio | 0.1203 | |||
| Jensen Alpha | 0.3412 | |||
| Total Risk Alpha | 0.0525 | |||
| Sortino Ratio | 0.0924 | |||
| Treynor Ratio | 1.15 | |||
| Maximum Drawdown | 14.11 | |||
| Value At Risk | (3.46) | |||
| Potential Upside | 3.05 | |||
| Downside Variance | 8.27 | |||
| Semi Variance | 5.04 | |||
| Expected Short fall | (1.51) | |||
| Skewness | (1.71) | |||
| Kurtosis | 8.06 |
Gold Bullion Backtested Returns
The Gold appears to be very steady, given 3 months investment horizon. Gold Bullion owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the fund had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for The Gold Bullion, which you can use to evaluate the volatility of the fund. Please review The Gold's Coefficient Of Variation of 569.39, semi deviation of 2.24, and Risk Adjusted Performance of 0.1403 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.33, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, the Gold's returns are expected to increase less than the market. However, during the bear market, the loss of holding the Gold is expected to be smaller as well.
Auto-correlation | 0.45 |
Average predictability
The Gold Bullion has average predictability. Overlapping area represents the amount of predictability between The Gold time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th 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 Gold Bullion price movement. The serial correlation of 0.45 indicates that just about 45.0% of current The Gold price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 1.01 |
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 The Mutual Fund
The Gold financial ratios help investors to determine whether The 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 The with respect to the benefits of owning The Gold security.
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