Spectrum Advisors Preferred Fund Market Value
| SAPEX Fund | USD 19.80 0.36 1.85% |
| Symbol | Spectrum |
Spectrum Advisors '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 Spectrum Advisors' 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 Spectrum Advisors.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in Spectrum Advisors on November 12, 2025 and sell it all today you would earn a total of 0.00 from holding Spectrum Advisors Preferred or generate 0.0% return on investment in Spectrum Advisors over 90 days. Spectrum Advisors is related to or competes with Ashmore Emerging, Doubleline Emerging, and Prudential Emerging. The funds adviser delegates execution of its investment strategy to a sub-adviser More
Spectrum Advisors 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 Spectrum Advisors' 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 Spectrum Advisors Preferred upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7001 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 3.02 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.33 |
Spectrum Advisors Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Spectrum Advisors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Spectrum Advisors' standard deviation. In reality, there are many statistical measures that can use Spectrum Advisors historical prices to predict the future Spectrum Advisors' volatility.| Risk Adjusted Performance | 0.064 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0799 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Spectrum Advisors' 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.
Spectrum Advisors February 10, 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 | 0.064 | |||
| Market Risk Adjusted Performance | 0.0899 | |||
| Mean Deviation | 0.4853 | |||
| Semi Deviation | 0.539 | |||
| Downside Deviation | 0.7001 | |||
| Coefficient Of Variation | 1211.32 | |||
| Standard Deviation | 0.6577 | |||
| Variance | 0.4326 | |||
| Information Ratio | (0.07) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0799 | |||
| Maximum Drawdown | 3.02 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.33 | |||
| Downside Variance | 0.4901 | |||
| Semi Variance | 0.2905 | |||
| Expected Short fall | (0.49) | |||
| Skewness | 0.2032 | |||
| Kurtosis | 0.5457 |
Spectrum Advisors Backtested Returns
At this stage we consider Spectrum Mutual Fund to be very steady. Spectrum Advisors owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0554, which indicates the fund had a 0.0554 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Spectrum Advisors Preferred, which you can use to evaluate the volatility of the fund. Please validate Spectrum Advisors' Risk Adjusted Performance of 0.064, semi deviation of 0.539, and Coefficient Of Variation of 1211.32 to confirm if the risk estimate we provide is consistent with the expected return of 0.0371%. The entity has a beta of 0.55, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Spectrum Advisors' returns are expected to increase less than the market. However, during the bear market, the loss of holding Spectrum Advisors is expected to be smaller as well.
Auto-correlation | -0.57 |
Good reverse predictability
Spectrum Advisors Preferred has good reverse predictability. Overlapping area represents the amount of predictability between Spectrum Advisors time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th 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 Spectrum Advisors price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Spectrum Advisors price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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 Spectrum Mutual Fund
Spectrum Advisors financial ratios help investors to determine whether Spectrum 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 Spectrum with respect to the benefits of owning Spectrum Advisors security.
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes |