Manager Directed Portfolios Fund Market Value
| SPFFX Fund | USD 30.42 0.01 0.03% |
| Symbol | Manager |
Manager Directed '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 Manager Directed'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 Manager Directed.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Manager Directed on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding Manager Directed Portfolios or generate 0.0% return on investment in Manager Directed over 90 days. Manager Directed is related to or competes with Monetta Young, Amg Managers, Eagle Capital, Nuveen Large, Paradigm Value, Monongahela All, and Villere Equity. The index is designed to reflect the performance of large companies listed on U.S More
Manager Directed 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 Manager Directed'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 Manager Directed Portfolios upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9907 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 3.85 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.17 |
Manager Directed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Manager Directed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Manager Directed's standard deviation. In reality, there are many statistical measures that can use Manager Directed historical prices to predict the future Manager Directed's volatility.| Risk Adjusted Performance | 0.0308 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0261 |
Manager Directed January 24, 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 | 0.0308 | |||
| Market Risk Adjusted Performance | 0.0361 | |||
| Mean Deviation | 0.6016 | |||
| Semi Deviation | 0.9337 | |||
| Downside Deviation | 0.9907 | |||
| Coefficient Of Variation | 2448.36 | |||
| Standard Deviation | 0.805 | |||
| Variance | 0.648 | |||
| Information Ratio | (0.06) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0261 | |||
| Maximum Drawdown | 3.85 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.17 | |||
| Downside Variance | 0.9814 | |||
| Semi Variance | 0.8718 | |||
| Expected Short fall | (0.54) | |||
| Skewness | (0.59) | |||
| Kurtosis | 0.4297 |
Manager Directed Por Backtested Returns
Manager Directed Por has Sharpe Ratio of close to zero, which conveys that the entity had a close to zero % return per unit of risk over the last 3 months. Manager Directed exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Manager Directed's Mean Deviation of 0.6016, risk adjusted performance of 0.0308, and Downside Deviation of 0.9907 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.88, which conveys possible diversification benefits within a given portfolio. Manager Directed returns are very sensitive to returns on the market. As the market goes up or down, Manager Directed is expected to follow.
Auto-correlation | -0.41 |
Modest reverse predictability
Manager Directed Portfolios has modest reverse predictability. Overlapping area represents the amount of predictability between Manager Directed time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th of January 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 Manager Directed Por price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Manager Directed price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
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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 Manager Mutual Fund
Manager Directed financial ratios help investors to determine whether Manager 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 Manager with respect to the benefits of owning Manager Directed security.
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