Toews Tactical Monument Fund Market Value
| THLGX Fund | USD 14.79 0.03 0.20% |
| Symbol | Toews |
Toews Tactical '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 Toews Tactical'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 Toews Tactical.
| 11/30/2025 |
| 12/30/2025 |
If you would invest 0.00 in Toews Tactical on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Toews Tactical Monument or generate 0.0% return on investment in Toews Tactical over 30 days. Toews Tactical is related to or competes with Goldman Sachs, Great West, Oppenheimer Gold, Invesco Gold, First Eagle, and Vy Goldman. The fund invests primarily in equity index futures contracts, as well as U.S More
Toews Tactical 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 Toews Tactical'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 Toews Tactical Monument upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.23 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 4.03 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 1.31 |
Toews Tactical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Toews Tactical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Toews Tactical's standard deviation. In reality, there are many statistical measures that can use Toews Tactical historical prices to predict the future Toews Tactical's volatility.| Risk Adjusted Performance | 0.0064 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0) |
Toews Tactical Monument Backtested Returns
Toews Tactical Monument owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0238, which indicates the fund had a -0.0238 % return per unit of risk over the last 3 months. Toews Tactical Monument exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Toews Tactical's Risk Adjusted Performance of 0.0064, coefficient of variation of 15087.06, and Semi Deviation of 0.9977 to confirm the risk estimate we provide. The entity has a beta of 0.87, which indicates possible diversification benefits within a given portfolio. Toews Tactical returns are very sensitive to returns on the market. As the market goes up or down, Toews Tactical is expected to follow.
Auto-correlation | 0.28 |
Poor predictability
Toews Tactical Monument has poor predictability. Overlapping area represents the amount of predictability between Toews Tactical time series from 30th of November 2025 to 15th of December 2025 and 15th of December 2025 to 30th of December 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 Toews Tactical Monument price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Toews Tactical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Toews Tactical Monument lagged returns against current returns
Autocorrelation, which is Toews Tactical 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 Toews Tactical's mutual fund expected returns. We can calculate the autocorrelation of Toews Tactical returns to help us make a trade decision. For example, suppose you find that Toews Tactical 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 |
Toews Tactical 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 Toews Tactical mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Toews Tactical mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Toews Tactical mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Toews Tactical Lagged Returns
When evaluating Toews Tactical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Toews Tactical mutual fund have on its future price. Toews Tactical 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, Toews Tactical autocorrelation shows the relationship between Toews Tactical mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Toews Tactical Monument.
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 Toews Mutual Fund
Toews Tactical financial ratios help investors to determine whether Toews 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 Toews with respect to the benefits of owning Toews Tactical security.
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