Inflation Linked Fixed Income Fund Market Value
| TILUX Fund | USD 8.22 0.05 0.61% |
| Symbol | Inflation-linked |
Inflation-linked '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 Inflation-linked'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 Inflation-linked.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Inflation-linked on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Inflation Linked Fixed Income or generate 0.0% return on investment in Inflation-linked over 510 days. Inflation-linked is related to or competes with Emerging Markets, Global Fixed, Global Fixed, Global Fixed, Global Core, Global Core, and Global Concentrated. Under normal market conditions, the fund will invest at least 80 percent of its net assets in fixed income securities More
Inflation-linked 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 Inflation-linked'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 Inflation Linked Fixed Income upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.50) | |||
| Maximum Drawdown | 1.2 | |||
| Value At Risk | (0.49) | |||
| Potential Upside | 0.3597 |
Inflation-linked Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inflation-linked's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inflation-linked's standard deviation. In reality, there are many statistical measures that can use Inflation-linked historical prices to predict the future Inflation-linked's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (1.06) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Inflation-linked'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.
Inflation Linked Fixed Backtested Returns
Inflation Linked Fixed holds Efficiency (Sharpe) Ratio of -0.0388, which attests that the entity had a -0.0388% return per unit of risk over the last 3 months. Inflation Linked Fixed exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Inflation-linked's Standard Deviation of 0.2793, market risk adjusted performance of (1.05), and Risk Adjusted Performance of (0.05) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.0195, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Inflation-linked's returns are expected to increase less than the market. However, during the bear market, the loss of holding Inflation-linked is expected to be smaller as well.
Auto-correlation | 0.47 |
Average predictability
Inflation Linked Fixed Income has average predictability. Overlapping area represents the amount of predictability between Inflation-linked time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Inflation Linked Fixed price movement. The serial correlation of 0.47 indicates that about 47.0% of current Inflation-linked price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Inflation Linked Fixed lagged returns against current returns
Autocorrelation, which is Inflation-linked 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 Inflation-linked's mutual fund expected returns. We can calculate the autocorrelation of Inflation-linked returns to help us make a trade decision. For example, suppose you find that Inflation-linked 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 |
Inflation-linked 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 Inflation-linked mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inflation-linked mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inflation-linked mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Inflation-linked Lagged Returns
When evaluating Inflation-linked's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inflation-linked mutual fund have on its future price. Inflation-linked 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, Inflation-linked autocorrelation shows the relationship between Inflation-linked mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Inflation Linked Fixed Income.
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 Inflation-linked Mutual Fund
Inflation-linked financial ratios help investors to determine whether Inflation-linked 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 Inflation-linked with respect to the benefits of owning Inflation-linked security.
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