Toews Tactical Defensive Fund Market Value
| TTDAX Fund | USD 10.88 0.01 0.09% |
| 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.
| 07/28/2024 |
| 01/19/2026 |
If you would invest 0.00 in Toews Tactical on July 28, 2024 and sell it all today you would earn a total of 0.00 from holding Toews Tactical Defensive or generate 0.0% return on investment in Toews Tactical over 540 days. Toews Tactical is related to or competes with James Small, Doubleline Strategic, Simt Mid, Simt Mid, Simt Mid, American Beacon, and Guggenheim Large. The funds adviser seeks to achieve the funds investment objective by investing primarily in derivative instruments inclu... 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 Defensive upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.823 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 3.35 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 1.05 |
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 | 0.0682 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0777 |
Toews Tactical Defensive Backtested Returns
At this stage we consider Toews Mutual Fund to be very steady. Toews Tactical Defensive owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0748, which indicates the fund had a 0.0748 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Toews Tactical Defensive, which you can use to evaluate the volatility of the fund. Please validate Toews Tactical's Risk Adjusted Performance of 0.0682, coefficient of variation of 1015.22, and Semi Deviation of 0.6834 to confirm if the risk estimate we provide is consistent with the expected return of 0.0521%. The entity has a beta of 0.74, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Toews Tactical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Toews Tactical is expected to be smaller as well.
Auto-correlation | -0.57 |
Good reverse predictability
Toews Tactical Defensive has good reverse predictability. Overlapping area represents the amount of predictability between Toews Tactical time series from 28th of July 2024 to 24th of April 2025 and 24th of April 2025 to 19th 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 Toews Tactical Defensive price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Toews Tactical price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
Toews Tactical Defensive 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 Defensive.
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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