Ambrus Core Bond Fund Market Value
| TTRBX Fund | USD 9.97 0.02 0.20% |
| Symbol | Ambrus |
Ambrus Core '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 Ambrus Core'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 Ambrus Core.
| 08/30/2024 |
| 11/28/2024 |
If you would invest 0.00 in Ambrus Core on August 30, 2024 and sell it all today you would earn a total of 0.00 from holding Ambrus Core Bond or generate 0.0% return on investment in Ambrus Core over 90 days. Ambrus Core is related to or competes with Huber Capital, Lord Abbett, Jhancock Diversified, Aqr Diversified, and Harbor Diversified. More
Ambrus Core 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 Ambrus Core'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 Ambrus Core Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2131 | |||
| Information Ratio | (0.71) | |||
| Maximum Drawdown | 0.7006 | |||
| Value At Risk | (0.30) | |||
| Potential Upside | 0.3006 |
Ambrus Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ambrus Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ambrus Core's standard deviation. In reality, there are many statistical measures that can use Ambrus Core historical prices to predict the future Ambrus Core's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.58) | |||
| Treynor Ratio | (0.41) |
Ambrus Core Bond Backtested Returns
At this stage we consider Ambrus Mutual Fund to be very steady. Ambrus Core Bond secures Sharpe Ratio (or Efficiency) of 0.0098, which signifies that the fund had a 0.0098% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Ambrus Core Bond, which you can use to evaluate the volatility of the entity. Please confirm Ambrus Core's risk adjusted performance of (0.03), and Mean Deviation of 0.1334 to double-check if the risk estimate we provide is consistent with the expected return of 0.0017%. The fund shows a Beta (market volatility) of 0.02, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Ambrus Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ambrus Core is expected to be smaller as well.
Auto-correlation | -0.28 |
Weak reverse predictability
Ambrus Core Bond has weak reverse predictability. Overlapping area represents the amount of predictability between Ambrus Core time series from 30th of August 2024 to 14th of October 2024 and 14th of October 2024 to 28th 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 Ambrus Core Bond price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Ambrus Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ambrus Core Bond lagged returns against current returns
Autocorrelation, which is Ambrus Core 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 Ambrus Core's mutual fund expected returns. We can calculate the autocorrelation of Ambrus Core returns to help us make a trade decision. For example, suppose you find that Ambrus Core 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 |
Ambrus Core 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 Ambrus Core mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ambrus Core mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ambrus Core mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ambrus Core Lagged Returns
When evaluating Ambrus Core's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ambrus Core mutual fund have on its future price. Ambrus Core 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, Ambrus Core autocorrelation shows the relationship between Ambrus Core mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ambrus Core Bond.
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 Ambrus Mutual Fund
Ambrus Core financial ratios help investors to determine whether Ambrus 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 Ambrus with respect to the benefits of owning Ambrus Core security.
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