Ultramid Cap Profund Ultramid Cap Fund Market Value
| UMPIX Fund | USD 75.73 0.26 0.34% |
| Symbol | Ultramid |
Ultramid Cap '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 Ultramid Cap'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 Ultramid Cap.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Ultramid Cap on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding Ultramid Cap Profund Ultramid Cap or generate 0.0% return on investment in Ultramid Cap over 90 days. Ultramid Cap is related to or competes with BlackRock Long, Western Asset, Neuberger Berman, Bancroft Fund, Clifford Capital, Saat Market, and Biotechnology Ultrasector. The fund invests in financial instruments that the fund Advisors believes, in combination, should produce daily returns ... More
Ultramid Cap 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 Ultramid Cap'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 Ultramid Cap Profund Ultramid Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.72 | |||
| Information Ratio | 0.0585 | |||
| Maximum Drawdown | 7.52 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 3.52 |
Ultramid Cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ultramid Cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ultramid Cap's standard deviation. In reality, there are many statistical measures that can use Ultramid Cap historical prices to predict the future Ultramid Cap's volatility.| Risk Adjusted Performance | 0.0716 | |||
| Jensen Alpha | 0.0638 | |||
| Total Risk Alpha | 0.0388 | |||
| Sortino Ratio | 0.061 | |||
| Treynor Ratio | 0.0794 |
Ultramid Cap February 3, 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 | 0.0716 | |||
| Market Risk Adjusted Performance | 0.0894 | |||
| Mean Deviation | 1.37 | |||
| Semi Deviation | 1.49 | |||
| Downside Deviation | 1.72 | |||
| Coefficient Of Variation | 1115.51 | |||
| Standard Deviation | 1.79 | |||
| Variance | 3.21 | |||
| Information Ratio | 0.0585 | |||
| Jensen Alpha | 0.0638 | |||
| Total Risk Alpha | 0.0388 | |||
| Sortino Ratio | 0.061 | |||
| Treynor Ratio | 0.0794 | |||
| Maximum Drawdown | 7.52 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 3.52 | |||
| Downside Variance | 2.96 | |||
| Semi Variance | 2.22 | |||
| Expected Short fall | (1.52) | |||
| Skewness | 0.1517 | |||
| Kurtosis | 0.0747 |
Ultramid Cap Profund Backtested Returns
Ultramid Cap appears to be very steady, given 3 months investment horizon. Ultramid Cap Profund owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the fund had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Ultramid Cap Profund Ultramid Cap, which you can use to evaluate the volatility of the fund. Please review Ultramid Cap's Semi Deviation of 1.49, coefficient of variation of 1115.51, and Risk Adjusted Performance of 0.0716 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.9, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Ultramid Cap will likely underperform.
Auto-correlation | 0.44 |
Average predictability
Ultramid Cap Profund Ultramid Cap has average predictability. Overlapping area represents the amount of predictability between Ultramid Cap time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd of February 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 Ultramid Cap Profund price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Ultramid Cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 5.91 |
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 Ultramid Mutual Fund
Ultramid Cap financial ratios help investors to determine whether Ultramid 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 Ultramid with respect to the benefits of owning Ultramid Cap security.
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