Utilities Ultrasector Profund Fund Market Value
| UTPIX Fund | USD 94.31 0.48 0.51% |
| Symbol | Utilities |
Utilities Ultrasector '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 Utilities Ultrasector'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 Utilities Ultrasector.
| 11/28/2025 |
| 02/26/2026 |
If you would invest 0.00 in Utilities Ultrasector on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Utilities Ultrasector Profund or generate 0.0% return on investment in Utilities Ultrasector over 90 days. Utilities Ultrasector is related to or competes with Short Real, Short Real, Ultrashort Mid-cap, Ultrashort Mid-cap, Technology Ultrasector, Technology Ultrasector, and Large Cap. The fund invests in financial instruments that the fund Advisors believes, in combination, should produce daily returns ... More
Utilities Ultrasector 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 Utilities Ultrasector'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 Utilities Ultrasector Profund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.67 | |||
| Information Ratio | 0.0359 | |||
| Maximum Drawdown | 6.69 | |||
| Value At Risk | (2.32) | |||
| Potential Upside | 2.23 |
Utilities Ultrasector Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Utilities Ultrasector's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Utilities Ultrasector's standard deviation. In reality, there are many statistical measures that can use Utilities Ultrasector historical prices to predict the future Utilities Ultrasector's volatility.| Risk Adjusted Performance | 0.0891 | |||
| Jensen Alpha | 0.1418 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0319 | |||
| Treynor Ratio | 1.44 |
Utilities Ultrasector February 26, 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 | 0.0891 | |||
| Market Risk Adjusted Performance | 1.45 | |||
| Mean Deviation | 1.12 | |||
| Semi Deviation | 1.44 | |||
| Downside Deviation | 1.67 | |||
| Coefficient Of Variation | 914.06 | |||
| Standard Deviation | 1.48 | |||
| Variance | 2.2 | |||
| Information Ratio | 0.0359 | |||
| Jensen Alpha | 0.1418 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0319 | |||
| Treynor Ratio | 1.44 | |||
| Maximum Drawdown | 6.69 | |||
| Value At Risk | (2.32) | |||
| Potential Upside | 2.23 | |||
| Downside Variance | 2.79 | |||
| Semi Variance | 2.08 | |||
| Expected Short fall | (1.13) | |||
| Skewness | (0.53) | |||
| Kurtosis | 1.37 |
Utilities Ultrasector Backtested Returns
At this stage we consider Utilities Mutual Fund to be very steady. Utilities Ultrasector owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0789, which indicates the fund had a 0.0789 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Utilities Ultrasector Profund, which you can use to evaluate the volatility of the fund. Please validate Utilities Ultrasector's Coefficient Of Variation of 914.06, semi deviation of 1.44, and Risk Adjusted Performance of 0.0891 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. The entity has a beta of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Utilities Ultrasector's returns are expected to increase less than the market. However, during the bear market, the loss of holding Utilities Ultrasector is expected to be smaller as well.
Auto-correlation | -0.34 |
Poor reverse predictability
Utilities Ultrasector Profund has poor reverse predictability. Overlapping area represents the amount of predictability between Utilities Ultrasector time series from 28th of November 2025 to 12th of January 2026 and 12th of January 2026 to 26th 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 Utilities Ultrasector price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Utilities Ultrasector price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 16.34 |
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 Utilities Mutual Fund
Utilities Ultrasector financial ratios help investors to determine whether Utilities 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 Utilities with respect to the benefits of owning Utilities Ultrasector security.
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