Al Frank Fund Market Value
| VALAX Fund | USD 32.19 0.17 0.53% |
| Symbol | VALAX |
Al Frank '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 Al Frank'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 Al Frank.
| 11/23/2025 |
| 02/21/2026 |
If you would invest 0.00 in Al Frank on November 23, 2025 and sell it all today you would earn a total of 0.00 from holding Al Frank Fund or generate 0.0% return on investment in Al Frank over 90 days. Al Frank is related to or competes with Prudential Jennison, and Fidelity New. Under normal market conditions, the Adviser selects equity securities that the adviser believes are out of favor and und... More
Al Frank 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 Al Frank'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 Al Frank Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9379 | |||
| Information Ratio | 0.1858 | |||
| Maximum Drawdown | 10.45 | |||
| Value At Risk | (1.34) | |||
| Potential Upside | 1.82 |
Al Frank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Al Frank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Al Frank's standard deviation. In reality, there are many statistical measures that can use Al Frank historical prices to predict the future Al Frank's volatility.| Risk Adjusted Performance | 0.1907 | |||
| Jensen Alpha | 0.3399 | |||
| Total Risk Alpha | 0.1993 | |||
| Sortino Ratio | 0.2733 | |||
| Treynor Ratio | (1.77) |
Al Frank February 21, 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 | 0.1907 | |||
| Market Risk Adjusted Performance | (1.76) | |||
| Mean Deviation | 0.8234 | |||
| Semi Deviation | 0.4218 | |||
| Downside Deviation | 0.9379 | |||
| Coefficient Of Variation | 409.48 | |||
| Standard Deviation | 1.38 | |||
| Variance | 1.9 | |||
| Information Ratio | 0.1858 | |||
| Jensen Alpha | 0.3399 | |||
| Total Risk Alpha | 0.1993 | |||
| Sortino Ratio | 0.2733 | |||
| Treynor Ratio | (1.77) | |||
| Maximum Drawdown | 10.45 | |||
| Value At Risk | (1.34) | |||
| Potential Upside | 1.82 | |||
| Downside Variance | 0.8796 | |||
| Semi Variance | 0.1779 | |||
| Expected Short fall | (0.93) | |||
| Skewness | 3.36 | |||
| Kurtosis | 19.65 |
Al Frank Fund Backtested Returns
Al Frank appears to be very steady, given 3 months investment horizon. Al Frank Fund retains Efficiency (Sharpe Ratio) of 0.27, which signifies that the fund had a 0.27 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Al Frank, which you can use to evaluate the volatility of the entity. Please makes use of Al Frank's Standard Deviation of 1.38, coefficient of variation of 409.48, and Market Risk Adjusted Performance of (1.76) to double-check if our risk estimates are consistent with your expectations. The fund owns a Beta (Systematic Risk) of -0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Al Frank are expected to decrease at a much lower rate. During the bear market, Al Frank is likely to outperform the market.
Auto-correlation | 0.72 |
Good predictability
Al Frank Fund has good predictability. Overlapping area represents the amount of predictability between Al Frank time series from 23rd of November 2025 to 7th of January 2026 and 7th of January 2026 to 21st 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 Al Frank Fund price movement. The serial correlation of 0.72 indicates that around 72.0% of current Al Frank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.51 |
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 VALAX Mutual Fund
Al Frank financial ratios help investors to determine whether VALAX 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 VALAX with respect to the benefits of owning Al Frank security.
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