Index Plus Largecap Fund Market Value
| VIPAX Fund | USD 30.57 0.06 0.20% |
| Symbol | Index |
Index Plus '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 Index Plus' 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 Index Plus.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Index Plus on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Index Plus Largecap or generate 0.0% return on investment in Index Plus over 30 days. Index Plus is related to or competes with Barings High, Delaware Minnesota, Blackrock High, Needham Aggressive, Artisan High, Ab High, and Morningstar Aggressive. Under normal market conditions, the Portfolio invests at least 80 percent of its net assets in securities of large-capit... More
Index Plus 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 Index Plus' 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 Index Plus Largecap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9818 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.45 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.31 |
Index Plus Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Index Plus' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Index Plus' standard deviation. In reality, there are many statistical measures that can use Index Plus historical prices to predict the future Index Plus' volatility.| Risk Adjusted Performance | 0.0563 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0585 |
Index Plus Largecap Backtested Returns
At this stage we consider Index Mutual Fund to be very steady. Index Plus Largecap holds Efficiency (Sharpe) Ratio of 0.0788, which attests that the entity had a 0.0788 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Index Plus Largecap, which you can use to evaluate the volatility of the entity. Please check out Index Plus' Downside Deviation of 0.9818, market risk adjusted performance of 0.0685, and Risk Adjusted Performance of 0.0563 to validate if the risk estimate we provide is consistent with the expected return of 0.0636%. The fund retains a Market Volatility (i.e., Beta) of 0.89, which attests to possible diversification benefits within a given portfolio. Index Plus returns are very sensitive to returns on the market. As the market goes up or down, Index Plus is expected to follow.
Auto-correlation | 0.47 |
Average predictability
Index Plus Largecap has average predictability. Overlapping area represents the amount of predictability between Index Plus time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Index Plus Largecap price movement. The serial correlation of 0.47 indicates that about 47.0% of current Index Plus price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Index Plus Largecap lagged returns against current returns
Autocorrelation, which is Index Plus 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 Index Plus' mutual fund expected returns. We can calculate the autocorrelation of Index Plus returns to help us make a trade decision. For example, suppose you find that Index Plus 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 |
Index Plus 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 Index Plus mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Index Plus mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Index Plus mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Index Plus Lagged Returns
When evaluating Index Plus' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Index Plus mutual fund have on its future price. Index Plus 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, Index Plus autocorrelation shows the relationship between Index Plus mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Index Plus Largecap.
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 Index Mutual Fund
Index Plus financial ratios help investors to determine whether Index 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 Index with respect to the benefits of owning Index Plus security.
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