Abr 7525 Volatility Fund Market Value
| VOLJX Fund | USD 10.77 0.05 0.46% |
| Symbol | Abr |
Abr 75/25 '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 Abr 75/25'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 Abr 75/25.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in Abr 75/25 on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding Abr 7525 Volatility or generate 0.0% return on investment in Abr 75/25 over 90 days. Abr 75/25 is related to or competes with Royce Dividend, Gabelli Healthcare, Amg Renaissance, Williston Basin/mid-north, T Rowe, Hennessy Japan, and Dunham Monthly. The Adviser will, under normal market conditions, manage the funds assets so that seventy-five percent of its net assets are managed in accordance with the Advisers proprietary long volatility strategy, and the remaining twenty-five percent of its net assets are managed in accordance with the Advisers proprietary short volatility strategy. More
Abr 75/25 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 Abr 75/25'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 Abr 7525 Volatility upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9704 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 4.25 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.32 |
Abr 75/25 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Abr 75/25's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Abr 75/25's standard deviation. In reality, there are many statistical measures that can use Abr 75/25 historical prices to predict the future Abr 75/25's volatility.| Risk Adjusted Performance | 0.0267 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0212 |
Abr 75/25 January 31, 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 | 0.0267 | |||
| Market Risk Adjusted Performance | 0.0312 | |||
| Mean Deviation | 0.5741 | |||
| Semi Deviation | 0.8543 | |||
| Downside Deviation | 0.9704 | |||
| Coefficient Of Variation | 2821.77 | |||
| Standard Deviation | 0.8084 | |||
| Variance | 0.6535 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0212 | |||
| Maximum Drawdown | 4.25 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.32 | |||
| Downside Variance | 0.9417 | |||
| Semi Variance | 0.7299 | |||
| Expected Short fall | (0.59) | |||
| Skewness | (0.63) | |||
| Kurtosis | 1.34 |
Abr 7525 Volatility Backtested Returns
At this stage we consider Abr Mutual Fund to be very steady. Abr 7525 Volatility secures Sharpe Ratio (or Efficiency) of 0.0264, which signifies that the fund had a 0.0264 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Abr 7525 Volatility, which you can use to evaluate the volatility of the entity. Please confirm Abr 75/25's Mean Deviation of 0.5741, risk adjusted performance of 0.0267, and Downside Deviation of 0.9704 to double-check if the risk estimate we provide is consistent with the expected return of 0.0217%. The fund shows a Beta (market volatility) of 0.88, which signifies possible diversification benefits within a given portfolio. Abr 75/25 returns are very sensitive to returns on the market. As the market goes up or down, Abr 75/25 is expected to follow.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Abr 7525 Volatility has insignificant reverse predictability. Overlapping area represents the amount of predictability between Abr 75/25 time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st of January 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 Abr 7525 Volatility price movement. The serial correlation of -0.19 indicates that over 19.0% of current Abr 75/25 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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 Abr Mutual Fund
Abr 75/25 financial ratios help investors to determine whether Abr 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 Abr with respect to the benefits of owning Abr 75/25 security.
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