Fundo De (Brazil) Market Value
| VTPL11 Fund | 65.90 0.00 0.00% |
| Symbol | Fundo |
Fundo De '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 Fundo De's 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 Fundo De.
| 11/23/2025 |
| 02/21/2026 |
If you would invest 0.00 in Fundo De on November 23, 2025 and sell it all today you would earn a total of 0.00 from holding Fundo De Investimento or generate 0.0% return on investment in Fundo De over 90 days.
Fundo De 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 Fundo De's 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 Fundo De Investimento upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 1.15 |
Fundo De Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fundo De's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fundo De's standard deviation. In reality, there are many statistical measures that can use Fundo De historical prices to predict the future Fundo De's volatility.| Risk Adjusted Performance | 0.1004 | |||
| Jensen Alpha | 0.0214 | |||
| Total Risk Alpha | 0.0047 | |||
| Treynor Ratio | (15.21) |
Fundo De 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 | 0.1004 | |||
| Market Risk Adjusted Performance | (15.20) | |||
| Mean Deviation | 0.0607 | |||
| Coefficient Of Variation | 573.89 | |||
| Standard Deviation | 0.1796 | |||
| Variance | 0.0322 | |||
| Information Ratio | (0.27) | |||
| Jensen Alpha | 0.0214 | |||
| Total Risk Alpha | 0.0047 | |||
| Treynor Ratio | (15.21) | |||
| Maximum Drawdown | 1.15 | |||
| Skewness | 5.73 | |||
| Kurtosis | 32.23 |
Fundo De Investimento Backtested Returns
At this point, Fundo De is very steady. Fundo De Investimento secures Sharpe Ratio (or Efficiency) of 0.18, which denotes the fund had a 0.18 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Fundo De Investimento, which you can use to evaluate the volatility of the entity. Please confirm Fundo De's Variance of 0.0322, mean deviation of 0.0607, and Standard Deviation of 0.1796 to check if the risk estimate we provide is consistent with the expected return of 0.035%. The fund shows a Beta (market volatility) of -0.0014, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fundo De are expected to decrease at a much lower rate. During the bear market, Fundo De is likely to outperform the market.
Auto-correlation | 0.51 |
Modest predictability
Fundo De Investimento has modest predictability. Overlapping area represents the amount of predictability between Fundo De 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 Fundo De Investimento price movement. The serial correlation of 0.51 indicates that about 51.0% of current Fundo De price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
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.| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital |