Wilmington Large Cap Strategy Fund Market Value
| WMLIX Fund | USD 33.39 0.24 0.72% |
| Symbol | Wilmington |
Wilmington Large-cap '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 Wilmington Large-cap'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 Wilmington Large-cap.
| 12/05/2025 |
| 03/05/2026 |
If you would invest 0.00 in Wilmington Large-cap on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding Wilmington Large Cap Strategy or generate 0.0% return on investment in Wilmington Large-cap over 90 days. Wilmington Large-cap is related to or competes with Small Company, Small Company, Prudential Jennison, Schwab Target, Putnam Research, Ivy Small, and American Beacon. Under normal circumstances, the fund invests at least 80 percent of the value of its net assets in a diversified portfol... More
Wilmington Large-cap 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 Wilmington Large-cap'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 Wilmington Large Cap Strategy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7284 | |||
| Information Ratio | 0.0971 | |||
| Maximum Drawdown | 14.86 | |||
| Value At Risk | (1.13) | |||
| Potential Upside | 0.8825 |
Wilmington Large-cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wilmington Large-cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wilmington Large-cap's standard deviation. In reality, there are many statistical measures that can use Wilmington Large-cap historical prices to predict the future Wilmington Large-cap's volatility.| Risk Adjusted Performance | 0.0979 | |||
| Jensen Alpha | 0.16 | |||
| Total Risk Alpha | 0.1231 | |||
| Sortino Ratio | 0.2295 | |||
| Treynor Ratio | 0.1665 |
Wilmington Large-cap March 5, 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 | 0.0979 | |||
| Market Risk Adjusted Performance | 0.1765 | |||
| Mean Deviation | 0.72 | |||
| Semi Deviation | 0.4418 | |||
| Downside Deviation | 0.7284 | |||
| Coefficient Of Variation | 814.84 | |||
| Standard Deviation | 1.72 | |||
| Variance | 2.96 | |||
| Information Ratio | 0.0971 | |||
| Jensen Alpha | 0.16 | |||
| Total Risk Alpha | 0.1231 | |||
| Sortino Ratio | 0.2295 | |||
| Treynor Ratio | 0.1665 | |||
| Maximum Drawdown | 14.86 | |||
| Value At Risk | (1.13) | |||
| Potential Upside | 0.8825 | |||
| Downside Variance | 0.5306 | |||
| Semi Variance | 0.1952 | |||
| Expected Short fall | (0.89) | |||
| Skewness | 6.24 | |||
| Kurtosis | 46.36 |
Wilmington Large Cap Backtested Returns
Wilmington Large-cap appears to be very steady, given 3 months investment horizon. Wilmington Large Cap shows Sharpe Ratio of 0.12, which attests that the fund had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Wilmington Large Cap, which you can use to evaluate the volatility of the fund. Please utilize Wilmington Large-cap's Market Risk Adjusted Performance of 0.1765, mean deviation of 0.72, and Downside Deviation of 0.7284 to validate if our risk estimates are consistent with your expectations. The entity maintains a market beta of 1.21, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Wilmington Large-cap will likely underperform.
Auto-correlation | 0.10 |
Insignificant predictability
Wilmington Large Cap Strategy has insignificant predictability. Overlapping area represents the amount of predictability between Wilmington Large-cap time series from 5th of December 2025 to 19th of January 2026 and 19th of January 2026 to 5th of March 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 Wilmington Large Cap price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Wilmington Large-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
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 Wilmington Mutual Fund
Wilmington Large-cap financial ratios help investors to determine whether Wilmington 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 Wilmington with respect to the benefits of owning Wilmington Large-cap security.
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