Amg Yacktman Focused Fund Market Value
| YAFIX Fund | USD 20.83 0.07 0.33% |
| Symbol | Amg |
Amg Yacktman '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 Amg Yacktman'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 Amg Yacktman.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Amg Yacktman on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Amg Yacktman Focused or generate 0.0% return on investment in Amg Yacktman over 90 days. Amg Yacktman is related to or competes with Amg Yacktman, American Funds, Aberdeen Income, Columbia Select, Pimco Corporate, Fidelity Advisor, and Balanced Fund. The fund invests primarily in domestic and foreign equity securities More
Amg Yacktman 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 Amg Yacktman'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 Amg Yacktman Focused upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6889 | |||
| Information Ratio | 0.2016 | |||
| Maximum Drawdown | 14.14 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 1.29 |
Amg Yacktman Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amg Yacktman's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amg Yacktman's standard deviation. In reality, there are many statistical measures that can use Amg Yacktman historical prices to predict the future Amg Yacktman's volatility.| Risk Adjusted Performance | 0.198 | |||
| Jensen Alpha | 0.431 | |||
| Total Risk Alpha | 0.2261 | |||
| Sortino Ratio | 0.5201 | |||
| Treynor Ratio | 2.0 |
Amg Yacktman January 23, 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 | 0.198 | |||
| Market Risk Adjusted Performance | 2.01 | |||
| Mean Deviation | 0.7688 | |||
| Downside Deviation | 0.6889 | |||
| Coefficient Of Variation | 384.34 | |||
| Standard Deviation | 1.78 | |||
| Variance | 3.16 | |||
| Information Ratio | 0.2016 | |||
| Jensen Alpha | 0.431 | |||
| Total Risk Alpha | 0.2261 | |||
| Sortino Ratio | 0.5201 | |||
| Treynor Ratio | 2.0 | |||
| Maximum Drawdown | 14.14 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 1.29 | |||
| Downside Variance | 0.4746 | |||
| Semi Variance | (0.19) | |||
| Expected Short fall | (0.98) | |||
| Skewness | 6.08 | |||
| Kurtosis | 44.5 |
Amg Yacktman Focused Backtested Returns
Amg Yacktman appears to be very steady, given 3 months investment horizon. Amg Yacktman Focused secures Sharpe Ratio (or Efficiency) of 0.25, which signifies that the fund had a 0.25 % return per unit of standard deviation over the last 3 months. We have found twenty-five technical indicators for Amg Yacktman Focused, which you can use to evaluate the volatility of the entity. Please makes use of Amg Yacktman's mean deviation of 0.7688, and Risk Adjusted Performance of 0.198 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Amg Yacktman's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amg Yacktman is expected to be smaller as well.
Auto-correlation | -0.04 |
Very weak reverse predictability
Amg Yacktman Focused has very weak reverse predictability. Overlapping area represents the amount of predictability between Amg Yacktman time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd 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 Amg Yacktman Focused price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Amg Yacktman price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 1.93 |
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 Amg Mutual Fund
Amg Yacktman financial ratios help investors to determine whether Amg 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 Amg with respect to the benefits of owning Amg Yacktman security.
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