Lincoln Inflation Plus Fund Volatility
| LFTEX Fund | 11.23 0.17 1.49% |
At this stage we consider Lincoln Mutual Fund to be very steady. Lincoln Inflation Plus has Sharpe Ratio of 0.19, which conveys that the entity had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Lincoln Inflation, which you can use to evaluate the volatility of the fund. Please verify Lincoln Inflation's Mean Deviation of 0.4782, downside deviation of 0.849, and Risk Adjusted Performance of 0.1245 to check out if the risk estimate we provide is consistent with the expected return of 0.13%.
Lincoln |
Lincoln Inflation Mutual Fund volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Lincoln daily returns, and it is calculated using variance and standard deviation. We also use Lincoln's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Lincoln Inflation volatility.
Downward market volatility can be a perfect environment for investors who play the long game with Lincoln Inflation. They may decide to buy additional shares of Lincoln Inflation at lower prices to lower the average cost per share, thereby improving their portfolio's performance when markets normalize.
Moving together with Lincoln Mutual Fund
| 0.7 | VTSAX | Vanguard Total Stock | PairCorr |
| 0.65 | VFIAX | Vanguard 500 Index | PairCorr |
| 0.67 | VTSMX | Vanguard Total Stock | PairCorr |
| 0.67 | VITSX | Vanguard Total Stock | PairCorr |
| 0.7 | VSTSX | Vanguard Total Stock | PairCorr |
| 0.67 | VSMPX | Vanguard Total Stock | PairCorr |
| 0.92 | VTIAX | Vanguard Total Inter | PairCorr |
| 0.65 | VFINX | Vanguard 500 Index | PairCorr |
| 0.68 | VFFSX | Vanguard 500 Index | PairCorr |
| 0.84 | TLHHX | Tiaa Cref Lifecycle | PairCorr |
| 0.8 | AWTAX | Allianzgi Global Water | PairCorr |
| 0.76 | PEIQX | Equity Income | PairCorr |
| 0.84 | DRSVX | Foundry Partners Fun | PairCorr |
| 0.73 | VQNPX | Vanguard Growth And | PairCorr |
| 0.82 | RALAX | Growth Strategy | PairCorr |
| 0.73 | VGIAX | Vanguard Growth And | PairCorr |
| 0.83 | LAGIX | Ladenburg Aggressive | PairCorr |
| 0.9 | TCIEX | Tiaa Cref International | PairCorr |
| 0.81 | GACIX | Gabelli Small | PairCorr |
| 0.86 | JRTYX | Multi Index 2050 | PairCorr |
| 0.74 | PEUCX | Equity Income | PairCorr |
| 0.85 | NMHYX | Multi Manager High | PairCorr |
| 0.74 | SMDRX | Hartford Schroders | PairCorr |
| 0.76 | WSMDX | William Blair Small | PairCorr |
| 0.85 | AAOTX | American Funds 2065 | PairCorr |
| 0.74 | SAMHX | Ridgeworth Seix High | PairCorr |
| 0.72 | JVTAX | Janus Venture | PairCorr |
Lincoln Inflation Market Sensitivity And Downside Risk
Lincoln Inflation's beta coefficient measures the volatility of Lincoln mutual fund compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Lincoln mutual fund's returns against your selected market. In other words, Lincoln Inflation's beta of -0.0319 provides an investor with an approximation of how much risk Lincoln Inflation mutual fund can potentially add to one of your existing portfolios. Lincoln Inflation Plus has low volatility with Treynor Ratio of -3.32, Maximum Drawdown of 4.37 and kurtosis of 6.44. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Lincoln Inflation's mutual fund risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Lincoln Inflation's mutual fund price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Lincoln Inflation Plus Demand TrendCheck current 90 days Lincoln Inflation correlation with market (Dow Jones Industrial)Lincoln Inflation Volatility and Downside Risk
Lincoln standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Lincoln Inflation Plus Mutual Fund Volatility Analysis
Volatility refers to the frequency at which Lincoln Inflation fund price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Lincoln Inflation's price changes. Investors will then calculate the volatility of Lincoln Inflation's mutual fund to predict their future moves. A fund that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A mutual fund with relatively stable price changes has low volatility. A highly volatile fund is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Lincoln Inflation's volatility:
Historical Volatility
This type of fund volatility measures Lincoln Inflation's fluctuations based on previous trends. It's commonly used to predict Lincoln Inflation's future behavior based on its past. However, it cannot conclusively determine the future direction of the mutual fund.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Lincoln Inflation's current market price. This means that the fund will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Lincoln Inflation's to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Lincoln Inflation Plus Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Lincoln Inflation Projected Return Density Against Market
Assuming the 90 days horizon Lincoln Inflation Plus has a beta of -0.0319 . This indicates as returns on the benchmark increase, returns on holding Lincoln Inflation are expected to decrease at a much lower rate. During a bear market, however, Lincoln Inflation Plus is likely to outperform the market.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Lincoln Inflation or Lincoln sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Lincoln Inflation's price will be affected by overall mutual fund market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Lincoln fund's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Predicted Return Density |
| Returns |
What Drives a Lincoln Inflation Price Volatility?
Several factors can influence a fund's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Lincoln Inflation Mutual Fund Risk Measures
Assuming the 90 days horizon the coefficient of variation of Lincoln Inflation is 534.7. The daily returns are distributed with a variance of 0.5 and standard deviation of 0.71. The mean deviation of Lincoln Inflation Plus is currently at 0.51. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.73
α | Alpha over Dow Jones | 0.11 | |
β | Beta against Dow Jones | -0.03 | |
σ | Overall volatility | 0.71 | |
Ir | Information ratio | 0.09 |
Lincoln Inflation Mutual Fund Return Volatility
Lincoln Inflation historical daily return volatility represents how much of Lincoln Inflation fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 0.7065% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7511% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
Related Correlations Analysis
Risk-Adjusted Indicators
There is a big difference between Lincoln Mutual Fund performing well and Lincoln Inflation Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Lincoln Inflation's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| PRHSX | 0.94 | 0.27 | 0.31 | 0.65 | 0.39 | 1.83 | 15.40 | |||
| SWHFX | 0.68 | 0.18 | 0.22 | 0.46 | 0.37 | 2.04 | 4.68 | |||
| DLHIX | 0.88 | 0.22 | 0.25 | 0.36 | 0.51 | 2.07 | 7.47 | |||
| RYHCX | 0.67 | 0.09 | 0.11 | 0.19 | 0.52 | 2.09 | 4.49 | |||
| SUHIX | 0.74 | 0.12 | 0.16 | 0.19 | 0.50 | 2.15 | 6.73 | |||
| SCHLX | 0.75 | 0.13 | 0.16 | 0.20 | 0.49 | 2.15 | 7.09 | |||
| THISX | 1.18 | 0.49 | 0.56 | 2.58 | 0.00 | 1.97 | 15.36 | |||
| VGHCX | 0.66 | 0.10 | 0.11 | 0.24 | 0.56 | 1.94 | 4.26 |
Lincoln Inflation Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.75 and is 1.06 times more volatile than Lincoln Inflation Plus. 6 percent of all equities and portfolios are less risky than Lincoln Inflation. You can use Lincoln Inflation Plus to protect your portfolios against small market fluctuations. The mutual fund experiences a somewhat bearish sentiment, but the market may correct it shortly. Check odds of Lincoln Inflation to be traded at 10.89 in 90 days.Poor diversification
The correlation between Lincoln Inflation Plus and DJI is 0.71 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lincoln Inflation Plus and DJI in the same portfolio, assuming nothing else is changed.
Lincoln Inflation Additional Risk Indicators
The analysis of Lincoln Inflation's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Lincoln Inflation's investment and either accepting that risk or mitigating it. Along with some common measures of Lincoln Inflation mutual fund's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | 0.1245 | |||
| Market Risk Adjusted Performance | (3.31) | |||
| Mean Deviation | 0.4782 | |||
| Semi Deviation | 0.6026 | |||
| Downside Deviation | 0.849 | |||
| Coefficient Of Variation | 585.64 | |||
| Standard Deviation | 0.678 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential mutual funds, we recommend comparing similar funds with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Lincoln Inflation Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Lincoln Inflation as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Lincoln Inflation's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Lincoln Inflation's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Lincoln Inflation Plus.
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