Mackenzie All Cap Fund Price on November 5, 2024
| MFC4644 Fund | 61.04 0.28 0.46% |
Below is the normalized historical share price chart for Mackenzie All Cap extending back to December 05, 2013. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Mackenzie All stands at 61.04, as last reported on the 11th of December 2024, with the highest price reaching 61.04 and the lowest price hitting 61.04 during the day.
If you're considering investing in Mackenzie Fund, it is important to understand the factors that can impact its price. Mackenzie All appears to be very steady, given 3 months investment horizon. Mackenzie All Cap has Sharpe Ratio of 0.25, which conveys that the entity had a 0.25% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Mackenzie All, which you can use to evaluate the volatility of the fund. Please exercise Mackenzie All's Downside Deviation of 0.9319, risk adjusted performance of 0.184, and Mean Deviation of 0.6801 to check out if our risk estimates are consistent with your expectations.
Mackenzie Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Mackenzie |
Sharpe Ratio = 0.2517
| Best Portfolio | Best Equity | |||
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Estimated Market Risk
| 0.93 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.23 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.25 actual daily | 19 81% of assets perform better |
Based on monthly moving average Mackenzie All is performing at about 19% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Mackenzie All by adding it to a well-diversified portfolio.
Mackenzie All Valuation on November 5, 2024
It is possible to determine the worth of Mackenzie All on a given historical date. On November 5, 2024 Mackenzie was worth 55.89 at the beginning of the trading date compared to the closed value of 55.89. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Mackenzie All fund. Still, in general, we apply an absolute valuation method to find Mackenzie All's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Mackenzie All where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Mackenzie All's related companies.
| Open | High | Low | Close | Volume | |
| 55.43 | 55.43 | 55.43 | 55.43 | 1.00 | |
11/05/2024 | 55.89 | 55.89 | 55.89 | 55.89 | 1.00 |
| 57.62 | 57.62 | 57.62 | 57.62 | 1.00 |
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Mackenzie All Trading Date Momentum on November 5, 2024
| On November 06 2024 Mackenzie All Cap was traded for 57.62 at the closing time. The highest price during the trading period was 57.62 and the lowest recorded bid was listed for 57.62 . There was no trading activity during the period 1.0. Lack of trading volume on November 6, 2024 contributed to the next trading day price jump. The trading delta at closing time to the next closing price was 3.10% . The trading delta at closing time to the current price is 3.67% . |
Price Boundaries
Mackenzie All Period Price Range
Low | December 11, 2024
| High |
0.00 | 0.00 |
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Mackenzie All December 11, 2024 Market Strength
Market strength indicators help investors to evaluate how Mackenzie All fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mackenzie All shares will generate the highest return on investment. By undertsting and applying Mackenzie All fund market strength indicators, traders can identify Mackenzie All Cap entry and exit signals to maximize returns
Mackenzie All Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Mackenzie All's price direction in advance. Along with the technical and fundamental analysis of Mackenzie Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Mackenzie to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.184 | |||
| Jensen Alpha | 0.1743 | |||
| Total Risk Alpha | 0.0764 | |||
| Sortino Ratio | 0.1167 | |||
| Treynor Ratio | 0.5229 |
| Cycle Indicators | ||
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
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