Inflation Adjusted Bond Fund Market Value
| AIAVX Fund | USD 10.31 0.02 0.19% |
| Symbol | Inflation |
Inflation Adjusted '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 Inflation Adjusted'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 Inflation Adjusted.
| 11/20/2024 |
| 12/20/2024 |
If you would invest 0.00 in Inflation Adjusted on November 20, 2024 and sell it all today you would earn a total of 0.00 from holding Inflation Adjusted Bond Fund or generate 0.0% return on investment in Inflation Adjusted over 30 days. Inflation Adjusted is related to or competes with Mid Cap, Equity Growth, Income Growth, Diversified Bond, Emerging Markets, Short Term, and Value Fund. Under normal market conditions, the fund invests at least 80 percent of its net assets in inflation-adjusted bonds More
Inflation Adjusted 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 Inflation Adjusted'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 Inflation Adjusted Bond Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.32) | |||
| Maximum Drawdown | 2.27 | |||
| Value At Risk | (0.67) | |||
| Potential Upside | 0.3697 |
Inflation Adjusted Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inflation Adjusted's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inflation Adjusted's standard deviation. In reality, there are many statistical measures that can use Inflation Adjusted historical prices to predict the future Inflation Adjusted's volatility.| Risk Adjusted Performance | (0.19) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.1) | |||
| Treynor Ratio | (0.84) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Inflation Adjusted's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Inflation Adjusted Bond Backtested Returns
Inflation Adjusted Bond holds Efficiency (Sharpe) Ratio of -0.23, which attests that the entity had a -0.23% return per unit of risk over the last 3 months. Inflation Adjusted Bond exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Inflation Adjusted's Risk Adjusted Performance of (0.19), standard deviation of 0.3422, and Market Risk Adjusted Performance of (0.83) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.1, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Inflation Adjusted's returns are expected to increase less than the market. However, during the bear market, the loss of holding Inflation Adjusted is expected to be smaller as well.
Auto-correlation | -0.82 |
Excellent reverse predictability
Inflation Adjusted Bond Fund has excellent reverse predictability. Overlapping area represents the amount of predictability between Inflation Adjusted time series from 20th of November 2024 to 5th of December 2024 and 5th of December 2024 to 20th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Inflation Adjusted Bond price movement. The serial correlation of -0.82 indicates that around 82.0% of current Inflation Adjusted price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.95 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Inflation Adjusted Bond lagged returns against current returns
Autocorrelation, which is Inflation Adjusted mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Inflation Adjusted's mutual fund expected returns. We can calculate the autocorrelation of Inflation Adjusted returns to help us make a trade decision. For example, suppose you find that Inflation Adjusted has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Inflation Adjusted regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Inflation Adjusted mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inflation Adjusted mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inflation Adjusted mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Inflation Adjusted Lagged Returns
When evaluating Inflation Adjusted's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inflation Adjusted mutual fund have on its future price. Inflation Adjusted autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Inflation Adjusted autocorrelation shows the relationship between Inflation Adjusted mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Inflation Adjusted Bond Fund.
Regressed Prices |
| Timeline |
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 Inflation Mutual Fund
Inflation Adjusted financial ratios help investors to determine whether Inflation 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 Inflation with respect to the benefits of owning Inflation Adjusted security.
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