Acr Multi Strategy Quality Fund Market Value
| MQRIX Fund | USD 15.84 0.02 0.13% |
| Symbol | Acr |
Acr Multi '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 Acr Multi'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 Acr Multi.
| 01/08/2023 |
| 12/28/2024 |
If you would invest 0.00 in Acr Multi on January 8, 2023 and sell it all today you would earn a total of 0.00 from holding Acr Multi Strategy Quality or generate 0.0% return on investment in Acr Multi over 720 days. Acr Multi is related to or competes with Qs Moderate, Eip Growth, Artisan Small, Ftfa Franklin, Praxis Growth, and T Rowe. The fund seeks to preserve capital during periods of economic decline More
Acr Multi 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 Acr Multi'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 Acr Multi Strategy Quality upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 4.6 | |||
| Value At Risk | (1.48) | |||
| Potential Upside | 1.3 |
Acr Multi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Acr Multi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acr Multi's standard deviation. In reality, there are many statistical measures that can use Acr Multi historical prices to predict the future Acr Multi's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (1.25) |
Acr Multi Strategy Backtested Returns
Acr Multi Strategy secures Sharpe Ratio (or Efficiency) of -0.14, which signifies that the fund had a -0.14% return per unit of risk over the last 3 months. Acr Multi Strategy Quality exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Acr Multi's Standard Deviation of 0.8754, risk adjusted performance of (0.08), and Mean Deviation of 0.6729 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.0786, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Acr Multi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Acr Multi is expected to be smaller as well.
Auto-correlation | 0.43 |
Average predictability
Acr Multi Strategy Quality has average predictability. Overlapping area represents the amount of predictability between Acr Multi time series from 8th of January 2023 to 3rd of January 2024 and 3rd of January 2024 to 28th 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 Acr Multi Strategy price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Acr Multi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.75 |
Acr Multi Strategy lagged returns against current returns
Autocorrelation, which is Acr Multi 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 Acr Multi's mutual fund expected returns. We can calculate the autocorrelation of Acr Multi returns to help us make a trade decision. For example, suppose you find that Acr Multi 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 |
Acr Multi 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 Acr Multi mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acr Multi mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acr Multi mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Acr Multi Lagged Returns
When evaluating Acr Multi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acr Multi mutual fund have on its future price. Acr Multi 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, Acr Multi autocorrelation shows the relationship between Acr Multi mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Acr Multi Strategy Quality.
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 Acr Mutual Fund
Acr Multi financial ratios help investors to determine whether Acr 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 Acr with respect to the benefits of owning Acr Multi security.
| Transaction History View history of all your transactions and understand their impact on performance | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments |