Aambahl Gaynor Income Fund Market Value
| AFYCX Fund | USD 25.82 0.16 0.62% |
| Symbol | Aambahl |
Aambahl Gaynor '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 Aambahl Gaynor'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 Aambahl Gaynor.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in Aambahl Gaynor on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Aambahl Gaynor Income or generate 0.0% return on investment in Aambahl Gaynor over 90 days. Aambahl Gaynor is related to or competes with Aqr Small, Glg Intl, Principal Lifetime, Harbor International, United Kingdom, Eagle Small, and Needham Small. Under normal market conditions, the fund invests at least 80 percent of its assets plus borrowings for investment purpos... More
Aambahl Gaynor 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 Aambahl Gaynor'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 Aambahl Gaynor Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7617 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 3.47 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 1.59 |
Aambahl Gaynor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aambahl Gaynor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aambahl Gaynor's standard deviation. In reality, there are many statistical measures that can use Aambahl Gaynor historical prices to predict the future Aambahl Gaynor's volatility.| Risk Adjusted Performance | 0.2001 | |||
| Jensen Alpha | 0.1989 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0.78) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Aambahl Gaynor'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.
Aambahl Gaynor Income Backtested Returns
At this stage we consider Aambahl Mutual Fund to be very steady. Aambahl Gaynor Income secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the fund had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Aambahl Gaynor Income, which you can use to evaluate the volatility of the entity. Please confirm Aambahl Gaynor's Risk Adjusted Performance of 0.2001, downside deviation of 0.7617, and Mean Deviation of 0.5499 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. The fund shows a Beta (market volatility) of -0.2, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Aambahl Gaynor are expected to decrease at a much lower rate. During the bear market, Aambahl Gaynor is likely to outperform the market.
Auto-correlation | 0.89 |
Very good predictability
Aambahl Gaynor Income has very good predictability. Overlapping area represents the amount of predictability between Aambahl Gaynor time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Aambahl Gaynor Income price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Aambahl Gaynor price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Aambahl Gaynor Income lagged returns against current returns
Autocorrelation, which is Aambahl Gaynor 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 Aambahl Gaynor's mutual fund expected returns. We can calculate the autocorrelation of Aambahl Gaynor returns to help us make a trade decision. For example, suppose you find that Aambahl Gaynor 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 |
Aambahl Gaynor 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 Aambahl Gaynor mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aambahl Gaynor mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aambahl Gaynor mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Aambahl Gaynor Lagged Returns
When evaluating Aambahl Gaynor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aambahl Gaynor mutual fund have on its future price. Aambahl Gaynor 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, Aambahl Gaynor autocorrelation shows the relationship between Aambahl Gaynor mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Aambahl Gaynor Income.
Regressed Prices |
| Timeline |
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Other Information on Investing in Aambahl Mutual Fund
Aambahl Gaynor financial ratios help investors to determine whether Aambahl 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 Aambahl with respect to the benefits of owning Aambahl Gaynor security.
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