Bbh Limited Duration Fund Market Value
| BBBMX Fund | USD 10.44 0.01 0.1% |
| Symbol | BBH |
Bbh Limited '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 Bbh Limited'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 Bbh Limited.
| 12/01/2022 |
| 09/21/2024 |
If you would invest 0.00 in Bbh Limited on December 1, 2022 and sell it all today you would earn a total of 0.00 from holding Bbh Limited Duration or generate 0.0% return on investment in Bbh Limited over 660 days. Bbh Limited is related to or competes with Bbh Limited, Morningstar Unconstrained, Thrivent High, Via Renewables, T Rowe, 70082LAB3, and Sitka Gold. The fund seeks to achieve its investment objective by investing in a well-diversified portfolio of fixed income instrume... More
Bbh Limited 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 Bbh Limited'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 Bbh Limited Duration upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.83) | |||
| Maximum Drawdown | 0.6803 | |||
| Value At Risk | (0.1) | |||
| Potential Upside | 0.0977 |
Bbh Limited Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bbh Limited's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bbh Limited's standard deviation. In reality, there are many statistical measures that can use Bbh Limited historical prices to predict the future Bbh Limited's volatility.| Risk Adjusted Performance | 0.2009 | |||
| Jensen Alpha | 0.0309 | |||
| Total Risk Alpha | 0.0102 | |||
| Treynor Ratio | (0.52) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bbh Limited'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.
Bbh Limited Duration Backtested Returns
At this stage we consider BBH Mutual Fund to be very steady. Bbh Limited Duration secures Sharpe Ratio (or Efficiency) of 0.34, which signifies that the fund had a 0.34% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Bbh Limited Duration, which you can use to evaluate the volatility of the entity. Please confirm Bbh Limited's Standard Deviation of 0.1073, mean deviation of 0.066, and Risk Adjusted Performance of 0.2009 to double-check if the risk estimate we provide is consistent with the expected return of 0.037%. The fund shows a Beta (market volatility) of -0.0486, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bbh Limited are expected to decrease at a much lower rate. During the bear market, Bbh Limited is likely to outperform the market.
Auto-correlation | 0.99 |
Perfect predictability
Bbh Limited Duration has perfect predictability. Overlapping area represents the amount of predictability between Bbh Limited time series from 1st of December 2022 to 27th of October 2023 and 27th of October 2023 to 21st of September 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 Bbh Limited Duration price movement. The serial correlation of 0.99 indicates that 99.0% of current Bbh Limited price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.99 | |
| Spearman Rank Test | 0.99 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Bbh Limited Duration lagged returns against current returns
Autocorrelation, which is Bbh Limited 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 Bbh Limited's mutual fund expected returns. We can calculate the autocorrelation of Bbh Limited returns to help us make a trade decision. For example, suppose you find that Bbh Limited 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 |
Bbh Limited 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 Bbh Limited mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bbh Limited mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bbh Limited mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Bbh Limited Lagged Returns
When evaluating Bbh Limited's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bbh Limited mutual fund have on its future price. Bbh Limited 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, Bbh Limited autocorrelation shows the relationship between Bbh Limited mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Bbh Limited Duration.
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 BBH Mutual Fund
Bbh Limited financial ratios help investors to determine whether BBH 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 BBH with respect to the benefits of owning Bbh Limited security.
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