Standpoint Multi Asset Fund Market Value
| BLNDX Fund | USD 13.30 0.06 0.45% |
| Symbol | Standpoint |
Standpoint Multi-asset '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 Standpoint Multi-asset'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 Standpoint Multi-asset.
| 04/17/2025 |
| 07/16/2025 |
If you would invest 0.00 in Standpoint Multi-asset on April 17, 2025 and sell it all today you would earn a total of 0.00 from holding Standpoint Multi Asset or generate 0.0% return on investment in Standpoint Multi-asset over 90 days. Standpoint Multi-asset is related to or competes with Goehring Rozencwajg, Firsthand Alternative, Blackrock All-cap, Invesco Energy, Global Resources, and Energy Basic. The Adviser pursues these returns by allocating the funds assets using an All-Weather strategy More
Standpoint Multi-asset 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 Standpoint Multi-asset'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 Standpoint Multi Asset upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6966 | |||
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 3.28 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 1.0 |
Standpoint Multi-asset Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Standpoint Multi-asset's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Standpoint Multi-asset's standard deviation. In reality, there are many statistical measures that can use Standpoint Multi-asset historical prices to predict the future Standpoint Multi-asset's volatility.| Risk Adjusted Performance | 0.1073 | |||
| Jensen Alpha | 0.0314 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.2532 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Standpoint Multi-asset'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.
Standpoint Multi Asset Backtested Returns
At this stage we consider Standpoint Mutual Fund to be very steady. Standpoint Multi Asset owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the fund had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Standpoint Multi Asset, which you can use to evaluate the volatility of the fund. Please validate Standpoint Multi-asset's Risk Adjusted Performance of 0.1073, coefficient of variation of 881.87, and Semi Deviation of 0.5751 to confirm if the risk estimate we provide is consistent with the expected return of 0.0922%. The entity has a beta of 0.23, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Standpoint Multi-asset's returns are expected to increase less than the market. However, during the bear market, the loss of holding Standpoint Multi-asset is expected to be smaller as well.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Standpoint Multi Asset has insignificant reverse predictability. Overlapping area represents the amount of predictability between Standpoint Multi-asset time series from 17th of April 2025 to 1st of June 2025 and 1st of June 2025 to 16th 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 Standpoint Multi Asset price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Standpoint Multi-asset price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Standpoint Multi Asset lagged returns against current returns
Autocorrelation, which is Standpoint Multi-asset 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 Standpoint Multi-asset's mutual fund expected returns. We can calculate the autocorrelation of Standpoint Multi-asset returns to help us make a trade decision. For example, suppose you find that Standpoint Multi-asset 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 |
Standpoint Multi-asset 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 Standpoint Multi-asset mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Standpoint Multi-asset mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Standpoint Multi-asset mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Standpoint Multi-asset Lagged Returns
When evaluating Standpoint Multi-asset's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Standpoint Multi-asset mutual fund have on its future price. Standpoint Multi-asset 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, Standpoint Multi-asset autocorrelation shows the relationship between Standpoint Multi-asset mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Standpoint Multi Asset.
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 Standpoint Mutual Fund
Standpoint Multi-asset financial ratios help investors to determine whether Standpoint 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 Standpoint with respect to the benefits of owning Standpoint Multi-asset security.
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