Delaware Floating Rate Fund Market Value
| DDFFX Fund | USD 7.96 0.01 0.13% |
| Symbol | Delaware |
Delaware Floating '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 Delaware Floating'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 Delaware Floating.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Delaware Floating on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Delaware Floating Rate or generate 0.0% return on investment in Delaware Floating over 90 days. Delaware Floating is related to or competes with Optimum Small, Optimum Small, Ivy Apollo, Optimum Fixed, Ivy Asset, Ivy Small, and Optimum International. The fund will invest at least 80 percent of its net assets, plus the amount of any borrowings for investment purposes, i... More
Delaware Floating 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 Delaware Floating'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 Delaware Floating Rate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.69) | |||
| Maximum Drawdown | 0.646 | |||
| Potential Upside | 0.2604 |
Delaware Floating Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Delaware Floating's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Delaware Floating's standard deviation. In reality, there are many statistical measures that can use Delaware Floating historical prices to predict the future Delaware Floating's volatility.| Risk Adjusted Performance | 0.321 | |||
| Jensen Alpha | 0.0437 | |||
| Total Risk Alpha | 0.025 | |||
| Treynor Ratio | 9.05 |
Delaware Floating Rate Backtested Returns
At this stage we consider Delaware Mutual Fund to be very steady. Delaware Floating Rate secures Sharpe Ratio (or Efficiency) of 0.4, which denotes the fund had a 0.4 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Delaware Floating Rate, which you can use to evaluate the volatility of the entity. Please confirm Delaware Floating's Standard Deviation of 0.1329, mean deviation of 0.089, and Variance of 0.0177 to check if the risk estimate we provide is consistent with the expected return of 0.0545%. The fund shows a Beta (market volatility) of 0.0049, which means not very significant fluctuations relative to the market. As returns on the market increase, Delaware Floating's returns are expected to increase less than the market. However, during the bear market, the loss of holding Delaware Floating is expected to be smaller as well.
Auto-correlation | 0.82 |
Very good predictability
Delaware Floating Rate has very good predictability. Overlapping area represents the amount of predictability between Delaware Floating time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Delaware Floating Rate price movement. The serial correlation of 0.82 indicates that around 82.0% of current Delaware Floating price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.94 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Delaware Floating Rate lagged returns against current returns
Autocorrelation, which is Delaware Floating 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 Delaware Floating's mutual fund expected returns. We can calculate the autocorrelation of Delaware Floating returns to help us make a trade decision. For example, suppose you find that Delaware Floating 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 |
Delaware Floating 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 Delaware Floating mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Delaware Floating mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Delaware Floating mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Delaware Floating Lagged Returns
When evaluating Delaware Floating's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Delaware Floating mutual fund have on its future price. Delaware Floating 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, Delaware Floating autocorrelation shows the relationship between Delaware Floating mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Delaware Floating Rate.
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 Delaware Mutual Fund
Delaware Floating financial ratios help investors to determine whether Delaware 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 Delaware with respect to the benefits of owning Delaware Floating security.
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