Quantitative Longshort Equity Fund Market Value
| GTLSX Fund | USD 13.84 0.06 0.44% |
| Symbol | Quantitative |
Quantitative Longshort '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 Quantitative Longshort'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 Quantitative Longshort.
| 05/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in Quantitative Longshort on May 28, 2025 and sell it all today you would earn a total of 0.00 from holding Quantitative Longshort Equity or generate 0.0% return on investment in Quantitative Longshort over 60 days. Quantitative Longshort is related to or competes with Qs Large, Ips Strategic, and T Rowe. The fund normally invests at least 80 percent of the value of its net assets in long and short positions with respect to... More
Quantitative Longshort 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 Quantitative Longshort'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 Quantitative Longshort Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3862 | |||
| Information Ratio | (0.34) | |||
| Maximum Drawdown | 2.13 | |||
| Value At Risk | (0.51) | |||
| Potential Upside | 0.7908 |
Quantitative Longshort Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quantitative Longshort's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quantitative Longshort's standard deviation. In reality, there are many statistical measures that can use Quantitative Longshort historical prices to predict the future Quantitative Longshort's volatility.| Risk Adjusted Performance | 0.1233 | |||
| Jensen Alpha | (0.001) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.36) | |||
| Treynor Ratio | 0.1962 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Quantitative Longshort'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.
Quantitative Longshort Backtested Returns
At this stage we consider Quantitative Mutual Fund to be very steady. Quantitative Longshort maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the entity had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Quantitative Longshort, which you can use to evaluate the volatility of the fund. Please check Quantitative Longshort's Risk Adjusted Performance of 0.1233, coefficient of variation of 587.31, and Semi Deviation of 0.2469 to confirm if the risk estimate we provide is consistent with the expected return of 0.0545%. The fund holds a Beta of 0.31, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Quantitative Longshort's returns are expected to increase less than the market. However, during the bear market, the loss of holding Quantitative Longshort is expected to be smaller as well.
Auto-correlation | -0.06 |
Very weak reverse predictability
Quantitative Longshort Equity has very weak reverse predictability. Overlapping area represents the amount of predictability between Quantitative Longshort time series from 28th of May 2025 to 27th of June 2025 and 27th of June 2025 to 27th 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 Quantitative Longshort price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Quantitative Longshort price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Quantitative Longshort lagged returns against current returns
Autocorrelation, which is Quantitative Longshort 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 Quantitative Longshort's mutual fund expected returns. We can calculate the autocorrelation of Quantitative Longshort returns to help us make a trade decision. For example, suppose you find that Quantitative Longshort 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 |
Quantitative Longshort 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 Quantitative Longshort mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quantitative Longshort mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Quantitative Longshort mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Quantitative Longshort Lagged Returns
When evaluating Quantitative Longshort's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quantitative Longshort mutual fund have on its future price. Quantitative Longshort 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, Quantitative Longshort autocorrelation shows the relationship between Quantitative Longshort mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Quantitative Longshort Equity.
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 Quantitative Mutual Fund
Quantitative Longshort financial ratios help investors to determine whether Quantitative 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 Quantitative with respect to the benefits of owning Quantitative Longshort security.
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