Lincoln Inflation Plus Fund Market Value
| LFTAX Fund | 10.13 0.19 1.84% |
| Symbol | Lincoln |
Lincoln Inflation '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 Lincoln Inflation'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 Lincoln Inflation.
| 04/26/2025 |
| 07/25/2025 |
If you would invest 0.00 in Lincoln Inflation on April 26, 2025 and sell it all today you would earn a total of 0.00 from holding Lincoln Inflation Plus or generate 0.0% return on investment in Lincoln Inflation over 90 days. Lincoln Inflation is related to or competes with Gmo High, Ab Bond, Multisector Bond, Barings High, Ab Bond, Enhanced Fixed, and Bbh Intermediate. More
Lincoln Inflation 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 Lincoln Inflation'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 Lincoln Inflation Plus upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5727 | |||
| Information Ratio | (0.46) | |||
| Maximum Drawdown | 2.0 | |||
| Value At Risk | (0.58) | |||
| Potential Upside | 0.7042 |
Lincoln Inflation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lincoln Inflation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lincoln Inflation's standard deviation. In reality, there are many statistical measures that can use Lincoln Inflation historical prices to predict the future Lincoln Inflation's volatility.| Risk Adjusted Performance | 0.0549 | |||
| Jensen Alpha | 0.002 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | (0.36) | |||
| Treynor Ratio | 0.2539 |
Lincoln Inflation Plus Backtested Returns
At this stage we consider Lincoln Mutual Fund to be very steady. Lincoln Inflation Plus has Sharpe Ratio of 0.0349, which conveys that the entity had a 0.0349 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Lincoln Inflation, which you can use to evaluate the volatility of the fund. Please verify Lincoln Inflation's Downside Deviation of 0.5727, risk adjusted performance of 0.0549, and Mean Deviation of 0.3157 to check out if the risk estimate we provide is consistent with the expected return of 0.0153%. The fund secures a Beta (Market Risk) of 0.0956, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lincoln Inflation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lincoln Inflation is expected to be smaller as well.
Auto-correlation | -0.06 |
Very weak reverse predictability
Lincoln Inflation Plus has very weak reverse predictability. Overlapping area represents the amount of predictability between Lincoln Inflation time series from 26th of April 2025 to 10th of June 2025 and 10th of June 2025 to 25th 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 Lincoln Inflation Plus price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Lincoln Inflation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lincoln Inflation Plus lagged returns against current returns
Autocorrelation, which is Lincoln Inflation 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 Lincoln Inflation's mutual fund expected returns. We can calculate the autocorrelation of Lincoln Inflation returns to help us make a trade decision. For example, suppose you find that Lincoln Inflation 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 |
Lincoln Inflation 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 Lincoln Inflation mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lincoln Inflation mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lincoln Inflation mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Lincoln Inflation Lagged Returns
When evaluating Lincoln Inflation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lincoln Inflation mutual fund have on its future price. Lincoln Inflation 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, Lincoln Inflation autocorrelation shows the relationship between Lincoln Inflation mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Lincoln Inflation Plus.
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 Lincoln Mutual Fund
Lincoln Inflation financial ratios help investors to determine whether Lincoln 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 Lincoln with respect to the benefits of owning Lincoln Inflation security.
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