Profunds Large Cap Growth Fund Market Value
| LGPSX Fund | USD 38.87 0.19 0.49% |
| Symbol | Profunds |
Profunds Large '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 Profunds Large'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 Profunds Large.
| 05/02/2025 |
| 07/31/2025 |
If you would invest 0.00 in Profunds Large on May 2, 2025 and sell it all today you would earn a total of 0.00 from holding Profunds Large Cap Growth or generate 0.0% return on investment in Profunds Large over 90 days. Profunds Large is related to or competes with Pace Large, Astor Star, Rational Strategic, Rbc Global, Qs Defensive, and Barings Global. The fund invests in financial instruments that ProFund Advisors believes, in combination, should track the performance o... More
Profunds Large 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 Profunds Large'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 Profunds Large Cap Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7179 | |||
| Information Ratio | 0.1116 | |||
| Maximum Drawdown | 5.28 | |||
| Value At Risk | (0.84) | |||
| Potential Upside | 1.43 |
Profunds Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Profunds Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Profunds Large's standard deviation. In reality, there are many statistical measures that can use Profunds Large historical prices to predict the future Profunds Large's volatility.| Risk Adjusted Performance | 0.2282 | |||
| Jensen Alpha | 0.1273 | |||
| Total Risk Alpha | 0.0776 | |||
| Sortino Ratio | 0.1334 | |||
| Treynor Ratio | 0.3106 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Profunds Large'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.
Profunds Large Cap Backtested Returns
Profunds Large appears to be very steady, given 3 months investment horizon. Profunds Large Cap maintains Sharpe Ratio (i.e., Efficiency) of 0.3, which implies the entity had a 0.3 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Profunds Large Cap, which you can use to evaluate the volatility of the fund. Please evaluate Profunds Large's Semi Deviation of 0.2673, risk adjusted performance of 0.2282, and Coefficient Of Variation of 337.01 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 0.79, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Profunds Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding Profunds Large is expected to be smaller as well.
Auto-correlation | 0.94 |
Excellent predictability
Profunds Large Cap Growth has excellent predictability. Overlapping area represents the amount of predictability between Profunds Large time series from 2nd of May 2025 to 16th of June 2025 and 16th of June 2025 to 31st 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 Profunds Large Cap price movement. The serial correlation of 0.94 indicates that approximately 94.0% of current Profunds Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.94 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 0.8 |
Profunds Large Cap lagged returns against current returns
Autocorrelation, which is Profunds Large 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 Profunds Large's mutual fund expected returns. We can calculate the autocorrelation of Profunds Large returns to help us make a trade decision. For example, suppose you find that Profunds Large 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 |
Profunds Large 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 Profunds Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Profunds Large mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Profunds Large mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Profunds Large Lagged Returns
When evaluating Profunds Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Profunds Large mutual fund have on its future price. Profunds Large 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, Profunds Large autocorrelation shows the relationship between Profunds Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Profunds Large Cap Growth.
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 Profunds Mutual Fund
Profunds Large financial ratios help investors to determine whether Profunds 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 Profunds with respect to the benefits of owning Profunds Large security.
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