Scharf Fund Institutional Fund Market Value
| LOGIX Fund | USD 53.32 0.71 1.31% |
| Symbol | Scharf |
Scharf Fund '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 Scharf Fund'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 Scharf Fund.
| 05/05/2025 |
| 08/03/2025 |
If you would invest 0.00 in Scharf Fund on May 5, 2025 and sell it all today you would earn a total of 0.00 from holding Scharf Fund Institutional or generate 0.0% return on investment in Scharf Fund over 90 days. Scharf Fund is related to or competes with Rationalpier, Gabelli Convertible, Calamos Dynamic, and Fidelity Sai. Under normal market conditions, the fund primarily invests in equity securities that the Adviser believes have significa... More
Scharf Fund 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 Scharf Fund'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 Scharf Fund Institutional upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5858 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 2.45 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 1.04 |
Scharf Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Scharf Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Scharf Fund's standard deviation. In reality, there are many statistical measures that can use Scharf Fund historical prices to predict the future Scharf Fund's volatility.| Risk Adjusted Performance | 0.0525 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.12) | |||
| Treynor Ratio | 0.0518 |
Scharf Fund Institutional Backtested Returns
At this stage we consider Scharf Mutual Fund to be very steady. Scharf Fund Institutional owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0718, which indicates the fund had a 0.0718 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Scharf Fund Institutional, which you can use to evaluate the volatility of the fund. Please validate Scharf Fund's Semi Deviation of 0.527, coefficient of variation of 1418.2, and Risk Adjusted Performance of 0.0525 to confirm if the risk estimate we provide is consistent with the expected return of 0.0438%. The entity has a beta of 0.63, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Scharf Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Scharf Fund is expected to be smaller as well.
Auto-correlation | -0.1 |
Very weak reverse predictability
Scharf Fund Institutional has very weak reverse predictability. Overlapping area represents the amount of predictability between Scharf Fund time series from 5th of May 2025 to 19th of June 2025 and 19th of June 2025 to 3rd of August 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 Scharf Fund Institutional price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Scharf Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Scharf Fund Institutional lagged returns against current returns
Autocorrelation, which is Scharf Fund 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 Scharf Fund's mutual fund expected returns. We can calculate the autocorrelation of Scharf Fund returns to help us make a trade decision. For example, suppose you find that Scharf Fund 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 |
Scharf Fund 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 Scharf Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Scharf Fund mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Scharf Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Scharf Fund Lagged Returns
When evaluating Scharf Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Scharf Fund mutual fund have on its future price. Scharf Fund 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, Scharf Fund autocorrelation shows the relationship between Scharf Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Scharf Fund Institutional.
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 Scharf Mutual Fund
Scharf Fund financial ratios help investors to determine whether Scharf 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 Scharf with respect to the benefits of owning Scharf Fund security.
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