Mercer Opportunistic Fixed Fund Market Value
| MOFTX Fund | 8.59 0.01 0.12% |
| Symbol | Mercer |
Mercer Opportunistic '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 Mercer Opportunistic'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 Mercer Opportunistic.
| 05/15/2025 |
| 08/13/2025 |
If you would invest 0.00 in Mercer Opportunistic on May 15, 2025 and sell it all today you would earn a total of 0.00 from holding Mercer Opportunistic Fixed or generate 0.0% return on investment in Mercer Opportunistic over 90 days. Mercer Opportunistic is related to or competes with Qs Us, Rational Strategic, Goldman Sachs, Transamerica Asset, Pnc Balanced, Principal Lifetime, and Ab Global. Under normal circumstances, the fund will invest at least 80 percent of its net assets in fixed income securities More
Mercer Opportunistic 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 Mercer Opportunistic'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 Mercer Opportunistic Fixed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1943 | |||
| Information Ratio | (0.35) | |||
| Maximum Drawdown | 0.8444 | |||
| Value At Risk | (0.12) | |||
| Potential Upside | 0.241 |
Mercer Opportunistic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mercer Opportunistic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mercer Opportunistic's standard deviation. In reality, there are many statistical measures that can use Mercer Opportunistic historical prices to predict the future Mercer Opportunistic's volatility.| Risk Adjusted Performance | 0.2696 | |||
| Jensen Alpha | 0.0367 | |||
| Total Risk Alpha | 0.03 | |||
| Sortino Ratio | (0.27) | |||
| Treynor Ratio | 0.3952 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mercer Opportunistic'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.
Mercer Opportunistic Backtested Returns
At this stage we consider Mercer Mutual Fund to be very steady. Mercer Opportunistic has Sharpe Ratio of 0.37, which conveys that the entity had a 0.37 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Mercer Opportunistic, which you can use to evaluate the volatility of the fund. Please verify Mercer Opportunistic's Mean Deviation of 0.1153, coefficient of variation of 251.88, and Risk Adjusted Performance of 0.2696 to check out if the risk estimate we provide is consistent with the expected return of 0.0516%. The fund secures a Beta (Market Risk) of 0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mercer Opportunistic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mercer Opportunistic is expected to be smaller as well.
Auto-correlation | 0.89 |
Very good predictability
Mercer Opportunistic Fixed has very good predictability. Overlapping area represents the amount of predictability between Mercer Opportunistic time series from 15th of May 2025 to 29th of June 2025 and 29th of June 2025 to 13th 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 Mercer Opportunistic price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Mercer Opportunistic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.91 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mercer Opportunistic lagged returns against current returns
Autocorrelation, which is Mercer Opportunistic 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 Mercer Opportunistic's mutual fund expected returns. We can calculate the autocorrelation of Mercer Opportunistic returns to help us make a trade decision. For example, suppose you find that Mercer Opportunistic 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 |
Mercer Opportunistic 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 Mercer Opportunistic mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mercer Opportunistic mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mercer Opportunistic mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Mercer Opportunistic Lagged Returns
When evaluating Mercer Opportunistic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mercer Opportunistic mutual fund have on its future price. Mercer Opportunistic 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, Mercer Opportunistic autocorrelation shows the relationship between Mercer Opportunistic mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Mercer Opportunistic Fixed.
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 Mercer Mutual Fund
Mercer Opportunistic financial ratios help investors to determine whether Mercer 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 Mercer with respect to the benefits of owning Mercer Opportunistic security.
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