Acr Multi Strategy Quality Fund Market Value
| MQRIX Fund | USD 17.90 0.05 0.28% |
| Symbol | Acr |
Acr Multi-strategy '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 Acr Multi-strategy'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 Acr Multi-strategy.
| 06/22/2025 |
| 07/22/2025 |
If you would invest 0.00 in Acr Multi-strategy on June 22, 2025 and sell it all today you would earn a total of 0.00 from holding Acr Multi Strategy Quality or generate 0.0% return on investment in Acr Multi-strategy over 30 days. Acr Multi-strategy is related to or competes with Acr International, Goldman Sachs, Fidelity International, Optimum Small-mid, Centerstone Investors, and Liberty All. The fund seeks to preserve capital during periods of economic decline More
Acr Multi-strategy 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 Acr Multi-strategy'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 Acr Multi Strategy Quality upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6666 | |||
| Information Ratio | 0.1441 | |||
| Maximum Drawdown | 3.21 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.33 |
Acr Multi-strategy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Acr Multi-strategy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acr Multi-strategy's standard deviation. In reality, there are many statistical measures that can use Acr Multi-strategy historical prices to predict the future Acr Multi-strategy's volatility.| Risk Adjusted Performance | 0.3318 | |||
| Jensen Alpha | 0.2552 | |||
| Total Risk Alpha | 0.1347 | |||
| Sortino Ratio | 0.146 | |||
| Treynor Ratio | (1.45) |
Acr Multi Strategy Backtested Returns
Acr Multi-strategy appears to be very steady, given 3 months investment horizon. Acr Multi Strategy secures Sharpe Ratio (or Efficiency) of 0.33, which signifies that the fund had a 0.33 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Acr Multi Strategy Quality, which you can use to evaluate the volatility of the entity. Please makes use of Acr Multi-strategy's Risk Adjusted Performance of 0.3318, mean deviation of 0.5178, and Downside Deviation of 0.6666 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Acr Multi-strategy are expected to decrease at a much lower rate. During the bear market, Acr Multi-strategy is likely to outperform the market.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Acr Multi Strategy Quality has insignificant reverse predictability. Overlapping area represents the amount of predictability between Acr Multi-strategy time series from 22nd of June 2025 to 7th of July 2025 and 7th of July 2025 to 22nd 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 Acr Multi Strategy price movement. The serial correlation of -0.18 indicates that over 18.0% of current Acr Multi-strategy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Acr Multi Strategy lagged returns against current returns
Autocorrelation, which is Acr Multi-strategy 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 Acr Multi-strategy's mutual fund expected returns. We can calculate the autocorrelation of Acr Multi-strategy returns to help us make a trade decision. For example, suppose you find that Acr Multi-strategy 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 |
Acr Multi-strategy 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 Acr Multi-strategy mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acr Multi-strategy mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acr Multi-strategy mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Acr Multi-strategy Lagged Returns
When evaluating Acr Multi-strategy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acr Multi-strategy mutual fund have on its future price. Acr Multi-strategy 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, Acr Multi-strategy autocorrelation shows the relationship between Acr Multi-strategy mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Acr Multi Strategy Quality.
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 Acr Mutual Fund
Acr Multi-strategy financial ratios help investors to determine whether Acr 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 Acr with respect to the benefits of owning Acr Multi-strategy security.
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