Us Defensive Equity Fund Market Value
| REQAX Fund | USD 45.93 0.26 0.56% |
| Symbol | REQAX |
Us Defensive '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 Us Defensive'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 Us Defensive.
| 05/08/2025 |
| 08/06/2025 |
If you would invest 0.00 in Us Defensive on May 8, 2025 and sell it all today you would earn a total of 0.00 from holding Us Defensive Equity or generate 0.0% return on investment in Us Defensive over 90 days. Us Defensive is related to or competes with Small Cap, Lsv Small, Ultrasmall-cap Profund, Lord Abbett, Great West, Goldman Sachs, and Ultrasmall-cap Profund. The fund has a non-fundamental policy to invest, under normal circumstances, at least 80 percent of the value of its net... More
Us Defensive 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 Us Defensive'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 Us Defensive Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6605 | |||
| Information Ratio | 0.0359 | |||
| Maximum Drawdown | 4.75 | |||
| Value At Risk | (0.81) | |||
| Potential Upside | 1.43 |
Us Defensive Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Us Defensive's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Us Defensive's standard deviation. In reality, there are many statistical measures that can use Us Defensive historical prices to predict the future Us Defensive's volatility.| Risk Adjusted Performance | 0.1596 | |||
| Jensen Alpha | 0.162 | |||
| Total Risk Alpha | 0.0341 | |||
| Sortino Ratio | 0.0409 | |||
| Treynor Ratio | (0.73) |
Us Defensive Equity Backtested Returns
At this stage we consider REQAX Mutual Fund to be very steady. Us Defensive Equity retains Efficiency (Sharpe Ratio) of 0.17, which indicates the fund had a 0.17 % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for Us Defensive, which you can use to evaluate the volatility of the fund. Please validate Us Defensive's Mean Deviation of 0.5411, downside deviation of 0.6605, and Risk Adjusted Performance of 0.1596 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. The entity owns a Beta (Systematic Risk) of -0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Us Defensive are expected to decrease at a much lower rate. During the bear market, Us Defensive is likely to outperform the market.
Auto-correlation | 0.77 |
Good predictability
Us Defensive Equity has good predictability. Overlapping area represents the amount of predictability between Us Defensive time series from 8th of May 2025 to 22nd of June 2025 and 22nd of June 2025 to 6th 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 Us Defensive Equity price movement. The serial correlation of 0.77 indicates that around 77.0% of current Us Defensive price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
Us Defensive Equity lagged returns against current returns
Autocorrelation, which is Us Defensive 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 Us Defensive's mutual fund expected returns. We can calculate the autocorrelation of Us Defensive returns to help us make a trade decision. For example, suppose you find that Us Defensive 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 |
Us Defensive 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 Us Defensive mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Us Defensive mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Us Defensive mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Us Defensive Lagged Returns
When evaluating Us Defensive's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Us Defensive mutual fund have on its future price. Us Defensive 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, Us Defensive autocorrelation shows the relationship between Us Defensive mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Us Defensive Equity.
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 REQAX Mutual Fund
Us Defensive financial ratios help investors to determine whether REQAX 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 REQAX with respect to the benefits of owning Us Defensive security.
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