The Tocqueville International Fund Market Value
| TIVFX Fund | USD 19.01 0.15 0.78% |
| Symbol | Tocqueville |
Tocqueville International '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 Tocqueville International'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 Tocqueville International.
| 04/30/2025 |
| 07/29/2025 |
If you would invest 0.00 in Tocqueville International on April 30, 2025 and sell it all today you would earn a total of 0.00 from holding The Tocqueville International or generate 0.0% return on investment in Tocqueville International over 90 days. Tocqueville International is related to or competes with Tocqueville Fund, Lazard International, Driehaus Emerging, Columbia Emerging, and Oakmark International. Under normal circumstances, the fund invests at least 80 percent of its net assets are invested in equity securities of ... More
Tocqueville International 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 Tocqueville International'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 The Tocqueville International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7061 | |||
| Information Ratio | 0.1504 | |||
| Maximum Drawdown | 3.6 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 1.41 |
Tocqueville International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tocqueville International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tocqueville International's standard deviation. In reality, there are many statistical measures that can use Tocqueville International historical prices to predict the future Tocqueville International's volatility.| Risk Adjusted Performance | 0.3402 | |||
| Jensen Alpha | 0.2802 | |||
| Total Risk Alpha | 0.1221 | |||
| Sortino Ratio | 0.1543 | |||
| Treynor Ratio | 2.18 |
Tocqueville International Backtested Returns
Tocqueville International appears to be very steady, given 3 months investment horizon. Tocqueville International owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.4, which indicates the fund had a 0.4 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for The Tocqueville International, which you can use to evaluate the volatility of the fund. Please review Tocqueville International's Standard Deviation of 0.7247, downside deviation of 0.7061, and Risk Adjusted Performance of 0.3402 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tocqueville International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tocqueville International is expected to be smaller as well.
Auto-correlation | 0.89 |
Very good predictability
The Tocqueville International has very good predictability. Overlapping area represents the amount of predictability between Tocqueville International time series from 30th of April 2025 to 14th of June 2025 and 14th of June 2025 to 29th 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 Tocqueville International price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Tocqueville International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Tocqueville International lagged returns against current returns
Autocorrelation, which is Tocqueville International 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 Tocqueville International's mutual fund expected returns. We can calculate the autocorrelation of Tocqueville International returns to help us make a trade decision. For example, suppose you find that Tocqueville International 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 |
Tocqueville International 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 Tocqueville International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tocqueville International mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tocqueville International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tocqueville International Lagged Returns
When evaluating Tocqueville International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tocqueville International mutual fund have on its future price. Tocqueville International 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, Tocqueville International autocorrelation shows the relationship between Tocqueville International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in The Tocqueville International.
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 Tocqueville Mutual Fund
Tocqueville International financial ratios help investors to determine whether Tocqueville 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 Tocqueville with respect to the benefits of owning Tocqueville International security.
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum |