The Tocqueville Fund Market Value
| TOCQX Fund | USD 51.62 0.23 0.44% |
| Symbol | The |
The Tocqueville '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 The Tocqueville'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 The Tocqueville.
| 05/13/2025 |
| 08/11/2025 |
If you would invest 0.00 in The Tocqueville on May 13, 2025 and sell it all today you would earn a total of 0.00 from holding The Tocqueville Fund or generate 0.0% return on investment in The Tocqueville over 90 days. The Tocqueville is related to or competes with Equity Series, Large Cap, The Tocqueville, Heartland Value, and Kinetics Paradigm. The fund invests primarily in common stocks of U.S More
The Tocqueville 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 The Tocqueville'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 Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6482 | |||
| Information Ratio | 0.127 | |||
| Maximum Drawdown | 4.42 | |||
| Value At Risk | (0.75) | |||
| Potential Upside | 1.33 |
The Tocqueville Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for The Tocqueville's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as The Tocqueville's standard deviation. In reality, there are many statistical measures that can use The Tocqueville historical prices to predict the future The Tocqueville's volatility.| Risk Adjusted Performance | 0.2267 | |||
| Jensen Alpha | 0.1149 | |||
| Total Risk Alpha | 0.0996 | |||
| Sortino Ratio | 0.1458 | |||
| Treynor Ratio | 0.2528 |
The Tocqueville Backtested Returns
At this stage we consider The Mutual Fund to be very steady. The Tocqueville owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the fund had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for The Tocqueville Fund, which you can use to evaluate the volatility of the fund. Please validate The Tocqueville's Semi Deviation of 0.2358, coefficient of variation of 342.99, and Risk Adjusted Performance of 0.2267 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. The entity has a beta of 0.82, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, the Tocqueville's returns are expected to increase less than the market. However, during the bear market, the loss of holding the Tocqueville is expected to be smaller as well.
Auto-correlation | 0.71 |
Good predictability
The Tocqueville Fund has good predictability. Overlapping area represents the amount of predictability between The Tocqueville time series from 13th of May 2025 to 27th of June 2025 and 27th of June 2025 to 11th 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 The Tocqueville price movement. The serial correlation of 0.71 indicates that around 71.0% of current The Tocqueville price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.52 |
The Tocqueville lagged returns against current returns
Autocorrelation, which is The Tocqueville 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 The Tocqueville's mutual fund expected returns. We can calculate the autocorrelation of The Tocqueville returns to help us make a trade decision. For example, suppose you find that The Tocqueville 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 |
The Tocqueville 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 The Tocqueville mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if The Tocqueville mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in The Tocqueville mutual fund over time.
Current vs Lagged Prices |
| Timeline |
The Tocqueville Lagged Returns
When evaluating The Tocqueville's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of The Tocqueville mutual fund have on its future price. The Tocqueville 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, The Tocqueville autocorrelation shows the relationship between The Tocqueville mutual fund current value and its past values and can show if there is a momentum factor associated with investing in The Tocqueville Fund.
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 The Mutual Fund
The Tocqueville financial ratios help investors to determine whether The 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 The with respect to the benefits of owning The Tocqueville security.
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
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