Toews Unconstrained Income Fund Market Value
| TUIFX Fund | USD 9.24 0.01 0.11% |
| Symbol | Toews |
Toews Unconstrained '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 Toews Unconstrained'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 Toews Unconstrained.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Toews Unconstrained on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Toews Unconstrained Income or generate 0.0% return on investment in Toews Unconstrained over 90 days. Toews Unconstrained is related to or competes with Goldman Sachs, James Balanced, International Investors, Sprott Gold, Franklin Gold, and Gabelli Gold. The fund invests in ETFs and open-end investment companies total return swaps and credit default swaps that use high yie... More
Toews Unconstrained 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 Toews Unconstrained'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 Toews Unconstrained Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.222 | |||
| Information Ratio | (0.73) | |||
| Maximum Drawdown | 0.9888 | |||
| Value At Risk | (0.22) | |||
| Potential Upside | 0.22 |
Toews Unconstrained Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Toews Unconstrained's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Toews Unconstrained's standard deviation. In reality, there are many statistical measures that can use Toews Unconstrained historical prices to predict the future Toews Unconstrained's volatility.| Risk Adjusted Performance | 0.1159 | |||
| Jensen Alpha | 0.0201 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.53) | |||
| Treynor Ratio | (1.32) |
Toews Unconstrained Backtested Returns
At this stage we consider Toews Mutual Fund to be very steady. Toews Unconstrained owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the fund had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Toews Unconstrained Income, which you can use to evaluate the volatility of the fund. Please validate Toews Unconstrained's Downside Deviation of 0.222, risk adjusted performance of 0.1159, and Standard Deviation of 0.1607 to confirm if the risk estimate we provide is consistent with the expected return of 0.0288%. The entity has a beta of -0.0138, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Toews Unconstrained are expected to decrease at a much lower rate. During the bear market, Toews Unconstrained is likely to outperform the market.
Auto-correlation | 0.60 |
Good predictability
Toews Unconstrained Income has good predictability. Overlapping area represents the amount of predictability between Toews Unconstrained time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 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 Toews Unconstrained price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Toews Unconstrained price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Toews Unconstrained lagged returns against current returns
Autocorrelation, which is Toews Unconstrained 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 Toews Unconstrained's mutual fund expected returns. We can calculate the autocorrelation of Toews Unconstrained returns to help us make a trade decision. For example, suppose you find that Toews Unconstrained 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 |
Toews Unconstrained 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 Toews Unconstrained mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Toews Unconstrained mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Toews Unconstrained mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Toews Unconstrained Lagged Returns
When evaluating Toews Unconstrained's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Toews Unconstrained mutual fund have on its future price. Toews Unconstrained 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, Toews Unconstrained autocorrelation shows the relationship between Toews Unconstrained mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Toews Unconstrained Income.
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 Toews Mutual Fund
Toews Unconstrained financial ratios help investors to determine whether Toews 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 Toews with respect to the benefits of owning Toews Unconstrained security.
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