Ultrasmall Cap Profund Ultrasmall Cap Fund Market Value
| UAPSX Fund | USD 50.82 0.38 0.75% |
| Symbol | Ultrasmall |
Ultrasmall Cap '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 Ultrasmall Cap'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 Ultrasmall Cap.
| 04/29/2025 |
| 07/28/2025 |
If you would invest 0.00 in Ultrasmall Cap on April 29, 2025 and sell it all today you would earn a total of 0.00 from holding Ultrasmall Cap Profund Ultrasmall Cap or generate 0.0% return on investment in Ultrasmall Cap over 90 days. Ultrasmall Cap is related to or competes with Semiconductor Ultrasector, Rbc Emerging, Tax-managed, T Rowe, Commonwealth Global, Tfa Alphagen, and Astor Star. The fund invests in financial instruments that ProFund Advisors believes, in combination, should produce daily returns c... More
Ultrasmall Cap 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 Ultrasmall Cap'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 Ultrasmall Cap Profund Ultrasmall Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.21 | |||
| Information Ratio | 0.0971 | |||
| Maximum Drawdown | 12.44 | |||
| Value At Risk | (3.16) | |||
| Potential Upside | 3.72 |
Ultrasmall Cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ultrasmall Cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ultrasmall Cap's standard deviation. In reality, there are many statistical measures that can use Ultrasmall Cap historical prices to predict the future Ultrasmall Cap's volatility.| Risk Adjusted Performance | 0.1546 | |||
| Jensen Alpha | 0.5241 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.0982 | |||
| Treynor Ratio | (0.77) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ultrasmall Cap's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Ultrasmall Cap Profund Backtested Returns
Ultrasmall Cap appears to be very steady, given 3 months investment horizon. Ultrasmall Cap Profund owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the fund had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Ultrasmall Cap Profund Ultrasmall Cap, which you can use to evaluate the volatility of the fund. Please review Ultrasmall Cap's Risk Adjusted Performance of 0.1546, semi deviation of 1.79, and Coefficient Of Variation of 523.97 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of -0.54, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Ultrasmall Cap are expected to decrease at a much lower rate. During the bear market, Ultrasmall Cap is likely to outperform the market.
Auto-correlation | 0.77 |
Good predictability
Ultrasmall Cap Profund Ultrasmall Cap has good predictability. Overlapping area represents the amount of predictability between Ultrasmall Cap time series from 29th of April 2025 to 13th of June 2025 and 13th of June 2025 to 28th 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 Ultrasmall Cap Profund price movement. The serial correlation of 0.77 indicates that around 77.0% of current Ultrasmall Cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 5.54 |
Ultrasmall Cap Profund lagged returns against current returns
Autocorrelation, which is Ultrasmall Cap 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 Ultrasmall Cap's mutual fund expected returns. We can calculate the autocorrelation of Ultrasmall Cap returns to help us make a trade decision. For example, suppose you find that Ultrasmall Cap 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 |
Ultrasmall Cap 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 Ultrasmall Cap mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ultrasmall Cap mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ultrasmall Cap mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ultrasmall Cap Lagged Returns
When evaluating Ultrasmall Cap's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ultrasmall Cap mutual fund have on its future price. Ultrasmall Cap 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, Ultrasmall Cap autocorrelation shows the relationship between Ultrasmall Cap mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ultrasmall Cap Profund Ultrasmall Cap.
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 Ultrasmall Mutual Fund
Ultrasmall Cap financial ratios help investors to determine whether Ultrasmall 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 Ultrasmall with respect to the benefits of owning Ultrasmall Cap security.
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