Alambic Small Hype Analysis, Alambic Small Correlation, Portfolio Optimization, Alambic Small Volatility as well as analyze Alambic Small Alpha and Beta and Alambic Small Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Alambic Small Cap Plus Fund and determine expected loss or profit from investing in Alambic Small over given investment horizon. Check also
|Horizon||30 Days Login to change|
Alambic Small 'What if' Analysis
June 26, 20190.00
August 25, 20190.00
If you would invest 0.00 in Alambic Small on June 26, 2019 and sell it all today you would earn a total of 0.00 from holding Alambic Small Cap Plus Fund or generate 0.0% return on investment in Alambic Small over 60 days. Alambic Small is related to or competes with Fidelity Series, Delaware Small, BNY Mellon, BNY Mellon, PIMCO StocksPLUS, PIMCO StocksPLUS, and Principal Fds. The fund normally invests at least 80 percent of its net assets in equity of small capitalization companies, which the m...
Alambic Small Upside/Downside Indicators
|Value At Risk||(3.58)|
Alambic Small Market Premium Indicators
|Risk Adjusted Performance||(0.04215)|
|Total Risk Alpha||0.0977|
Alambic Small Cap Backtested Returns
Macroaxis considers Alambic Small to be slightly risky. Alambic Small Cap secures Sharpe Ratio (or Efficiency) of -0.0528 which signifies that the fund had -0.0528% of return per unit of standard deviation over the last 2 months. Macroaxis philosophy in foreseeing risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Alambic Small Cap Plus Fund exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Alambic Small Cap Risk Adjusted Performance of
(0.04215) and Mean Deviation of 1.41 to double-check risk estimate we provide. The organization shows Beta (market volatility) of 1.5094 which signifies that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Alambic Small will likely underperform. Even though it is essential to pay attention to Alambic Small Cap historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in foreseeing future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Alambic Small Cap Plus Fund exposes twenty-one different technical indicators which can help you to evaluate its performance.
|15 days auto-correlation||(0.05)|
|Spearman Rank Test||0.09|
Alambic Small Cap lagged returns against current returns
Current and Lagged Values
Alambic Small regressed lagged prices vs. current prices
Current vs Lagged Prices
Alambic Small Lagged Returns
Check also Alambic Small Hype Analysis, Alambic Small Correlation, Portfolio Optimization, Alambic Small Volatility as well as analyze Alambic Small Alpha and Beta and Alambic Small Performance. Please also try ETF Directory module to find actively-traded exchange traded funds (etf) from around the world.