TETON Westwood Backtesting

WEQCX -- USA Fund  

USD 11.79  0.10  0.86%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of TETON Westwood Equity Fund Clas and determine expected loss or profit from investing in TETON Westwood over given investment horizon. See also TETON Westwood Hype Analysis, TETON Westwood Correlation, Portfolio Optimization, TETON Westwood Volatility as well as analyze TETON Westwood Alpha and Beta and TETON Westwood Performance.
Horizon     30 Days    Login   to change

TETON Westwood 'What if' Analysis

June 19, 2019
No Change 0.00  0.0%
In 2 months and 31 days
September 17, 2019
If you would invest  0.00  in TETON Westwood on June 19, 2019 and sell it all today you would earn a total of 0.00 from holding TETON Westwood Equity Fund Clas or generate 0.0% return on investment in TETON Westwood over 90 days. TETON Westwood is related to or competes with American Funds, Investment Company, Investment Company, Investment Company, American Funds, Investment Company, and Investment Company. The investment seeks capital appreciation current income is a secondary consideration

TETON Westwood Upside/Downside Indicators

Downside Deviation1.02
Information Ratio0.0601
Maximum Drawdown4.56
Value At Risk(1.13)
Potential Upside1.14

TETON Westwood Market Premium Indicators

Risk Adjusted Performance0.085
Jensen Alpha0.0698
Total Risk Alpha0.0502
Sortino Ratio0.0473
Treynor Ratio(0.93)

TETON Westwood Equity Backtested Returns

We consider TETON Westwood not too volatile. TETON Westwood Equity owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0821 which indicates the organization had 0.0821% of return per unit of standard deviation over the last 3 months. Our approach into measuring volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for TETON Westwood Equity Fund Clas which you can use to evaluate future volatility of the fund. Please validate TETON Westwood Risk Adjusted Performance of 0.085 and Coefficient Of Variation of 1028.84 to confirm if risk estimate we provide are consistent with the epected return of 0.0669%. The entity has beta of -0.0731 which indicates as returns on market increase, returns on owning TETON Westwood are expected to decrease at a much smaller rate. During bear market, TETON Westwood is likely to outperform the market. Although it is extremely important to respect TETON Westwood Equity current price movements, it is better to be realistic regarding the information on equity historical returns. The approach into measuring future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining TETON Westwood Equity technical indicators you can now evaluate if the expected return of 0.0669% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.53 
correlation synergy

Modest predictability

TETON Westwood Equity Fund Clas has modest predictability. Overlapping area represents the amount of predictability between TETON Westwood time series from June 19, 2019 to August 3, 2019 and August 3, 2019 to September 17, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of TETON Westwood Equity price movement. The serial correlation of 0.53 indicates that about 53.0% of current TETON Westwood price fluctuation can be explain by its past prices.
Correlation Coefficient0.53
Spearman Rank Test0.64
Residual Average0.0
Price Variance0.04

TETON Westwood Equity lagged returns against current returns

 Current and Lagged Values 

TETON Westwood regressed lagged prices vs. current prices

 Current vs Lagged Prices 

TETON Westwood Lagged Returns

 Regressed Prices 

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See also TETON Westwood Hype Analysis, TETON Westwood Correlation, Portfolio Optimization, TETON Westwood Volatility as well as analyze TETON Westwood Alpha and Beta and TETON Westwood Performance. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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