Disciplined Growth Fund Market Value
| ADSIX Fund | USD 27.05 0.04 0.15% |
| Symbol | Disciplined |
Disciplined Growth '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 Disciplined Growth'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 Disciplined Growth.
| 04/05/2024 |
| 06/04/2024 |
If you would invest 0.00 in Disciplined Growth on April 5, 2024 and sell it all today you would earn a total of 0.00 from holding Disciplined Growth Fund or generate 0.0% return on investment in Disciplined Growth over 60 days. Disciplined Growth is related to or competes with Morningstar Unconstrained, Via Renewables, Jpmorgan Equity, Knife River, Ampleforth, Pimco California, and CarMax. In selecting stocks for the fund, the portfolio managers initially identify an eligible universe of growth stocks then u... More
Disciplined Growth 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 Disciplined Growth'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 Disciplined Growth Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9972 | |||
| Information Ratio | 0.0052 | |||
| Maximum Drawdown | 3.76 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 1.7 |
Disciplined Growth Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Disciplined Growth's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Disciplined Growth's standard deviation. In reality, there are many statistical measures that can use Disciplined Growth historical prices to predict the future Disciplined Growth's volatility.| Risk Adjusted Performance | 0.0298 | |||
| Jensen Alpha | 0.033 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0051 | |||
| Treynor Ratio | (0.41) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Disciplined Growth'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.
Disciplined Growth Backtested Returns
We consider Disciplined Growth very steady. Disciplined Growth secures Sharpe Ratio (or Efficiency) of 0.0421, which denotes the fund had a 0.0421% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Disciplined Growth Fund, which you can use to evaluate the volatility of the entity. Please confirm Disciplined Growth's Downside Deviation of 0.9972, mean deviation of 0.7533, and Coefficient Of Variation of 2391.8 to check if the risk estimate we provide is consistent with the expected return of 0.0408%. The fund shows a Beta (market volatility) of -0.0766, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Disciplined Growth are expected to decrease at a much lower rate. During the bear market, Disciplined Growth is likely to outperform the market.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
Disciplined Growth Fund has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Disciplined Growth time series from 5th of April 2024 to 5th of May 2024 and 5th of May 2024 to 4th of June 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Disciplined Growth price movement. The serial correlation of -0.74 indicates that around 74.0% of current Disciplined Growth price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Disciplined Growth lagged returns against current returns
Autocorrelation, which is Disciplined Growth 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 Disciplined Growth's mutual fund expected returns. We can calculate the autocorrelation of Disciplined Growth returns to help us make a trade decision. For example, suppose you find that Disciplined Growth 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 |
Disciplined Growth 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 Disciplined Growth mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Disciplined Growth mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Disciplined Growth mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Disciplined Growth Lagged Returns
When evaluating Disciplined Growth's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Disciplined Growth mutual fund have on its future price. Disciplined Growth 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, Disciplined Growth autocorrelation shows the relationship between Disciplined Growth mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Disciplined Growth Fund.
Regressed Prices |
| Timeline |
Also Currently Popular
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| GOOG | Alphabet Inc Class C |
Other Information on Investing in Disciplined Mutual Fund
Disciplined Growth financial ratios help investors to determine whether Disciplined 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 Disciplined with respect to the benefits of owning Disciplined Growth security.
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