Iprofile Etf Private Fund Market Value
| 0P0001LXVE | 15.60 0.14 0.91% |
| Symbol | IProfile |
IProfile ETF '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 IProfile ETF's 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 IProfile ETF.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in IProfile ETF on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding iProfile ETF Private or generate 0.0% return on investment in IProfile ETF over 90 days.
IProfile ETF 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 IProfile ETF's 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 iProfile ETF Private upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8815 | |||
| Information Ratio | 0.0807 | |||
| Maximum Drawdown | 4.0 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.43 |
IProfile ETF Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IProfile ETF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IProfile ETF's standard deviation. In reality, there are many statistical measures that can use IProfile ETF historical prices to predict the future IProfile ETF's volatility.| Risk Adjusted Performance | 0.2371 | |||
| Jensen Alpha | 0.1202 | |||
| Total Risk Alpha | 0.083 | |||
| Sortino Ratio | 0.0737 | |||
| Treynor Ratio | 0.339 |
iProfile ETF Private Backtested Returns
IProfile ETF appears to be very steady, given 3 months investment horizon. iProfile ETF Private holds Efficiency (Sharpe) Ratio of 0.32, which attests that the entity had a 0.32 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for iProfile ETF Private, which you can use to evaluate the volatility of the entity. Please utilize IProfile ETF's Downside Deviation of 0.8815, market risk adjusted performance of 0.349, and Risk Adjusted Performance of 0.2371 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.58, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IProfile ETF's returns are expected to increase less than the market. However, during the bear market, the loss of holding IProfile ETF is expected to be smaller as well.
Auto-correlation | 0.82 |
Very good predictability
iProfile ETF Private has very good predictability. Overlapping area represents the amount of predictability between IProfile ETF time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 iProfile ETF Private price movement. The serial correlation of 0.82 indicates that around 82.0% of current IProfile ETF price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
iProfile ETF Private lagged returns against current returns
Autocorrelation, which is IProfile ETF 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 IProfile ETF's fund expected returns. We can calculate the autocorrelation of IProfile ETF returns to help us make a trade decision. For example, suppose you find that IProfile ETF has exhibited high autocorrelation historically, and you observe that the 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 |
IProfile ETF 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 IProfile ETF fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IProfile ETF fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IProfile ETF fund over time.
Current vs Lagged Prices |
| Timeline |
IProfile ETF Lagged Returns
When evaluating IProfile ETF's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IProfile ETF fund have on its future price. IProfile ETF 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, IProfile ETF autocorrelation shows the relationship between IProfile ETF fund current value and its past values and can show if there is a momentum factor associated with investing in iProfile ETF Private.
Regressed Prices |
| Timeline |
Pair Trading with IProfile ETF
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if IProfile ETF position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in IProfile ETF will appreciate offsetting losses from the drop in the long position's value.Moving together with IProfile Fund
| 1.0 | 0P0000706A | RBC Select Balanced | PairCorr |
| 1.0 | 0P00007069 | RBC Portefeuille | PairCorr |
| 0.97 | 0P0000IUYO | Edgepoint Global Por | PairCorr |
| 0.98 | 0P0001FAU8 | TD Comfort Balanced | PairCorr |
The ability to find closely correlated positions to IProfile ETF could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace IProfile ETF when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back IProfile ETF - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling iProfile ETF Private to buy it.
The correlation of IProfile ETF is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as IProfile ETF moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if iProfile ETF Private moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for IProfile ETF can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
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