Blueprint Adaptive Growth Fund Market Value
| BLUIX Fund | USD 15.26 0.01 0.07% |
| Symbol | Blueprint |
Blueprint Adaptive '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 Blueprint Adaptive'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 Blueprint Adaptive.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Blueprint Adaptive on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Blueprint Adaptive Growth or generate 0.0% return on investment in Blueprint Adaptive over 90 days. Blueprint Adaptive is related to or competes with Equinox Chesapeake, Tidal Trust, Hennessy Focus, Matthews China, Wells Fargo, Fidelity Puritan, and Transamerica Funds. Under normal market conditions, the fund will seek growth through capital appreciation by investing in individual securi... More
Blueprint Adaptive 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 Blueprint Adaptive'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 Blueprint Adaptive Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5907 | |||
| Information Ratio | 0.027 | |||
| Maximum Drawdown | 2.85 | |||
| Value At Risk | (0.81) | |||
| Potential Upside | 1.03 |
Blueprint Adaptive Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blueprint Adaptive's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blueprint Adaptive's standard deviation. In reality, there are many statistical measures that can use Blueprint Adaptive historical prices to predict the future Blueprint Adaptive's volatility.| Risk Adjusted Performance | 0.2471 | |||
| Jensen Alpha | 0.086 | |||
| Total Risk Alpha | 0.0656 | |||
| Sortino Ratio | 0.0263 | |||
| Treynor Ratio | 0.3171 |
Blueprint Adaptive Growth Backtested Returns
At this stage we consider Blueprint Mutual Fund to be very steady. Blueprint Adaptive Growth secures Sharpe Ratio (or Efficiency) of 0.34, which signifies that the fund had a 0.34 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Blueprint Adaptive Growth, which you can use to evaluate the volatility of the entity. Please confirm Blueprint Adaptive's Risk Adjusted Performance of 0.2471, mean deviation of 0.445, and Downside Deviation of 0.5907 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. The fund shows a Beta (market volatility) of 0.46, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Blueprint Adaptive's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blueprint Adaptive is expected to be smaller as well.
Auto-correlation | 0.71 |
Good predictability
Blueprint Adaptive Growth has good predictability. Overlapping area represents the amount of predictability between Blueprint Adaptive time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Blueprint Adaptive Growth price movement. The serial correlation of 0.71 indicates that around 71.0% of current Blueprint Adaptive price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Blueprint Adaptive Growth lagged returns against current returns
Autocorrelation, which is Blueprint Adaptive 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 Blueprint Adaptive's mutual fund expected returns. We can calculate the autocorrelation of Blueprint Adaptive returns to help us make a trade decision. For example, suppose you find that Blueprint Adaptive 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 |
Blueprint Adaptive 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 Blueprint Adaptive mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blueprint Adaptive mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blueprint Adaptive mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Blueprint Adaptive Lagged Returns
When evaluating Blueprint Adaptive's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blueprint Adaptive mutual fund have on its future price. Blueprint Adaptive 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, Blueprint Adaptive autocorrelation shows the relationship between Blueprint Adaptive mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Blueprint Adaptive Growth.
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 Blueprint Mutual Fund
Blueprint Adaptive financial ratios help investors to determine whether Blueprint 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 Blueprint with respect to the benefits of owning Blueprint Adaptive security.
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