Clifford Capital Partners Fund Market Value
| CLIFX Fund | USD 21.39 0.22 1.04% |
| Symbol | Clifford |
Clifford Capital '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 Clifford Capital'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 Clifford Capital.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Clifford Capital on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Clifford Capital Partners or generate 0.0% return on investment in Clifford Capital over 90 days. Clifford Capital is related to or competes with Monongahela All, Prudential Qma, Prudential Qma, and Diamond Hill. The fund invests primarily in equity securities of companies of any size that the funds investment adviser believes are ... More
Clifford Capital 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 Clifford Capital'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 Clifford Capital Partners upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8418 | |||
| Information Ratio | 0.0617 | |||
| Maximum Drawdown | 4.38 | |||
| Value At Risk | (1.13) | |||
| Potential Upside | 2.11 |
Clifford Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Clifford Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Clifford Capital's standard deviation. In reality, there are many statistical measures that can use Clifford Capital historical prices to predict the future Clifford Capital's volatility.| Risk Adjusted Performance | 0.2306 | |||
| Jensen Alpha | 0.26 | |||
| Total Risk Alpha | 0.0534 | |||
| Sortino Ratio | 0.0675 | |||
| Treynor Ratio | (1.09) |
Clifford Capital Partners Backtested Returns
Clifford Capital appears to be very steady, given 3 months investment horizon. Clifford Capital Partners secures Sharpe Ratio (or Efficiency) of 0.28, which signifies that the fund had a 0.28 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Clifford Capital Partners, which you can use to evaluate the volatility of the entity. Please makes use of Clifford Capital's Risk Adjusted Performance of 0.2306, mean deviation of 0.6966, and Downside Deviation of 0.8418 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Clifford Capital are expected to decrease at a much lower rate. During the bear market, Clifford Capital is likely to outperform the market.
Auto-correlation | 0.88 |
Very good predictability
Clifford Capital Partners has very good predictability. Overlapping area represents the amount of predictability between Clifford Capital time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Clifford Capital Partners price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Clifford Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Clifford Capital Partners lagged returns against current returns
Autocorrelation, which is Clifford Capital 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 Clifford Capital's mutual fund expected returns. We can calculate the autocorrelation of Clifford Capital returns to help us make a trade decision. For example, suppose you find that Clifford Capital 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 |
Clifford Capital 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 Clifford Capital mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Clifford Capital mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Clifford Capital mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Clifford Capital Lagged Returns
When evaluating Clifford Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Clifford Capital mutual fund have on its future price. Clifford Capital 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, Clifford Capital autocorrelation shows the relationship between Clifford Capital mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Clifford Capital Partners.
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 Clifford Mutual Fund
Clifford Capital financial ratios help investors to determine whether Clifford 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 Clifford with respect to the benefits of owning Clifford Capital security.
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