Asia Pacific Small Fund Market Value
| DFRSX Fund | USD 19.55 0.09 0.46% |
| Symbol | Asia |
Asia Pacific '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 Asia Pacific'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 Asia Pacific.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Asia Pacific on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Asia Pacific Small or generate 0.0% return on investment in Asia Pacific over 90 days. Asia Pacific is related to or competes with Tax-managed International, Ips Strategic, Rational Dividend, and T Rowe. The Portfolio is a Feeder Portfolio and pursues its objective by investing substantially all of its assets in its corres... More
Asia Pacific 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 Asia Pacific'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 Asia Pacific Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7077 | |||
| Information Ratio | 0.1994 | |||
| Maximum Drawdown | 4.34 | |||
| Value At Risk | (1.10) | |||
| Potential Upside | 1.62 |
Asia Pacific Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Asia Pacific's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Asia Pacific's standard deviation. In reality, there are many statistical measures that can use Asia Pacific historical prices to predict the future Asia Pacific's volatility.| Risk Adjusted Performance | 0.3496 | |||
| Jensen Alpha | 0.2956 | |||
| Total Risk Alpha | 0.1781 | |||
| Sortino Ratio | 0.2244 | |||
| Treynor Ratio | (6.31) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Asia Pacific'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.
Asia Pacific Small Backtested Returns
Asia Pacific appears to be very steady, given 3 months investment horizon. Asia Pacific Small secures Sharpe Ratio (or Efficiency) of 0.35, which signifies that the fund had a 0.35 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Asia Pacific Small, which you can use to evaluate the volatility of the entity. Please makes use of Asia Pacific's Mean Deviation of 0.608, coefficient of variation of 265.81, and Risk Adjusted Performance of 0.3496 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.0459, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Asia Pacific are expected to decrease at a much lower rate. During the bear market, Asia Pacific is likely to outperform the market.
Auto-correlation | 0.74 |
Good predictability
Asia Pacific Small has good predictability. Overlapping area represents the amount of predictability between Asia Pacific time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Asia Pacific Small price movement. The serial correlation of 0.74 indicates that around 74.0% of current Asia Pacific price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Asia Pacific Small lagged returns against current returns
Autocorrelation, which is Asia Pacific 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 Asia Pacific's mutual fund expected returns. We can calculate the autocorrelation of Asia Pacific returns to help us make a trade decision. For example, suppose you find that Asia Pacific 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 |
Asia Pacific 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 Asia Pacific mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Asia Pacific mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Asia Pacific mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Asia Pacific Lagged Returns
When evaluating Asia Pacific's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Asia Pacific mutual fund have on its future price. Asia Pacific 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, Asia Pacific autocorrelation shows the relationship between Asia Pacific mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Asia Pacific Small.
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 Asia Mutual Fund
Asia Pacific financial ratios help investors to determine whether Asia 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 Asia with respect to the benefits of owning Asia Pacific security.
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