Deer Park Total Fund Market Value
| DPFNX Fund | USD 8.09 0.02 0.25% |
| Symbol | Deer |
Deer Park '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 Deer Park'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 Deer Park.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Deer Park on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Deer Park Total or generate 0.0% return on investment in Deer Park over 90 days. Deer Park is related to or competes with Deer Park, Deer Park, Target Retirement, Old Westbury, Oberweis Emerging, and Blackrock Emerging. The fund will invest primarily in asset-backed debt securities , which are predominantly backed by mortgages on real est... More
Deer Park 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 Deer Park'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 Deer Park Total upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.198 | |||
| Information Ratio | (0.88) | |||
| Maximum Drawdown | 0.621 | |||
| Value At Risk | (0.25) | |||
| Potential Upside | 0.2491 |
Deer Park Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deer Park's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deer Park's standard deviation. In reality, there are many statistical measures that can use Deer Park historical prices to predict the future Deer Park's volatility.| Risk Adjusted Performance | 0.0547 | |||
| Jensen Alpha | 0.0096 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.80) | |||
| Treynor Ratio | (2.42) |
Deer Park Total Backtested Returns
At this stage we consider Deer Mutual Fund to be very steady. Deer Park Total secures Sharpe Ratio (or Efficiency) of 0.067, which denotes the fund had a 0.067 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Deer Park Total, which you can use to evaluate the volatility of the entity. Please confirm Deer Park's Mean Deviation of 0.1536, semi deviation of 0.0654, and Downside Deviation of 0.198 to check if the risk estimate we provide is consistent with the expected return of 0.0124%. The fund shows a Beta (market volatility) of -0.0037, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Deer Park are expected to decrease at a much lower rate. During the bear market, Deer Park is likely to outperform the market.
Auto-correlation | -0.6 |
Good reverse predictability
Deer Park Total has good reverse predictability. Overlapping area represents the amount of predictability between Deer Park 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 Deer Park Total price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Deer Park price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Deer Park Total lagged returns against current returns
Autocorrelation, which is Deer Park 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 Deer Park's mutual fund expected returns. We can calculate the autocorrelation of Deer Park returns to help us make a trade decision. For example, suppose you find that Deer Park 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 |
Deer Park 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 Deer Park mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Deer Park mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Deer Park mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Deer Park Lagged Returns
When evaluating Deer Park's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Deer Park mutual fund have on its future price. Deer Park 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, Deer Park autocorrelation shows the relationship between Deer Park mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Deer Park Total.
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 Deer Mutual Fund
Deer Park financial ratios help investors to determine whether Deer 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 Deer with respect to the benefits of owning Deer Park security.
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