Leisure Portfolio Leisure Fund Market Value
| FDLSX Fund | USD 17.65 0.17 0.97% |
| Symbol | Leisure |
Leisure Portfolio '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 Leisure Portfolio'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 Leisure Portfolio.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Leisure Portfolio on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Leisure Portfolio Leisure or generate 0.0% return on investment in Leisure Portfolio over 90 days. Leisure Portfolio is related to or competes with First Trust, WisdomTree SmallCap, IShares India, First Trust, PIMCO ETF, Opus Small, and Franklin Liberty. It invests at least 80 percent of assets in securities of companies principally engaged in the design, production, or di... More
Leisure Portfolio 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 Leisure Portfolio'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 Leisure Portfolio Leisure upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.08 | |||
| Information Ratio | 0.1061 | |||
| Maximum Drawdown | 14.21 | |||
| Value At Risk | (1.57) | |||
| Potential Upside | 2.39 |
Leisure Portfolio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Leisure Portfolio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Leisure Portfolio's standard deviation. In reality, there are many statistical measures that can use Leisure Portfolio historical prices to predict the future Leisure Portfolio's volatility.| Risk Adjusted Performance | 0.1068 | |||
| Jensen Alpha | 0.2035 | |||
| Total Risk Alpha | 0.1184 | |||
| Sortino Ratio | 0.1858 | |||
| Treynor Ratio | 0.2668 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Leisure Portfolio'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.
Leisure Portfolio January 29, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1068 | |||
| Market Risk Adjusted Performance | 0.2768 | |||
| Mean Deviation | 0.9851 | |||
| Semi Deviation | 0.7713 | |||
| Downside Deviation | 1.08 | |||
| Coefficient Of Variation | 721.71 | |||
| Standard Deviation | 1.89 | |||
| Variance | 3.57 | |||
| Information Ratio | 0.1061 | |||
| Jensen Alpha | 0.2035 | |||
| Total Risk Alpha | 0.1184 | |||
| Sortino Ratio | 0.1858 | |||
| Treynor Ratio | 0.2668 | |||
| Maximum Drawdown | 14.21 | |||
| Value At Risk | (1.57) | |||
| Potential Upside | 2.39 | |||
| Downside Variance | 1.17 | |||
| Semi Variance | 0.5949 | |||
| Expected Short fall | (1.19) | |||
| Skewness | 4.39 | |||
| Kurtosis | 27.53 |
Leisure Portfolio Leisure Backtested Returns
Leisure Portfolio appears to be very steady, given 3 months investment horizon. Leisure Portfolio Leisure has Sharpe Ratio of 0.14, which conveys that the entity had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Leisure Portfolio, which you can use to evaluate the volatility of the fund. Please exercise Leisure Portfolio's Risk Adjusted Performance of 0.1068, downside deviation of 1.08, and Mean Deviation of 0.9851 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of 0.94, which conveys possible diversification benefits within a given portfolio. Leisure Portfolio returns are very sensitive to returns on the market. As the market goes up or down, Leisure Portfolio is expected to follow.
Auto-correlation | 0.05 |
Virtually no predictability
Leisure Portfolio Leisure has virtually no predictability. Overlapping area represents the amount of predictability between Leisure Portfolio time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Leisure Portfolio Leisure price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Leisure Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.67 |
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.| VTI | Vanguard Total Stock | |
| RIOT | Riot Blockchain | |
| TSLA | Tesla Inc |
Other Information on Investing in Leisure Mutual Fund
Leisure Portfolio financial ratios help investors to determine whether Leisure 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 Leisure with respect to the benefits of owning Leisure Portfolio security.
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon |