Gotham Enhanced Return Fund Market Value
| GENIX Fund | USD 13.54 0.05 0.37% |
| Symbol | Gotham |
Gotham Enhanced '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 Gotham Enhanced'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 Gotham Enhanced.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in Gotham Enhanced on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Gotham Enhanced Return or generate 0.0% return on investment in Gotham Enhanced over 90 days. Gotham Enhanced is related to or competes with Qs Moderate, Auer Growth, Qs Growth, Tfa Alphagen, Buffalo Growth, T Rowe, and Evaluator Growth. The fund seeks to achieve its investment objective by investing under normal circumstances in long and short positions o... More
Gotham Enhanced 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 Gotham Enhanced'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 Gotham Enhanced Return upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5588 | |||
| Information Ratio | 0.0173 | |||
| Maximum Drawdown | 5.08 | |||
| Value At Risk | (0.59) | |||
| Potential Upside | 1.53 |
Gotham Enhanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gotham Enhanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gotham Enhanced's standard deviation. In reality, there are many statistical measures that can use Gotham Enhanced historical prices to predict the future Gotham Enhanced's volatility.| Risk Adjusted Performance | 0.2621 | |||
| Jensen Alpha | 0.0948 | |||
| Total Risk Alpha | 0.0403 | |||
| Sortino Ratio | 0.0239 | |||
| Treynor Ratio | 0.3628 |
Gotham Enhanced Return Backtested Returns
Gotham Enhanced appears to be very steady, given 3 months investment horizon. Gotham Enhanced Return holds Efficiency (Sharpe) Ratio of 0.29, which attests that the entity had a 0.29 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Gotham Enhanced Return, which you can use to evaluate the volatility of the entity. Please utilize Gotham Enhanced's Risk Adjusted Performance of 0.2621, market risk adjusted performance of 0.3728, and Coefficient Of Variation of 337.61 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.6, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Gotham Enhanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gotham Enhanced is expected to be smaller as well.
Auto-correlation | 0.85 |
Very good predictability
Gotham Enhanced Return has very good predictability. Overlapping area represents the amount of predictability between Gotham Enhanced time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 Gotham Enhanced Return price movement. The serial correlation of 0.85 indicates that around 85.0% of current Gotham Enhanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Gotham Enhanced Return lagged returns against current returns
Autocorrelation, which is Gotham Enhanced 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 Gotham Enhanced's mutual fund expected returns. We can calculate the autocorrelation of Gotham Enhanced returns to help us make a trade decision. For example, suppose you find that Gotham Enhanced 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 |
Gotham Enhanced 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 Gotham Enhanced mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gotham Enhanced mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gotham Enhanced mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Gotham Enhanced Lagged Returns
When evaluating Gotham Enhanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gotham Enhanced mutual fund have on its future price. Gotham Enhanced 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, Gotham Enhanced autocorrelation shows the relationship between Gotham Enhanced mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Gotham Enhanced Return.
Regressed Prices |
| Timeline |
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| EGY | Vaalco Energy | |
| CMCSA | Comcast Corp |
Other Information on Investing in Gotham Mutual Fund
Gotham Enhanced financial ratios help investors to determine whether Gotham 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 Gotham with respect to the benefits of owning Gotham Enhanced security.
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