Medium Duration Bond Investor Fund Market Value
| GMDZX Fund | USD 12.64 0.02 0.16% |
| Symbol | Medium |
Medium Duration '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 Medium Duration'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 Medium Duration.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Medium Duration on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Medium Duration Bond Investor or generate 0.0% return on investment in Medium Duration over 90 days. Medium Duration is related to or competes with Value Equity, Growth Equity, International Equity, Equity Index, and Low Duration. The fund invests mainly in investment grade fixed-income instruments More
Medium Duration 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 Medium Duration'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 Medium Duration Bond Investor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3367 | |||
| Information Ratio | (0.38) | |||
| Maximum Drawdown | 1.2 | |||
| Value At Risk | (0.47) | |||
| Potential Upside | 0.4827 |
Medium Duration Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Medium Duration's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Medium Duration's standard deviation. In reality, there are many statistical measures that can use Medium Duration historical prices to predict the future Medium Duration's volatility.| Risk Adjusted Performance | 0.0762 | |||
| Jensen Alpha | 0.0081 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.33) | |||
| Treynor Ratio | 0.2151 |
Medium Duration Bond Backtested Returns
At this stage we consider Medium Mutual Fund to be very steady. Medium Duration Bond has Sharpe Ratio of 0.13, which conveys that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Medium Duration, which you can use to evaluate the volatility of the fund. Please verify Medium Duration's Risk Adjusted Performance of 0.0762, downside deviation of 0.3367, and Mean Deviation of 0.2366 to check out if the risk estimate we provide is consistent with the expected return of 0.036%. The fund secures a Beta (Market Risk) of 0.0962, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Medium Duration's returns are expected to increase less than the market. However, during the bear market, the loss of holding Medium Duration is expected to be smaller as well.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Medium Duration Bond Investor has insignificant reverse predictability. Overlapping area represents the amount of predictability between Medium Duration time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Medium Duration Bond price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Medium Duration price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Medium Duration Bond lagged returns against current returns
Autocorrelation, which is Medium Duration 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 Medium Duration's mutual fund expected returns. We can calculate the autocorrelation of Medium Duration returns to help us make a trade decision. For example, suppose you find that Medium Duration 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 |
Medium Duration 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 Medium Duration mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Medium Duration mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Medium Duration mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Medium Duration Lagged Returns
When evaluating Medium Duration's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Medium Duration mutual fund have on its future price. Medium Duration 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, Medium Duration autocorrelation shows the relationship between Medium Duration mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Medium Duration Bond Investor.
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 Medium Mutual Fund
Medium Duration financial ratios help investors to determine whether Medium 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 Medium with respect to the benefits of owning Medium Duration security.
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