Overseas Portfolio Institutional Fund Market Value
| JAIGX Fund | USD 50.13 0.48 0.97% |
| Symbol | Overseas |
Overseas 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 Overseas 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 Overseas Portfolio.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Overseas Portfolio on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Overseas Portfolio Institutional or generate 0.0% return on investment in Overseas Portfolio over 90 days. Overseas Portfolio is related to or competes with Ips Strategic, Rational Dividend, T Rowe, and Iaadx. The Portfolio pursues its investment objective by investing at least 80 percent of its net assets in securities of issue... More
Overseas 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 Overseas 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 Overseas Portfolio Institutional upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5547 | |||
| Information Ratio | 0.1131 | |||
| Maximum Drawdown | 2.87 | |||
| Value At Risk | (0.83) | |||
| Potential Upside | 1.26 |
Overseas Portfolio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Overseas Portfolio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Overseas Portfolio's standard deviation. In reality, there are many statistical measures that can use Overseas Portfolio historical prices to predict the future Overseas Portfolio's volatility.| Risk Adjusted Performance | 0.315 | |||
| Jensen Alpha | 0.1448 | |||
| Total Risk Alpha | 0.1143 | |||
| Sortino Ratio | 0.1249 | |||
| Treynor Ratio | 0.4736 |
Overseas Portfolio Backtested Returns
At this stage we consider Overseas Mutual Fund to be very steady. Overseas Portfolio maintains Sharpe Ratio (i.e., Efficiency) of 0.34, which implies the entity had a 0.34 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Overseas Portfolio, which you can use to evaluate the volatility of the fund. Please check Overseas Portfolio's Standard Deviation of 0.6127, risk adjusted performance of 0.315, and Downside Deviation of 0.5547 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. The fund holds a Beta of 0.42, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Overseas Portfolio's returns are expected to increase less than the market. However, during the bear market, the loss of holding Overseas Portfolio is expected to be smaller as well.
Auto-correlation | 0.45 |
Average predictability
Overseas Portfolio Institutional has average predictability. Overlapping area represents the amount of predictability between Overseas Portfolio time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Overseas Portfolio price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Overseas Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Overseas Portfolio lagged returns against current returns
Autocorrelation, which is Overseas Portfolio 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 Overseas Portfolio's mutual fund expected returns. We can calculate the autocorrelation of Overseas Portfolio returns to help us make a trade decision. For example, suppose you find that Overseas Portfolio 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 |
Overseas Portfolio 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 Overseas Portfolio mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Overseas Portfolio mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Overseas Portfolio mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Overseas Portfolio Lagged Returns
When evaluating Overseas Portfolio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Overseas Portfolio mutual fund have on its future price. Overseas Portfolio 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, Overseas Portfolio autocorrelation shows the relationship between Overseas Portfolio mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Overseas Portfolio Institutional.
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 Overseas Mutual Fund
Overseas Portfolio financial ratios help investors to determine whether Overseas 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 Overseas with respect to the benefits of owning Overseas Portfolio security.
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