Lsv Managed Volatility Fund Market Value
| LSVMX Fund | USD 11.08 0.05 0.45% |
| Symbol | Lsv |
Lsv Managed '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 Lsv Managed'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 Lsv Managed.
| 04/07/2025 |
| 07/06/2025 |
If you would invest 0.00 in Lsv Managed on April 7, 2025 and sell it all today you would earn a total of 0.00 from holding Lsv Managed Volatility or generate 0.0% return on investment in Lsv Managed over 90 days. Lsv Managed is related to or competes with Dodge Cox, Ab Bond, Templeton International, Ultra-short Fixed, Artisan High, T Rowe, and Pimco Emerging. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More
Lsv Managed 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 Lsv Managed'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 Lsv Managed Volatility upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8661 | |||
| Information Ratio | 0.096 | |||
| Maximum Drawdown | 7.48 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.51 |
Lsv Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lsv Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lsv Managed's standard deviation. In reality, there are many statistical measures that can use Lsv Managed historical prices to predict the future Lsv Managed's volatility.| Risk Adjusted Performance | 0.3287 | |||
| Jensen Alpha | 0.2188 | |||
| Total Risk Alpha | 0.1361 | |||
| Sortino Ratio | 0.1133 | |||
| Treynor Ratio | (1.08) |
Lsv Managed Volatility Backtested Returns
Lsv Managed appears to be very steady, given 3 months investment horizon. Lsv Managed Volatility has Sharpe Ratio of 0.21, which conveys that the entity had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Lsv Managed, which you can use to evaluate the volatility of the fund. Please exercise Lsv Managed's Downside Deviation of 0.8661, risk adjusted performance of 0.3287, and Mean Deviation of 0.6798 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of -0.19, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lsv Managed are expected to decrease at a much lower rate. During the bear market, Lsv Managed is likely to outperform the market.
Auto-correlation | 0.74 |
Good predictability
Lsv Managed Volatility has good predictability. Overlapping area represents the amount of predictability between Lsv Managed time series from 7th of April 2025 to 22nd of May 2025 and 22nd of May 2025 to 6th 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 Lsv Managed Volatility price movement. The serial correlation of 0.74 indicates that around 74.0% of current Lsv Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Lsv Managed Volatility lagged returns against current returns
Autocorrelation, which is Lsv Managed 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 Lsv Managed's mutual fund expected returns. We can calculate the autocorrelation of Lsv Managed returns to help us make a trade decision. For example, suppose you find that Lsv Managed 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 |
Lsv Managed 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 Lsv Managed mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lsv Managed mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lsv Managed mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Lsv Managed Lagged Returns
When evaluating Lsv Managed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lsv Managed mutual fund have on its future price. Lsv Managed 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, Lsv Managed autocorrelation shows the relationship between Lsv Managed mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Lsv Managed Volatility.
Regressed Prices |
| Timeline |
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Other Information on Investing in Lsv Mutual Fund
Lsv Managed financial ratios help investors to determine whether Lsv 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 Lsv with respect to the benefits of owning Lsv Managed security.
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