Quantified Tactical Sectors Fund Market Value
| QTSSX Fund | USD 6.85 0.01 0.15% |
| Symbol | Quantified |
Quantified Tactical '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 Quantified Tactical'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 Quantified Tactical.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Quantified Tactical on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Quantified Tactical Sectors or generate 0.0% return on investment in Quantified Tactical over 90 days. Quantified Tactical is related to or competes with Lsv Small, Pace Smallmedium, Fidelity Small, Heartland Value, American Century, Goldman Sachs, and Applied Finance. The fund is aggressively managed by the Subadviser using a tactical strategy that typically results in high portfolio tu... More
Quantified Tactical 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 Quantified Tactical'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 Quantified Tactical Sectors upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.14 | |||
| Information Ratio | 0.1226 | |||
| Maximum Drawdown | 7.33 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 2.09 |
Quantified Tactical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quantified Tactical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quantified Tactical's standard deviation. In reality, there are many statistical measures that can use Quantified Tactical historical prices to predict the future Quantified Tactical's volatility.| Risk Adjusted Performance | 0.23 | |||
| Jensen Alpha | 0.163 | |||
| Total Risk Alpha | 0.1106 | |||
| Sortino Ratio | 0.1247 | |||
| Treynor Ratio | 0.325 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Quantified Tactical'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.
Quantified Tactical Backtested Returns
Quantified Tactical appears to be not too volatile, given 3 months investment horizon. Quantified Tactical maintains Sharpe Ratio (i.e., Efficiency) of 0.25, which implies the entity had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Quantified Tactical, which you can use to evaluate the volatility of the fund. Please evaluate Quantified Tactical's Risk Adjusted Performance of 0.23, semi deviation of 0.5151, and Coefficient Of Variation of 409.55 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 0.84, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Quantified Tactical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Quantified Tactical is expected to be smaller as well.
Auto-correlation | 0.92 |
Excellent predictability
Quantified Tactical Sectors has excellent predictability. Overlapping area represents the amount of predictability between Quantified Tactical 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 Quantified Tactical price movement. The serial correlation of 0.92 indicates that approximately 92.0% of current Quantified Tactical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.92 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Quantified Tactical lagged returns against current returns
Autocorrelation, which is Quantified Tactical 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 Quantified Tactical's mutual fund expected returns. We can calculate the autocorrelation of Quantified Tactical returns to help us make a trade decision. For example, suppose you find that Quantified Tactical 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 |
Quantified Tactical 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 Quantified Tactical mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quantified Tactical mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Quantified Tactical mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Quantified Tactical Lagged Returns
When evaluating Quantified Tactical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quantified Tactical mutual fund have on its future price. Quantified Tactical 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, Quantified Tactical autocorrelation shows the relationship between Quantified Tactical mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Quantified Tactical Sectors.
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 Quantified Mutual Fund
Quantified Tactical financial ratios help investors to determine whether Quantified 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 Quantified with respect to the benefits of owning Quantified Tactical security.
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories |