Vontobel International Equity Fund Market Value
| VNIIX Fund | 11.87 0.07 0.59% |
| Symbol | Vontobel |
Vontobel International '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 Vontobel International'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 Vontobel International.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Vontobel International on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Vontobel International Equity or generate 0.0% return on investment in Vontobel International over 90 days. Vontobel International is related to or competes with Upright Assets, Pnc Balanced, Balanced Allocation, Pace Large, Profunds-large Cap, Aqr Large, and Franklin Moderate. More
Vontobel International 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 Vontobel International'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 Vontobel International Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6004 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 2.68 | |||
| Value At Risk | (0.83) | |||
| Potential Upside | 1.27 |
Vontobel International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vontobel International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vontobel International's standard deviation. In reality, there are many statistical measures that can use Vontobel International historical prices to predict the future Vontobel International's volatility.| Risk Adjusted Performance | 0.1758 | |||
| Jensen Alpha | 0.0971 | |||
| Total Risk Alpha | 0.02 | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 1.1 |
Vontobel International Backtested Returns
At this stage we consider Vontobel Mutual Fund to be very steady. Vontobel International owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the fund had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vontobel International Equity, which you can use to evaluate the volatility of the fund. Please validate Vontobel International's Semi Deviation of 0.3574, risk adjusted performance of 0.1758, and Coefficient Of Variation of 515.54 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. The entity has a beta of 0.1, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vontobel International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vontobel International is expected to be smaller as well.
Auto-correlation | 0.05 |
Virtually no predictability
Vontobel International Equity has virtually no predictability. Overlapping area represents the amount of predictability between Vontobel International time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Vontobel International price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Vontobel International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Vontobel International lagged returns against current returns
Autocorrelation, which is Vontobel International 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 Vontobel International's mutual fund expected returns. We can calculate the autocorrelation of Vontobel International returns to help us make a trade decision. For example, suppose you find that Vontobel International 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 |
Vontobel International 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 Vontobel International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vontobel International mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vontobel International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vontobel International Lagged Returns
When evaluating Vontobel International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vontobel International mutual fund have on its future price. Vontobel International 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, Vontobel International autocorrelation shows the relationship between Vontobel International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vontobel International Equity.
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 Vontobel Mutual Fund
Vontobel International financial ratios help investors to determine whether Vontobel 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 Vontobel with respect to the benefits of owning Vontobel International security.
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