Wavefront All Weather Alternative Fund Market Value
| WAAV Fund | 20.49 0.02 0.1% |
| Symbol | WaveFront |
WaveFront All '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 WaveFront All's 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 WaveFront All.
| 07/28/2022 |
| 07/12/2025 |
If you would invest 0.00 in WaveFront All on July 28, 2022 and sell it all today you would earn a total of 0.00 from holding WaveFront All Weather Alternative or generate 0.0% return on investment in WaveFront All over 1080 days.
WaveFront All 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 WaveFront All's 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 WaveFront All Weather Alternative upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.58 | |||
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 6.0 | |||
| Value At Risk | (0.54) | |||
| Potential Upside | 1.21 |
WaveFront All Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for WaveFront All's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WaveFront All's standard deviation. In reality, there are many statistical measures that can use WaveFront All historical prices to predict the future WaveFront All's volatility.| Risk Adjusted Performance | 0.1265 | |||
| Jensen Alpha | 0.1009 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | (1.41) |
WaveFront All Weather Backtested Returns
As of now, WaveFront Fund is very steady. WaveFront All Weather shows Sharpe Ratio of 0.18, which attests that the fund had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for WaveFront All Weather, which you can use to evaluate the volatility of the fund. Please check out WaveFront All's Downside Deviation of 1.58, mean deviation of 0.4251, and Market Risk Adjusted Performance of (1.40) to validate if the risk estimate we provide is consistent with the expected return of 0.11%. The entity maintains a market beta of -0.0616, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning WaveFront All are expected to decrease at a much lower rate. During the bear market, WaveFront All is likely to outperform the market.
Auto-correlation | 0.00 |
No correlation between past and present
WaveFront All Weather Alternative has no correlation between past and present. Overlapping area represents the amount of predictability between WaveFront All time series from 28th of July 2022 to 19th of January 2024 and 19th of January 2024 to 12th 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 WaveFront All Weather price movement. The serial correlation of 0.0 indicates that just 0.0% of current WaveFront All price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
WaveFront All Weather lagged returns against current returns
Autocorrelation, which is WaveFront All 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 WaveFront All's fund expected returns. We can calculate the autocorrelation of WaveFront All returns to help us make a trade decision. For example, suppose you find that WaveFront All has exhibited high autocorrelation historically, and you observe that the 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 |
WaveFront All 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 WaveFront All fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if WaveFront All fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in WaveFront All fund over time.
Current vs Lagged Prices |
| Timeline |
WaveFront All Lagged Returns
When evaluating WaveFront All's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of WaveFront All fund have on its future price. WaveFront All 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, WaveFront All autocorrelation shows the relationship between WaveFront All fund current value and its past values and can show if there is a momentum factor associated with investing in WaveFront All Weather Alternative.
Regressed Prices |
| Timeline |
Pair Trading with WaveFront All
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if WaveFront All position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in WaveFront All will appreciate offsetting losses from the drop in the long position's value.Moving together with WaveFront Fund
| 0.89 | 0P0000706A | RBC Select Balanced | PairCorr |
| 0.89 | 0P00007069 | RBC Portefeuille | PairCorr |
| 0.88 | 0P0000IUYO | Edgepoint Global Por | PairCorr |
| 0.89 | 0P0001FAU8 | TD Comfort Balanced | PairCorr |
The ability to find closely correlated positions to WaveFront All could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace WaveFront All when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back WaveFront All - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling WaveFront All Weather Alternative to buy it.
The correlation of WaveFront All is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as WaveFront All moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if WaveFront All Weather moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for WaveFront All can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.| CEOs Directory Screen CEOs from public companies around the world | |
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