Acap Strategic Fund Market Value
| XCWPX Fund | USD 20.65 0.29 1.38% |
| Symbol | Acap |
Please note, there is a significant difference between Acap Strategic's value and its price as these two are different measures arrived at by different means. Investors typically determine if Acap Strategic is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Acap Strategic's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Acap Strategic '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 Acap Strategic'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 Acap Strategic.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Acap Strategic on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Acap Strategic or generate 0.0% return on investment in Acap Strategic over 90 days. Acap Strategic is related to or competes with Ab High, Prudential High, T Rowe, Metropolitan West, Americafirst Monthly, and Morningstar Aggressive. More
Acap Strategic 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 Acap Strategic'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 Acap Strategic upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6341 | |||
| Information Ratio | 0.0786 | |||
| Maximum Drawdown | 3.85 | |||
| Value At Risk | (0.82) | |||
| Potential Upside | 1.47 |
Acap Strategic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Acap Strategic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acap Strategic's standard deviation. In reality, there are many statistical measures that can use Acap Strategic historical prices to predict the future Acap Strategic's volatility.| Risk Adjusted Performance | 0.3159 | |||
| Jensen Alpha | 0.2004 | |||
| Total Risk Alpha | 0.0873 | |||
| Sortino Ratio | 0.0962 | |||
| Treynor Ratio | 0.8279 |
Acap Strategic Backtested Returns
Acap Strategic appears to be very steady, given 3 months investment horizon. Acap Strategic secures Sharpe Ratio (or Efficiency) of 0.36, which signifies that the fund had a 0.36 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Acap Strategic, which you can use to evaluate the volatility of the entity. Please makes use of Acap Strategic's mean deviation of 0.6016, and Risk Adjusted Performance of 0.3159 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Acap Strategic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Acap Strategic is expected to be smaller as well.
Auto-correlation | 0.91 |
Excellent predictability
Acap Strategic has excellent predictability. Overlapping area represents the amount of predictability between Acap Strategic time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Acap Strategic price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Acap Strategic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
Acap Strategic lagged returns against current returns
Autocorrelation, which is Acap Strategic 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 Acap Strategic's mutual fund expected returns. We can calculate the autocorrelation of Acap Strategic returns to help us make a trade decision. For example, suppose you find that Acap Strategic 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 |
Acap Strategic 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 Acap Strategic mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acap Strategic mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acap Strategic mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Acap Strategic Lagged Returns
When evaluating Acap Strategic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acap Strategic mutual fund have on its future price. Acap Strategic 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, Acap Strategic autocorrelation shows the relationship between Acap Strategic mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Acap Strategic.
Regressed Prices |
| Timeline |
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Other Information on Investing in Acap Mutual Fund
Acap Strategic financial ratios help investors to determine whether Acap 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 Acap with respect to the benefits of owning Acap Strategic security.
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