Flaherty Crumrine Dynamic Fund Market Value
| XDFPX Fund | USD 22.40 0.03 0.13% |
| Symbol | Flaherty |
Please note, there is a significant difference between Flaherty Crumrine's value and its price as these two are different measures arrived at by different means. Investors typically determine if Flaherty Crumrine is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Flaherty Crumrine'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.
Flaherty Crumrine '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 Flaherty Crumrine'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 Flaherty Crumrine.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Flaherty Crumrine on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Flaherty Crumrine Dynamic or generate 0.0% return on investment in Flaherty Crumrine over 90 days. Flaherty Crumrine is related to or competes with Vanguard Total, Vanguard 500, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, and Vanguard 500. Flaherty Crumrine is entity of United States More
Flaherty Crumrine 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 Flaherty Crumrine'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 Flaherty Crumrine Dynamic upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2539 | |||
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 1.05 | |||
| Value At Risk | (0.23) | |||
| Potential Upside | 0.411 |
Flaherty Crumrine Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Flaherty Crumrine's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Flaherty Crumrine's standard deviation. In reality, there are many statistical measures that can use Flaherty Crumrine historical prices to predict the future Flaherty Crumrine's volatility.| Risk Adjusted Performance | 0.3267 | |||
| Jensen Alpha | 0.0814 | |||
| Total Risk Alpha | 0.0421 | |||
| Sortino Ratio | (0.25) | |||
| Treynor Ratio | (1.29) |
Flaherty Crumrine Dynamic Backtested Returns
At this stage we consider Flaherty Mutual Fund to be very steady. Flaherty Crumrine Dynamic secures Sharpe Ratio (or Efficiency) of 0.34, which denotes the fund had a 0.34 % return per unit of standard deviation over the last 3 months. We have found twenty-six technical indicators for Flaherty Crumrine Dynamic, which you can use to evaluate the volatility of the entity. Please confirm Flaherty Crumrine's Downside Deviation of 0.2539, coefficient of variation of 259.1, and Mean Deviation of 0.1631 to check if the risk estimate we provide is consistent with the expected return of 0.0736%. The fund shows a Beta (market volatility) of -0.057, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Flaherty Crumrine are expected to decrease at a much lower rate. During the bear market, Flaherty Crumrine is likely to outperform the market.
Auto-correlation | 0.87 |
Very good predictability
Flaherty Crumrine Dynamic has very good predictability. Overlapping area represents the amount of predictability between Flaherty Crumrine 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 Flaherty Crumrine Dynamic price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Flaherty Crumrine price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Flaherty Crumrine Dynamic lagged returns against current returns
Autocorrelation, which is Flaherty Crumrine 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 Flaherty Crumrine's mutual fund expected returns. We can calculate the autocorrelation of Flaherty Crumrine returns to help us make a trade decision. For example, suppose you find that Flaherty Crumrine 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 |
Flaherty Crumrine 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 Flaherty Crumrine mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Flaherty Crumrine mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Flaherty Crumrine mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Flaherty Crumrine Lagged Returns
When evaluating Flaherty Crumrine's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Flaherty Crumrine mutual fund have on its future price. Flaherty Crumrine 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, Flaherty Crumrine autocorrelation shows the relationship between Flaherty Crumrine mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Flaherty Crumrine Dynamic.
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 Flaherty Mutual Fund
Flaherty Crumrine financial ratios help investors to determine whether Flaherty 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 Flaherty with respect to the benefits of owning Flaherty Crumrine security.
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