WisdomTree Dyn Backtesting

DHDG -- USA Etf  

USD 21.03  0.35  1.64%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of WisdomTree Dyn Ccy Hdgd Intl Qual Div Gr and determine expected loss or profit from investing in WisdomTree Dyn over given investment horizon. Additionally see WisdomTree Dyn Hype Analysis, WisdomTree Dyn Correlation, Portfolio Optimization, WisdomTree Dyn Volatility as well as analyze WisdomTree Dyn Alpha and Beta and WisdomTree Dyn Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

WisdomTree Dyn 'What if' Analysis

October 15, 2018
0.00
No Change 0.00  0.0%
In 2 months and 2 days
December 14, 2018
0.00
If you would invest  0.00  in WisdomTree Dyn on October 15, 2018 and sell it all today you would earn a total of 0.00 from holding WisdomTree Dyn Ccy Hdgd Intl Qual Div Gr or generate 0.0% return on investment in WisdomTree Dyn over 60 days. WisdomTree Dyn is related to or competes with Vanguard Total, SPDR SP, Vanguard Total, iShares Core, Vanguard FTSE, Vanguard Mid, and Vanguard Small. The investment seeks to track the price and yield performance, of the WisdomTree Dynamic Currency Hedged International Q...

WisdomTree Dyn Upside/Downside Indicators

Information Ratio(0.049388)
Maximum Drawdown8.52
Value At Risk(1.90)
Potential Upside1.77
  

WisdomTree Dyn Market Premium Indicators

Risk Adjusted Performance(0.16)
Jensen Alpha(0.13)
Total Risk Alpha(0.06)
Treynor Ratio(0.40)

WisdomTree Dyn Ccy Backtested Returns

Macroaxis considers WisdomTree Dyn to be not too volatile. WisdomTree Dyn Ccy shows Sharpe Ratio of -0.1269 which attests that WisdomTree Dyn Ccy had -0.1269% of return per unit of risk over the last 2 months. Macroaxis philosophy towards determining risk of any etf is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. WisdomTree Dyn Ccy exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out WisdomTree Dyn Ccy Market Risk Adjusted Performance of (0.39) and Mean Deviation of 0.954 to validate risk estimate we provide. The entity maintains market beta of 0.4662 which attests that as returns on market increase, WisdomTree Dyn returns are expected to increase less than the market. However during bear market, the loss on holding WisdomTree Dyn will be expected to be smaller as well.. Even though it is essential to pay attention to WisdomTree Dyn Ccy historical price patterns, it is always good to be careful when utilizing equity current price history. Macroaxis philosophy towards determining future performance of any etf is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. WisdomTree Dyn Ccy exposes twenty-eight different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.47) 
correlation synergy

Modest reverse predictability

WisdomTree Dyn Ccy Hdgd Intl Qual Div Gr has modest reverse predictability. Overlapping area represents the amount of predictability between WisdomTree Dyn time series from October 15, 2018 to November 14, 2018 and November 14, 2018 to December 14, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of WisdomTree Dyn Ccy price movement. The serial correlation of -0.47 indicates that about 47.0% of current WisdomTree Dyn price fluctuation can be explain by its past prices. Given that WisdomTree Dyn Ccy Hdgd Intl Qual Div Gr has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of WisdomTree Dyn for similar time interval.
Correlation Coefficient-0.47
Spearman Rank Test-0.18
Residual Average0.0
Price Variance0.57

WisdomTree Dyn Ccy lagged returns against current returns

 Current and Lagged Values 
      Timeline 

WisdomTree Dyn regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

WisdomTree Dyn Lagged Returns

 Regressed Prices 
      Timeline 

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WisdomTree Dyn Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for WisdomTree Dyn and Vanguard Total Stock. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
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Additionally see WisdomTree Dyn Hype Analysis, WisdomTree Dyn Correlation, Portfolio Optimization, WisdomTree Dyn Volatility as well as analyze WisdomTree Dyn Alpha and Beta and WisdomTree Dyn Performance. Please also try Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
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