Westwood LargeCap Backtesting

WWLAX -- USA Fund  

USD 13.92  0.08  0.57%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Westwood LargeCap Value A and determine expected loss or profit from investing in Westwood LargeCap over given investment horizon. See also Westwood LargeCap Hype Analysis, Westwood LargeCap Correlation, Portfolio Optimization, Westwood LargeCap Volatility as well as analyze Westwood LargeCap Alpha and Beta and Westwood LargeCap Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Westwood LargeCap 'What if' Analysis

August 26, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 25, 2018
0.00
If you would invest  0.00  in Westwood LargeCap on August 26, 2018 and sell it all today you would earn a total of 0.00 from holding Westwood LargeCap Value A or generate 0.0% return on investment in Westwood LargeCap over 30 days. Westwood LargeCap is related to or competes with Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard 500, and Vanguard 500. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p...

Westwood LargeCap Upside/Downside Indicators

Information Ratio0.14
Maximum Drawdown1.32
Value At Risk0.29
Potential Upside0.6531
  

Westwood LargeCap Market Premium Indicators

Risk Adjusted Performance0.15
Jensen Alpha0.06
Total Risk Alpha0.006269
Treynor Ratio0.3739

Westwood LargeCap Value Backtested Returns

We consider Westwood LargeCap not too risky. Westwood LargeCap Value shows Sharpe Ratio of 0.321 which attests that Westwood LargeCap Value had 0.321% of return per unit of risk over the last 1 month. Our philosophy towards determining volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Westwood LargeCap Value which you can use to evaluate future volatility of the fund. Please check out Westwood LargeCap Value Market Risk Adjusted Performance of 0.3839 and Mean Deviation of 0.2377 to validate if risk estimate we provide are consistent with the epected return of 0.1097%. The entity maintains market beta of 0.2666 which attests that as returns on market increase, Westwood LargeCap returns are expected to increase less than the market. However during bear market, the loss on holding Westwood LargeCap will be expected to be smaller as well.. Although it is extremely important to respect Westwood LargeCap Value historical price patterns, it is better to be realistic regarding the information on equity current price history. The philosophy towards determining future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining Westwood LargeCap Value technical indicators you can presently evaluate if the expected return of 0.1097% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.46 

Average predictability

Westwood LargeCap Value A has average predictability. Overlapping area represents the amount of predictability between Westwood LargeCap time series from August 26, 2018 to September 10, 2018 and September 10, 2018 to September 25, 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 Westwood LargeCap Value price movement. The serial correlation of 0.46 indicates that about 46.0% of current Westwood LargeCap price fluctuation can be explain by its past prices.
Correlation Coefficient0.46
Spearman Rank Test0.15
Residual Average0.0
Price Variance0.01

Westwood LargeCap Value lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Westwood LargeCap regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Westwood LargeCap Lagged Returns

 Regressed Prices 
      Timeline 

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See also Westwood LargeCap Hype Analysis, Westwood LargeCap Correlation, Portfolio Optimization, Westwood LargeCap Volatility as well as analyze Westwood LargeCap Alpha and Beta and Westwood LargeCap Performance. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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