EuroPacific Growth Backtesting

CEUFX -- USA Fund  

USD 54.17  0.26  0.48%

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

EuroPacific Growth 'What if' Analysis

August 21, 2019
No Change 0.00  0.0 
In 3 months and 1 day
November 19, 2019
If you would invest  0.00  in EuroPacific Growth on August 21, 2019 and sell it all today you would earn a total of 0.00 from holding EuroPacific Growth Fund Class or generate 0.0% return on investment in EuroPacific Growth over 90 days. EuroPacific Growth is related to or competes with Fidelity Series, MFS International, Fidelity Advisor, Goldman Sachs, Strategic Advisers, Goldman Sachs, and Goldman Sachs. The fund invests primarily in common stocks of issuers in Europe and the Pacific Basin that the investment adviser belie...

EuroPacific Growth Upside/Downside Indicators

Downside Deviation0.6571
Information Ratio0.0231
Maximum Drawdown3.17
Value At Risk(1.12)
Potential Upside1.1

EuroPacific Growth Market Premium Indicators

Risk Adjusted Performance0.1331
Jensen Alpha0.0499
Total Risk Alpha0.026
Sortino Ratio0.0221
Treynor Ratio0.1738

EuroPacific Growth Fund Backtested Returns

We consider EuroPacific Growth very steady. EuroPacific Growth Fund secures Sharpe Ratio (or Efficiency) of 0.1671 which denotes the fund had 0.1671% of return per unit of risk over the last 3 months. Our philosophy towards predicting 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 EuroPacific Growth Fund Class which you can use to evaluate future volatility of the entity. Please confirm EuroPacific Growth Fund Mean Deviation of 0.4714, Coefficient Of Variation of 533.74 and Downside Deviation of 0.6571 to check if risk estimate we provide are consistent with the epected return of 0.1057%. The organization shows Beta (market volatility) of 0.621 which denotes to the fact that as returns on market increase, EuroPacific Growth returns are expected to increase less than the market. However during bear market, the loss on holding EuroPacific Growth will be expected to be smaller as well. Although it is extremely important to respect EuroPacific Growth Fund historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards predicting 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 reviewing EuroPacific Growth Fund technical indicators you can presently evaluate if the expected return of 0.1057% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.62 
correlation synergy

Good predictability

EuroPacific Growth Fund Class has good predictability. Overlapping area represents the amount of predictability between EuroPacific Growth time series from August 21, 2019 to October 5, 2019 and October 5, 2019 to November 19, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of EuroPacific Growth Fund price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current EuroPacific Growth price fluctuation can be explain by its past prices.
Correlation Coefficient0.62
Spearman Rank Test0.47
Residual Average0.0
Price Variance1.18

EuroPacific Growth Fund lagged returns against current returns

 Current and Lagged Values 

EuroPacific Growth regressed lagged prices vs. current prices

 Current vs Lagged Prices 

EuroPacific Growth Lagged Returns

 Regressed Prices 

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EuroPacific Growth Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for EuroPacific Growth and Fidelity Series Over. 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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Check also EuroPacific Growth Hype Analysis, EuroPacific Growth Correlation, Portfolio Optimization, EuroPacific Growth Volatility as well as analyze EuroPacific Growth Alpha and Beta and EuroPacific Growth Performance. Please also try Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. drill down to check world indexes.