Lord Abbett (Ireland) Backtesting

F00000VHN7 -- Ireland Fund  

USD 9.99  0.01  0.10%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Lord Abbett EM Corp Dbt Z USD and determine expected loss or profit from investing in Lord Abbett over given investment horizon. Additionally see Lord Abbett Hype Analysis, Lord Abbett Correlation, Portfolio Optimization, Lord Abbett Volatility as well as analyze Lord Abbett Alpha and Beta and Lord Abbett Performance.
 Time Horizon     30 Days    Login   to change

Lord Abbett 'What if' Analysis

June 22, 2018
No Change 0.00  0.0%
In 31 days
July 22, 2018
If you would invest  0.00  in Lord Abbett on June 22, 2018 and sell it all today you would earn a total of 0.00 from holding Lord Abbett EM Corp Dbt Z USD or generate 0.0% return on investment in Lord Abbett over 30 days. The Fund seeks to deliver current income and long term growth of capital by investing primarily in emerging market corpo...

Lord Abbett Upside/Downside Indicators

Information Ratio0.28
Maximum Drawdown6.25
Value At Risk0.10
Potential Upside0.1099

Lord Abbett Market Premium Indicators

Risk Adjusted Performance0.08
Jensen Alpha0.28
Total Risk Alpha0.58
Treynor Ratio1.75

Lord Abbett EM Backtested Returns

We consider Lord Abbett not too risky. Lord Abbett EM has Sharpe Ratio of 0.6132 which conveys that Lord Abbett EM had 0.6132% of return per unit of risk over the last 1 month. Our philosophy towards estimating volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Lord Abbett which you can use to evaluate future volatility of the organization. Please verify Lord Abbett EM Corp Dbt Z USD Mean Deviation of 0.5351 and Risk Adjusted Performance of 0.08 to check out if risk estimate we provide are consistent with the epected return of 0.0803%. The fund secures Beta (Market Risk) of 0.1493 which conveys that as returns on market increase, Lord Abbett returns are expected to increase less than the market. However during bear market, the loss on holding Lord Abbett will be expected to be smaller as well.. Although it is extremely important to respect Lord Abbett EM price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating 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 analyzing Lord Abbett EM technical indicators you can presently evaluate if the expected return of 0.0803% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

Lord Abbett EM Corp Dbt Z USD has no correlation between past and present. Overlapping area represents the amount of predictability between Lord Abbett time series from June 22, 2018 to July 7, 2018 and July 7, 2018 to July 22, 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 Lord Abbett EM price movement. The serial correlation of 0.0 indicates that just 0.0% of current Lord Abbett price fluctuation can be explain by its past prices.
Average Price 9.95
Lagged Average Price 9.95

Lord Abbett EM lagged returns against current returns

 Current and Lagged Values 

Lord Abbett regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Lord Abbett Lagged Returns

 Regressed Prices 

Current Sentiment - F00000VHN7

Lord Abbett EM Investor Sentiment
Macroaxis portfolio users are insensible in their opinion about investing in Lord Abbett EM Corp Dbt Z USD. What is your trading attitude regarding investing in Lord Abbett EM Corp Dbt Z USD? Are you bullish or bearish?
50% Bullish
50% Bearish

Build Optimal Portfolios

Align your risk with return expectations
Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally see Lord Abbett Hype Analysis, Lord Abbett Correlation, Portfolio Optimization, Lord Abbett Volatility as well as analyze Lord Abbett Alpha and Beta and Lord Abbett Performance. Please also try Coins and Tokens Correlation module to utilize digital token correlation table to build portfolio of cryptocurrencies across multiple exchanges.