Hancock Horizon Backtesting

HHICX -- USA Fund  

USD 12.72  0.02  0.16%

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

Hancock Horizon 'What if' Analysis

December 18, 2018
0.00
No Change 0.00  0.0%
In 2 months and 1 day
February 16, 2019
0.00
If you would invest  0.00  in Hancock Horizon on December 18, 2018 and sell it all today you would earn a total of 0.00 from holding Hancock Horizon Diversified Income C or generate 0.0% return on investment in Hancock Horizon over 60 days. Hancock Horizon is related to or competes with Columbia Adaptive, Columbia Adaptive, Columbia Adaptive, Columbia Adaptive, Columbia Adaptive, Columbia Adaptive, and Columbia Adaptive. The investment seeks to maximize current income, with a secondary goal of long-term capital appreciation

Hancock Horizon Upside/Downside Indicators

Downside Deviation0.6128
Information Ratio(0.07)
Maximum Drawdown1.65
Value At Risk(1.05)
Potential Upside0.9026
  

Hancock Horizon Market Premium Indicators

Risk Adjusted Performance0.1305
Jensen Alpha0.0326
Total Risk Alpha0.0141
Sortino Ratio(0.06)
Treynor Ratio1.26

Hancock Horizon Dive Backtested Returns

We consider Hancock Horizon not too volatile. Hancock Horizon Dive holds Efficiency (Sharpe) Ratio of 0.2275 which attests that the entity had 0.2275% of return per unit of risk over the last 2 months. 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 Hancock Horizon Dive which you can use to evaluate future volatility of the entity. Please check out Hancock Horizon Risk Adjusted Performance of 0.1305, Downside Deviation of 0.6128 and Market Risk Adjusted Performance of 1.27 to validate if risk estimate we provide are consistent with the epected return of 0.1101%. The fund retains Market Volatility (i.e. Beta) of 0.0274 which attests that as returns on market increase, Hancock Horizon returns are expected to increase less than the market. However during bear market, the loss on holding Hancock Horizon will be expected to be smaller as well. Although it is extremely important to respect Hancock Horizon Dive current price history, it is better to be realistic regarding the information on equity current price movements. 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 evaluating Hancock Horizon Dive technical indicators you can presently evaluate if the expected return of 0.1101% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.77 
correlation synergy

Good predictability

Hancock Horizon Diversified Income C has good predictability. Overlapping area represents the amount of predictability between Hancock Horizon time series from December 18, 2018 to January 17, 2019 and January 17, 2019 to February 16, 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 Hancock Horizon Dive price movement. The serial correlation of 0.77 indicates that around 77.0% of current Hancock Horizon price fluctuation can be explain by its past prices.
Correlation Coefficient0.77
Spearman Rank Test0.65
Residual Average0.0
Price Variance0.01

Hancock Horizon Dive lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Hancock Horizon regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Hancock Horizon Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - HHICX

Hancock Horizon Dive Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Hancock Horizon Diversified Income C. What is your judgment towards investing in Hancock Horizon Diversified Income C? Are you bullish or bearish?
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Please also check Hancock Horizon Hype Analysis, Hancock Horizon Correlation, Portfolio Optimization, Hancock Horizon Volatility as well as analyze Hancock Horizon Alpha and Beta and Hancock Horizon 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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