Hancock Horizon Backtesting

HHICX -- USA Fund  

USD 13.13  0.02  0.15%

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

August 20, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 19, 2018
0.00
If you would invest  0.00  in Hancock Horizon on August 20, 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 30 days. Hancock Horizon is related to or competes with PIMCO All, Columbia Adaptive, Columbia Adaptive, SEI Multi, Putnam Dynamic, Putnam Dynamic, and Putnam Dynamic. The investment seeks to maximize current income, with a secondary goal of long-term capital appreciation

Hancock Horizon Upside/Downside Indicators

Information Ratio0.68
Maximum Drawdown0.6458
Value At Risk0.30
Potential Upside0.1528
  

Hancock Horizon Market Premium Indicators

Risk Adjusted Performance0.022988
Jensen Alpha0.026603
Total Risk Alpha0.05
Treynor Ratio0.09

Hancock Horizon Dive Backtested Returns

Macroaxis considers Hancock Horizon to be not too risky. Hancock Horizon Dive holds Efficiency (Sharpe) Ratio of -0.096 which attests that Hancock Horizon Dive had -0.096% of return per unit of risk over the last 1 month. Macroaxis philosophy towards determining risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Hancock Horizon Dive exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Hancock Horizon Market Risk Adjusted Performance of 0.08 and Risk Adjusted Performance of 0.022988 to validate risk estimate we provide. The fund retains Market Volatility (i.e. Beta) of 0.1442 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.. Even though it is essential to pay attention to Hancock Horizon Dive current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Hancock Horizon Dive exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.26 

Poor predictability

Hancock Horizon Diversified Income C has poor predictability. Overlapping area represents the amount of predictability between Hancock Horizon time series from August 20, 2018 to September 4, 2018 and September 4, 2018 to September 19, 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 Hancock Horizon Dive price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Hancock Horizon price fluctuation can be explain by its past prices.
Correlation Coefficient0.26
Spearman Rank Test-0.67
Residual Average0.0
Price Variance0.0

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 Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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