Pacific Funds Backtesting

PFWDX -- USA Fund  

USD 11.49  0.12  1.03%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Pacific Funds Small Cap Growth and determine expected loss or profit from investing in Pacific Funds over given investment horizon. Additionally take a look at Pacific Funds Hype Analysis, Pacific Funds Correlation, Portfolio Optimization, Pacific Funds Volatility as well as analyze Pacific Funds Alpha and Beta and Pacific Funds Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Pacific Funds 'What if' Analysis

July 23, 2019
0.00
No Change 0.00  0.0 
In 2 months and 31 days
October 21, 2019
0.00
If you would invest  0.00  in Pacific Funds on July 23, 2019 and sell it all today you would earn a total of 0.00 from holding Pacific Funds Small Cap Growth or generate 0.0% return on investment in Pacific Funds over 90 days. Pacific Funds is related to or competes with Janus Henderson, Neuberger Berman, Neuberger Berman, T Rowe, Strategic Advisers, Virtus KAR, and Carillon Eagle. The fund invests at least 80 percent of its assets in common stocks and other equity securities of small capitalization ...

Pacific Funds Upside/Downside Indicators

Information Ratio(0.017102)
Maximum Drawdown5.38
Value At Risk(2.58)
Potential Upside1.89

Pacific Funds Market Premium Indicators

Risk Adjusted Performance(0.029443)
Jensen Alpha(0.017469)
Total Risk Alpha(0.011833)
Treynor Ratio(0.045658)

Pacific Funds Small Backtested Returns

Macroaxis considers Pacific Funds to be somewhat reliable. Pacific Funds Small maintains Sharpe Ratio (i.e. Efficiency) of -0.0275 which implies the entity had -0.0275% of return per unit of risk over the last 3 months. Macroaxis philosophy towards forecasting 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. Pacific Funds Small exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Pacific Funds Small Risk Adjusted Performance of (0.029443) and Coefficient Of Variation of (3,051) to confirm risk estimate we provide. The fund holds Beta of 1.1659 which implies as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Pacific Funds will likely underperform. Even though it is essential to pay attention to Pacific Funds Small current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis philosophy towards forecasting 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. Pacific Funds Small exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.64 
correlation synergy

Good predictability

Pacific Funds Small Cap Growth has good predictability. Overlapping area represents the amount of predictability between Pacific Funds time series from July 23, 2019 to September 6, 2019 and September 6, 2019 to October 21, 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 Pacific Funds Small price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Pacific Funds price fluctuation can be explain by its past prices.
Correlation Coefficient0.64
Spearman Rank Test0.46
Residual Average0.0
Price Variance0.06

Pacific Funds Small lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Pacific Funds regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Pacific Funds Lagged Returns

 Regressed Prices 
      Timeline 

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Additionally take a look at Pacific Funds Hype Analysis, Pacific Funds Correlation, Portfolio Optimization, Pacific Funds Volatility as well as analyze Pacific Funds Alpha and Beta and Pacific Funds Performance. Please also try Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
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