EuroPacific Growth Backtesting

RERGX -- USA Fund  

  Steady Growth

With this equity back-testing module your can estimate the performance of a buy and hold strategy of EuroPacific Growth Fund Cl R 6 and determine expected loss or profit from investing in EuroPacific Growth over given investment horizon. Additionally take a look at 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
SymbolX
Backtest

EuroPacific Growth 'What if' Analysis

August 20, 2019
0.00
No Change 0.00  0.0 
In 3 months and 1 day
November 18, 2019
0.00
If you would invest  0.00  in EuroPacific Growth on August 20, 2019 and sell it all today you would earn a total of 0.00 from holding EuroPacific Growth Fund Cl R 6 or generate 0.0% return on investment in EuroPacific Growth over 90 days. EuroPacific Growth is related to or competes with John Hancock, Invesco Oppenheimer, Fidelity International, Invesco Oppenheimer, John Hancock, EuroPacific Growth, and MFS International. 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 Deviation0.7187
Information Ratio(0.006258)
Maximum Drawdown3.91
Value At Risk(0.88)
Potential Upside1.09

EuroPacific Growth Market Premium Indicators

Risk Adjusted Performance0.1339
Jensen Alpha0.0387
Total Risk Alpha0.0092
Sortino Ratio(0.005565)
Treynor Ratio0.1756

EuroPacific Growth Fund Backtested Returns

We consider EuroPacific Growth very steady. EuroPacific Growth Fund secures Sharpe Ratio (or Efficiency) of 0.1843 which denotes the fund had 0.1843% 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 Cl R 6 which you can use to evaluate future volatility of the entity. Please confirm EuroPacific Growth Fund Downside Deviation of 0.7187, Mean Deviation of 0.477 and Coefficient Of Variation of 534.58 to check if risk estimate we provide are consistent with the epected return of 0.1192%. The organization shows Beta (market volatility) of 0.6239 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 0.1192% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.67 
correlation synergy

Good predictability

EuroPacific Growth Fund Cl R 6 has good predictability. Overlapping area represents the amount of predictability between EuroPacific Growth time series from August 20, 2019 to October 4, 2019 and October 4, 2019 to November 18, 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 0.67 indicates that around 67.0% of current EuroPacific Growth price fluctuation can be explain by its past prices.
Correlation Coefficient0.67
Spearman Rank Test0.49
Residual Average0.0
Price Variance1.26

EuroPacific Growth Fund lagged returns against current returns

 Current and Lagged Values 
      Timeline 

EuroPacific Growth regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

EuroPacific Growth Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - RERGX

EuroPacific Growth Fund Investor Sentiment

Most of Macroaxis users are at this time bullish on EuroPacific Growth Fund Cl R 6. What is your opinion about investing in EuroPacific Growth Fund Cl R 6? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Additionally take a look at 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 Transaction History module to view history of all your transactions and understand their impact on performance.
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