American Mutual Backtesting

RMFCX -- USA Fund  

USD 43.01  0.12  0.28%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of American Mutual Fund Class R 3 and determine expected loss or profit from investing in American Mutual over given investment horizon. Additionally take a look at American Mutual Hype Analysis, American Mutual Correlation, Portfolio Optimization, American Mutual Volatility as well as analyze American Mutual Alpha and Beta and American Mutual Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

American Mutual 'What if' Analysis

August 14, 2019
0.00
No Change 0.00  0.0 
In 2 months and 31 days
November 12, 2019
0.00
If you would invest  0.00  in American Mutual on August 14, 2019 and sell it all today you would earn a total of 0.00 from holding American Mutual Fund Class R 3 or generate 0.0% return on investment in American Mutual over 90 days. American Mutual is related to or competes with American Mutual, American Mutual, American Mutual, American Mutual, American Mutual, American Mutual, and American Mutual. The investment seeks current income, growth of capital and conservation of principal

American Mutual Upside/Downside Indicators

Downside Deviation0.9449
Information Ratio(0.029956)
Maximum Drawdown3.46
Value At Risk(0.87)
Potential Upside0.9625

American Mutual Market Premium Indicators

Risk Adjusted Performance0.0724
Jensen Alpha(0.002539)
Total Risk Alpha(0.008377)
Sortino Ratio(0.022611)
Treynor Ratio0.0692

American Mutual Fund Backtested Returns

We consider American Mutual very steady. American Mutual Fund secures Sharpe Ratio (or Efficiency) of 0.1535 which signifies that the fund had 0.1535% of return per unit of standard deviation over the last 3 months. Our philosophy in foreseeing 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 American Mutual Fund Class R 3 which you can use to evaluate future volatility of the entity. Please confirm American Mutual Fund Mean Deviation of 0.5086 and Risk Adjusted Performance of 0.0724 to double-check if risk estimate we provide are consistent with the epected return of 0.0986%. The organization shows Beta (market volatility) of 0.7407 which signifies that as returns on market increase, American Mutual returns are expected to increase less than the market. However during bear market, the loss on holding American Mutual will be expected to be smaller as well. Although it is extremely important to respect American Mutual Fund historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in foreseeing 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 American Mutual Fund technical indicators you can presently evaluate if the expected return of 0.0986% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.73 
correlation synergy

Good predictability

American Mutual Fund Class R 3 has good predictability. Overlapping area represents the amount of predictability between American Mutual time series from August 14, 2019 to September 28, 2019 and September 28, 2019 to November 12, 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 American Mutual Fund price movement. The serial correlation of 0.73 indicates that around 73.0% of current American Mutual price fluctuation can be explain by its past prices.
Correlation Coefficient0.73
Spearman Rank Test0.79
Residual Average0.0
Price Variance0.29

American Mutual Fund lagged returns against current returns

 Current and Lagged Values 
      Timeline 

American Mutual regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

American Mutual Lagged Returns

 Regressed Prices 
      Timeline 

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Additionally take a look at American Mutual Hype Analysis, American Mutual Correlation, Portfolio Optimization, American Mutual Volatility as well as analyze American Mutual Alpha and Beta and American Mutual Performance. Please also try Pattern Recognition module to use different pattern recognition models to time the market across multiple global exchanges.
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