Robinson Tax Backtesting

ROBCX -- USA Fund  

USD 9.10  0.05  0.55%

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

Robinson Tax 'What if' Analysis

August 19, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 18, 2018
0.00
If you would invest  0.00  in Robinson Tax on August 19, 2018 and sell it all today you would earn a total of 0.00 from holding Robinson Tax Advantaged Income C or generate 0.0% return on investment in Robinson Tax over 30 days. Robinson Tax is related to or competes with Western Asset, Western Asset, Deutsche Managed, Nuveen All, Nuveen All, Nuveen All, and Nuveen All. The investment seeks total return with an emphasis on providing current income, a substantial portion of which will be e...

Robinson Tax Upside/Downside Indicators

Information Ratio0.84
Maximum Drawdown0.544
Value At Risk0.44
Potential Upside0.1086
  

Robinson Tax Market Premium Indicators

Risk Adjusted Performance0.13
Jensen Alpha0.07
Total Risk Alpha0.10
Treynor Ratio0.61

Robinson Tax Advantaged Backtested Returns

Macroaxis considers Robinson Tax to be not too risky. Robinson Tax Advantaged maintains Sharpe Ratio (i.e. Efficiency) of -0.3272 which implies Robinson Tax Advantaged had -0.3272% of return per unit of risk over the last 1 month. 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. Robinson Tax Advantaged exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Robinson Tax Advantaged Coefficient Of Variation of 313.22 and Risk Adjusted Performance of 0.13 to confirm risk estimate we provide. The fund holds Beta of 0.1053 which implies as returns on market increase, Robinson Tax returns are expected to increase less than the market. However during bear market, the loss on holding Robinson Tax will be expected to be smaller as well.. Even though it is essential to pay attention to Robinson Tax Advantaged 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. Robinson Tax Advantaged exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.79) 

Almost perfect reverse predictability

Robinson Tax Advantaged Income C has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Robinson Tax time series from August 19, 2018 to September 3, 2018 and September 3, 2018 to September 18, 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 Robinson Tax Advantaged price movement. The serial correlation of -0.79 indicates that around 79.0% of current Robinson Tax price fluctuation can be explain by its past prices. Given that Robinson Tax Advantaged Income C has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Robinson Tax for similar time interval.
Correlation Coefficient-0.79
Spearman Rank Test-0.76
Residual Average0.0
Price Variance0.0

Robinson Tax Advantaged lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Robinson Tax regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Robinson Tax Lagged Returns

 Regressed Prices 
      Timeline 

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Additionally take a look at Robinson Tax Hype Analysis, Robinson Tax Correlation, Portfolio Optimization, Robinson Tax Volatility as well as analyze Robinson Tax Alpha and Beta and Robinson Tax Performance. Please also try Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
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