Robinson Tax Backtesting

ROBCX -- USA Fund  

USD 8.82  0.05  0.56%

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

Robinson Tax 'What if' Analysis

October 21, 2018
No Change 0.00  0.0%
In 31 days
November 20, 2018
If you would invest  0.00  in Robinson Tax on October 21, 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 Vanguard Long, Vanguard Long, Franklin Federal, Franklin Federal, Fidelity Municipal, Fidelity Advisor, and Fidelity Advisor. 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

Downside Deviation0.3243
Information Ratio0.3551
Maximum Drawdown0.7952
Value At Risk0.46
Potential Upside0.4571

Robinson Tax Market Premium Indicators

Risk Adjusted Performance0.0845
Jensen Alpha0.0183
Total Risk Alpha0.0335
Sortino Ratio0.2952
Treynor Ratio0.611

Robinson Tax Advantaged Backtested Returns

We consider Robinson Tax not too risky. Robinson Tax Advantaged maintains Sharpe Ratio (i.e. Efficiency) of 0.1198 which implies Robinson Tax Advantaged had 0.1198% of return per unit of risk over the last 1 month. Our philosophy towards forecasting 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 Robinson Tax Advantaged which you can use to evaluate future volatility of the fund. Please check Robinson Tax Advantaged Coefficient Of Variation of 1029.04, Semi Deviation of 0.1555 and Risk Adjusted Performance of 0.0845 to confirm if risk estimate we provide are consistent with the epected return of 0.0329%. The fund holds Beta of 0.0265 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.. Although it is extremely important to respect Robinson Tax Advantaged current trending patterns, it is better to be realistic regarding the information on equity existing price patterns. The philosophy towards forecasting 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 Robinson Tax Advantaged technical indicators you can presently evaluate if the expected return of 0.0329% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.81) 
correlation synergy

Excellent reverse predictability

Robinson Tax Advantaged Income C has excellent reverse predictability. Overlapping area represents the amount of predictability between Robinson Tax time series from October 21, 2018 to November 5, 2018 and November 5, 2018 to November 20, 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 -0.81 indicates that around 81.0% 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-0.81
Spearman Rank Test-0.07
Residual Average0.0
Price Variance0.0

Robinson Tax Advantaged lagged returns against current returns

 Current and Lagged Values 

Robinson Tax regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Robinson Tax Lagged Returns

 Regressed Prices 

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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 Transaction History module to view history of all your transactions and understand their impact on performance.