Two Oaks Backtesting

TWOAX -- USA Fund  

USD 13.57  0.02  0.15%

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

Two Oaks 'What if' Analysis

July 20, 2019
0.00
No Change 0.00  0.0 
In 3 months and 1 day
October 18, 2019
0.00
If you would invest  0.00  in Two Oaks on July 20, 2019 and sell it all today you would earn a total of 0.00 from holding Two Oaks Diversified Growth And or generate 0.0% return on investment in Two Oaks over 90 days. Two Oaks is related to or competes with Income Fund, Income Fund, Income Fund, Vanguard Lifestrategy, John Hancock, John Hancock, and John Hancock. The investment seeks long-term growth of capital and income

Two Oaks Upside/Downside Indicators

Downside Deviation0.8422
Information Ratio0.0536
Maximum Drawdown3.4
Value At Risk(1.17)
Potential Upside0.9091

Two Oaks Market Premium Indicators

Risk Adjusted Performance0.0399
Jensen Alpha0.0323
Total Risk Alpha0.0336
Sortino Ratio0.0451
Treynor Ratio0.0335

Two Oaks Diversified Backtested Returns

We consider Two Oaks not too volatile. Two Oaks Diversified owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0524 which indicates the organization had 0.0524% of return per unit of risk over the last 3 months. Our philosophy towards measuring 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 Two Oaks Diversified Growth And which you can use to evaluate future volatility of the fund. Please validate Two Oaks Coefficient Of Variation of 2225.78, Risk Adjusted Performance of 0.0399 and Semi Deviation of 0.7628 to confirm if risk estimate we provide are consistent with the epected return of 0.0375%. The entity has beta of 0.6497 which indicates as returns on market increase, Two Oaks returns are expected to increase less than the market. However during bear market, the loss on holding Two Oaks will be expected to be smaller as well. Although it is extremely important to respect Two Oaks Diversified current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring 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 inspecting Two Oaks Diversified technical indicators you can presently evaluate if the expected return of 0.0375% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.09 
correlation synergy

Virtually no predictability

Two Oaks Diversified Growth And has virtually no predictability. Overlapping area represents the amount of predictability between Two Oaks time series from July 20, 2019 to September 3, 2019 and September 3, 2019 to October 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 Two Oaks Diversified price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Two Oaks price fluctuation can be explain by its past prices.
Correlation Coefficient0.09
Spearman Rank Test-0.2
Residual Average0.0
Price Variance0.02

Two Oaks Diversified lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Two Oaks regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Two Oaks Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - TWOAX

Two Oaks Diversified Investor Sentiment

Most of Macroaxis users are at this time bullish on Two Oaks Diversified Growth And. What is your outlook on investing in Two Oaks Diversified Growth And? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Also please take a look at Two Oaks Hype Analysis, Two Oaks Correlation, Portfolio Optimization, Two Oaks Volatility as well as analyze Two Oaks Alpha and Beta and Two Oaks Performance. Please also try World Markets Correlation module to find global opportunities by holding instruments from different markets.
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