Stone Harbor Backtesting

XEDFX -- USA Fund  

USD 9.28  0.02  0.22%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Stone Harbor Emerging Markets I and determine expected loss or profit from investing in Stone Harbor over given investment horizon. See also Stone Harbor Hype Analysis, Stone Harbor Correlation, Portfolio Optimization, Stone Harbor Volatility as well as analyze Stone Harbor Alpha and Beta and Stone Harbor Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Stone Harbor 'What if' Analysis

July 19, 2019
0.00
No Change 0.00  0.0 
In 3 months and 1 day
October 17, 2019
0.00
If you would invest  0.00  in Stone Harbor on July 19, 2019 and sell it all today you would earn a total of 0.00 from holding Stone Harbor Emerging Markets I or generate 0.0% return on investment in Stone Harbor over 90 days. Stone Harbor is related to or competes with Vanguard Index, Vanguard 500, Vanguard Total, Vanguard Total, Vanguard Total, Growth Fund, and Growth Fund.

Stone Harbor Upside/Downside Indicators

Information Ratio(0.20)
Maximum Drawdown3.76
Value At Risk(1.23)
Potential Upside0.641

Stone Harbor Market Premium Indicators

Risk Adjusted Performance(0.20)
Jensen Alpha(0.14)
Total Risk Alpha(0.13)
Treynor Ratio(4.86)

Stone Harbor Emerging Backtested Returns

Macroaxis considers Stone Harbor to be not too volatile. Stone Harbor Emerging owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.217 which indicates the organization had -0.217% of return per unit of risk over the last 3 months. Macroaxis philosophy towards measuring 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. Stone Harbor Emerging Markets I exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Stone Harbor Coefficient Of Variation of (488.68) and Risk Adjusted Performance of (0.20) to confirm risk estimate we provide. The entity has beta of 0.0294 which indicates as returns on market increase, Stone Harbor returns are expected to increase less than the market. However during bear market, the loss on holding Stone Harbor will be expected to be smaller as well. Even though it is essential to pay attention to Stone Harbor Emerging current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring 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. Stone Harbor Emerging Markets I exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.43 
correlation synergy

Average predictability

Stone Harbor Emerging Markets I has average predictability. Overlapping area represents the amount of predictability between Stone Harbor time series from July 19, 2019 to September 2, 2019 and September 2, 2019 to October 17, 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 Stone Harbor Emerging price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Stone Harbor price fluctuation can be explain by its past prices.
Correlation Coefficient0.43
Spearman Rank Test0.29
Residual Average0.0
Price Variance0.01

Stone Harbor Emerging lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Stone Harbor regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Stone Harbor Lagged Returns

 Regressed Prices 
      Timeline 

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See also Stone Harbor Hype Analysis, Stone Harbor Correlation, Portfolio Optimization, Stone Harbor Volatility as well as analyze Stone Harbor Alpha and Beta and Stone Harbor Performance. Please also try Instant Ratings module to determine any equity ratings based on digital recommendations. macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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