Guidemark Large Cap Fund Market Value
| GMLGX Fund | USD 34.43 0.29 0.85% |
| Symbol | Guidemark(r) |
Guidemark(r) Large 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Guidemark(r) Large's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Guidemark(r) Large.
| 04/04/2025 |
| 07/03/2025 |
If you would invest 0.00 in Guidemark(r) Large on April 4, 2025 and sell it all today you would earn a total of 0.00 from holding Guidemark Large Cap or generate 0.0% return on investment in Guidemark(r) Large over 90 days. Guidemark(r) Large is related to or competes with Vanguard Total, Vanguard 500, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, and Vanguard 500. Under normal circumstances, the fund invests at least 80 percent of its assets in the securities of large capitalization... More
Guidemark(r) Large Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Guidemark(r) Large's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Guidemark Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.12 | |||
| Information Ratio | 0.0329 | |||
| Maximum Drawdown | 13.49 | |||
| Value At Risk | (2.32) | |||
| Potential Upside | 2.14 |
Guidemark(r) Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guidemark(r) Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guidemark(r) Large's standard deviation. In reality, there are many statistical measures that can use Guidemark(r) Large historical prices to predict the future Guidemark(r) Large's volatility.| Risk Adjusted Performance | 0.1532 | |||
| Jensen Alpha | 0.0489 | |||
| Total Risk Alpha | 0.0447 | |||
| Sortino Ratio | 0.0299 | |||
| Treynor Ratio | 0.1482 |
Guidemark Large Cap Backtested Returns
Guidemark(r) Large appears to be very steady, given 3 months investment horizon. Guidemark Large Cap holds Efficiency (Sharpe) Ratio of 0.2, which attests that the entity had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Guidemark Large Cap, which you can use to evaluate the volatility of the entity. Please utilize Guidemark(r) Large's Market Risk Adjusted Performance of 0.1582, downside deviation of 2.12, and Risk Adjusted Performance of 0.1532 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 1.14, which attests to a somewhat significant risk relative to the market. Guidemark(r) Large returns are very sensitive to returns on the market. As the market goes up or down, Guidemark(r) Large is expected to follow.
Auto-correlation | 0.79 |
Good predictability
Guidemark Large Cap has good predictability. Overlapping area represents the amount of predictability between Guidemark(r) Large time series from 4th of April 2025 to 19th of May 2025 and 19th of May 2025 to 3rd of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Guidemark Large Cap price movement. The serial correlation of 0.79 indicates that around 79.0% of current Guidemark(r) Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Guidemark Large Cap lagged returns against current returns
Autocorrelation, which is Guidemark(r) Large mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Guidemark(r) Large's mutual fund expected returns. We can calculate the autocorrelation of Guidemark(r) Large returns to help us make a trade decision. For example, suppose you find that Guidemark(r) Large has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Guidemark(r) Large regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Guidemark(r) Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guidemark(r) Large mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guidemark(r) Large mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Guidemark(r) Large Lagged Returns
When evaluating Guidemark(r) Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guidemark(r) Large mutual fund have on its future price. Guidemark(r) Large autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Guidemark(r) Large autocorrelation shows the relationship between Guidemark(r) Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Guidemark Large Cap.
Regressed Prices |
| Timeline |
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Other Information on Investing in Guidemark(r) Mutual Fund
Guidemark(r) Large financial ratios help investors to determine whether Guidemark(r) Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Guidemark(r) with respect to the benefits of owning Guidemark(r) Large security.
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