Metropolitan West High Fund Market Value
| MWHIX Fund | USD 9.21 0.01 0.11% |
| Symbol | Metropolitan |
Metropolitan West '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 Metropolitan West'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 Metropolitan West.
| 12/06/2025 |
| 03/06/2026 |
If you would invest 0.00 in Metropolitan West on December 6, 2025 and sell it all today you would earn a total of 0.00 from holding Metropolitan West High or generate 0.0% return on investment in Metropolitan West over 90 days. Metropolitan West is related to or competes with Dfa Ca, New York, Nuveen Ohio, Guggenheim Taxable, Pimco California, Icon Bond, and Deutsche Equity. The fund pursues its objective by investing, under normal circumstances, at least 80 percent of its net assets plus any ... More
Metropolitan West 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 Metropolitan West'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 Metropolitan West High upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1399 | |||
| Information Ratio | 0.017 | |||
| Maximum Drawdown | 1.1 | |||
| Value At Risk | (0.22) | |||
| Potential Upside | 0.3264 |
Metropolitan West Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Metropolitan West's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Metropolitan West's standard deviation. In reality, there are many statistical measures that can use Metropolitan West historical prices to predict the future Metropolitan West's volatility.| Risk Adjusted Performance | 0.0255 | |||
| Jensen Alpha | 0.0033 | |||
| Total Risk Alpha | 0.0032 | |||
| Sortino Ratio | 0.0204 | |||
| Treynor Ratio | 0.0819 |
Metropolitan West March 6, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0255 | |||
| Market Risk Adjusted Performance | 0.0919 | |||
| Mean Deviation | 0.1024 | |||
| Downside Deviation | 0.1399 | |||
| Coefficient Of Variation | 1256.28 | |||
| Standard Deviation | 0.1678 | |||
| Variance | 0.0282 | |||
| Information Ratio | 0.017 | |||
| Jensen Alpha | 0.0033 | |||
| Total Risk Alpha | 0.0032 | |||
| Sortino Ratio | 0.0204 | |||
| Treynor Ratio | 0.0819 | |||
| Maximum Drawdown | 1.1 | |||
| Value At Risk | (0.22) | |||
| Potential Upside | 0.3264 | |||
| Downside Variance | 0.0196 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.21) | |||
| Skewness | 2.59 | |||
| Kurtosis | 10.8 |
Metropolitan West High Backtested Returns
At this stage we consider Metropolitan Mutual Fund to be very steady. Metropolitan West High has Sharpe Ratio of 0.12, which conveys that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Metropolitan West, which you can use to evaluate the volatility of the fund. Please verify Metropolitan West's Mean Deviation of 0.1024, coefficient of variation of 1256.28, and Risk Adjusted Performance of 0.0255 to check out if the risk estimate we provide is consistent with the expected return of 0.0202%. The fund secures a Beta (Market Risk) of 0.041, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Metropolitan West's returns are expected to increase less than the market. However, during the bear market, the loss of holding Metropolitan West is expected to be smaller as well.
Auto-correlation | -0.21 |
Weak reverse predictability
Metropolitan West High has weak reverse predictability. Overlapping area represents the amount of predictability between Metropolitan West time series from 6th of December 2025 to 20th of January 2026 and 20th of January 2026 to 6th of March 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Metropolitan West High price movement. The serial correlation of -0.21 indicates that over 21.0% of current Metropolitan West price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Metropolitan Mutual Fund
Metropolitan West financial ratios help investors to determine whether Metropolitan 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 Metropolitan with respect to the benefits of owning Metropolitan West security.
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