Avantis Large Cap Fund Technical Analysis
| ALCEX Fund | 17.05 0.12 0.71% |
Market data as of the 18th of March 2026 shows Avantis Large priced at 17.05 per share. Measured indicators report mean deviation of 0.6464, and Risk Adjusted Performance of 0.1066. The model examines historical data series to identify measurable trend characteristics. Technical levels are measured against peer distributions.
Avantis Large Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Avantis, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to AvantisAvantis |
What if' Analysis
Backtesting a what-if scenario on Avantis Large Cap helps investors see how the fund may have behaved if the position had been entered, held, or resized under different historical assumptions. Valuation should still be reviewed through market value, enterprise value, revenue scale, and balance-sheet quality. The point is not to predict the future from one chart, but to understand how sensitive the trade has been to timing and holding assumptions.
| 12/18/2025 |
| 03/18/2026 |
A 0.00 position in Avantis Large initiated on December 18, 2025 and held to today would record 0.00 in net gains. The change equals a 0.0% net return in Avantis Large in total over a 90 day window. Avantis Large is often compared with WESMARK GOVERNMENT, Fidelity Government, AIG GOVERNMENT, Franklin Adjustable, THORNBURG LIMITED, Virtus Seix, and STERLING CAPITAL based on sector and business overlap. The list provides context for relative analysis. The fund invests primarily in a diverse group of U.S More
Momentum Range Indicators for Avantis Large Summary
This section highlights upside and downside signals that contextualize Avantis Large price behavior. The signals are presented as informational context for recent price movement.
| Downside Deviation | 0.8389 | |||
| Information Ratio | 0.1716 | |||
| Maximum Drawdown | 3.79 | |||
| Value At Risk | -1.33 | |||
| Potential Upside | 1.24 |
Avantis Large Market Risk Indicators Overview
This section presents risk metrics that describe Avantis Large's historical price variability. This view provides neutral context for risk and variability.| Risk Adjusted Performance | 0.1066 | |||
| Jensen Alpha | 0.1371 | |||
| Total Risk Alpha | 0.1439 | |||
| Sortino Ratio | 0.1693 | |||
| Treynor Ratio | 0.1149 |
Mean reversion in Avantis Large's price occurs when temporary dislocations - caused by sentiment extremes, news events, or liquidity shocks - correct back toward the stock's historical fair value.
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 | 0.1066 | |||
| Market Risk Adjusted Performance | 0.1249 | |||
| Mean Deviation | 0.6464 | |||
| Semi Deviation | 0.6669 | |||
| Downside Deviation | 0.8389 | |||
| Coefficient Of Variation | 744.39 | |||
| Standard Deviation | 0.8273 | |||
| Variance | 0.6844 | |||
| Information Ratio | 0.1716 | |||
| Jensen Alpha | 0.1371 | |||
| Total Risk Alpha | 0.1439 | |||
| Sortino Ratio | 0.1693 | |||
| Treynor Ratio | 0.1149 | |||
| Maximum Drawdown | 3.79 | |||
| Value At Risk | -1.33 | |||
| Potential Upside | 1.24 | |||
| Downside Variance | 0.7037 | |||
| Semi Variance | 0.4448 | |||
| Expected Short fall | -0.73 | |||
| Skewness | -0.12 | |||
| Kurtosis | -0.1 |
Avantis Large Cap Backtested Returns
Avantis Large currently shows a very low volatility profile across the evaluation window. It exhibits a Sharpe Ratio (Efficiency) of 0.17, highlighting adjusted efficiency metrics. We identified twenty-seven technical indicators influencing the company's volatility profile. Please assess metrics such as mean deviation of 0.6464, and risk-adjusted performance of 0.1066 to validate implied volatility levels. The fund shows a Beta (market volatility) of 0.88, which alludes to possible diversification benefits within a given portfolio. Returns on Avantis Large closely shadow the overall market, offering near-index exposure without significant amplification or dampening.
Auto-correlation | -0.37 |
Poor reverse predictability
Avantis Large Cap exhibits poor reverse predictability. Autocorrelation measures the degree of predictability between Avantis Large time series from 18th of December 2025 to 1st of February 2026 and from 1st of February 2026 to 18th of March 2026. Persistent correlation between intervals suggests underlying momentum patterns in Avantis Large that may carry forward. The measured coefficient of -0.37 means just about 37.0% of Avantis Large's recent price variance traces back to prior period behavior. Given that Avantis Large Cap has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
This technical analysis view for Avantis Large focuses on price, volume, and trend behavior. The view references moving averages, RSI, regressions, and chart pattern signals.
Technical Analysis
This analysis covers thirty-seven data points across the selected time horizon. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Avantis Large Cap volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of Avantis Large focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Support and resistance levels frame risk boundaries for observed price regimes.
This section for Avantis Large Cap is built from fund disclosures and market reference feeds, with harmonization applied to align reporting definitions. Values may update on different source schedules.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsAvantis Large Technical Indicators
Technical indicators tied to Avantis Large Cap help investors translate chart behavior into a more structured framework for entry, exit, and risk control. The practical goal is to improve execution quality rather than to suggest that charts alone can predict every move.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1066 | |||
| Market Risk Adjusted Performance | 0.1249 | |||
| Mean Deviation | 0.6464 | |||
| Semi Deviation | 0.6669 | |||
| Downside Deviation | 0.8389 | |||
| Coefficient Of Variation | 744.39 | |||
| Standard Deviation | 0.8273 | |||
| Variance | 0.6844 | |||
| Information Ratio | 0.1716 | |||
| Jensen Alpha | 0.1371 | |||
| Total Risk Alpha | 0.1439 | |||
| Sortino Ratio | 0.1693 | |||
| Treynor Ratio | 0.1149 | |||
| Maximum Drawdown | 3.79 | |||
| Value At Risk | -1.33 | |||
| Potential Upside | 1.24 | |||
| Downside Variance | 0.7037 | |||
| Semi Variance | 0.4448 | |||
| Expected Short fall | -0.73 | |||
| Skewness | -0.12 | |||
| Kurtosis | -0.1 |
March 18, 2026 Daily Trend Indicators
Technical indicators tied to Avantis Large Cap help investors translate chart behavior into a more structured framework for entry, exit, and risk control. The practical goal is to improve execution quality rather than to suggest that charts alone can predict every move.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 17.05 | ||
| Day Typical Price | 17.05 | ||
| Price Action Indicator | 0.06 |