Litman Gregory Masters Fund Technical Analysis
| MSILX Fund | USD 22.11 0.16 0.73% |
As of the 11th of March 2026, LITMAN GREGORY is valued at 22.11 per share. Indicator levels currently stand at Downside Deviation of 0.9326, mean deviation of 0.6471, and Risk Adjusted Performance of 0.0244. Historical price dispersion and volume trends are incorporated into the evaluation. Values are analyzed in relation to historical volatility thresholds.
LITMAN GREGORY Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as LITMAN, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to LITMANLITMAN |
LITMAN GREGORY 'What if' Analysis
Running a what-if backtest on Litman Gregory Masters gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether LITMAN GREGORY's historical reward profile was stable enough to support the current thesis.
| 12/11/2025 |
| 03/11/2026 |
An initial 0.00 allocation to LITMAN GREGORY on December 11, 2025 held through today would generate 0.00 in cumulative gains. Overall, this is a 0.0% total return in LITMAN GREGORY in aggregate over 90 days.. LITMAN GREGORY is often compared with Icon Natural, SALIENT MLP, GMO Resources, GOLDMAN SACHS, VANGUARD ENERGY, and Jennison Natural based on sector and business overlap. The comparison helps frame competitive context. Under normal conditions, each sub-advisor manages a portion of the funds assets by independently managing a portfolio ty... More
LITMAN GREGORY Momentum Range Indicators Summary
This section highlights upside and downside signals that contextualize LITMAN GREGORY price behavior. This view helps summarize momentum conditions without implying direction.
| Downside Deviation | 0.9326 | |||
| Information Ratio | 0.0339 | |||
| Maximum Drawdown | 4.4 | |||
| Value At Risk | -1.43 | |||
| Potential Upside | 1.17 |
LITMAN GREGORY Volatility and Risk Indicators Summary
This section presents risk metrics that describe LITMAN GREGORY's historical price variability. The measures summarize variability without implying direction.| Risk Adjusted Performance | 0.0244 | |||
| Jensen Alpha | 0.025 | |||
| Total Risk Alpha | 0.0292 | |||
| Sortino Ratio | 0.0302 | |||
| Treynor Ratio | 0.0208 |
The mean reversion effect in LITMAN GREGORY is stronger when the initial deviation was driven by sentiment rather than fundamental change. Identifying the root cause of LITMAN GREGORY's price dislocation is essential before acting.
LITMAN GREGORY 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 | 0.0244 | |||
| Market Risk Adjusted Performance | 0.0308 | |||
| Mean Deviation | 0.6471 | |||
| Semi Deviation | 0.8714 | |||
| Downside Deviation | 0.9326 | |||
| Coefficient Of Variation | 3260.84 | |||
| Standard Deviation | 0.8318 | |||
| Variance | 0.6919 | |||
| Information Ratio | 0.0339 | |||
| Jensen Alpha | 0.025 | |||
| Total Risk Alpha | 0.0292 | |||
| Sortino Ratio | 0.0302 | |||
| Treynor Ratio | 0.0208 | |||
| Maximum Drawdown | 4.4 | |||
| Value At Risk | -1.43 | |||
| Potential Upside | 1.17 | |||
| Downside Variance | 0.8698 | |||
| Semi Variance | 0.7593 | |||
| Expected Short fall | -0.65 | |||
| Skewness | -0.57 | |||
| Kurtosis | 0.6878 |
Litman Gregory Masters Backtested Returns
LITMAN GREGORY demonstrates a very low volatility profile under current market conditions. It shows an Efficiency (Sharpe) Ratio of 0.0103, quantifying return efficiency across 3 months. Signal processing identified twenty-seven dispersion-based indicators. Please assess metrics such as Downside Deviation of 0.9326, mean deviation of 0.6471, and risk-adjusted performance of 0.0244 to confirm statistical stability. The fund maintains a market beta of 0.75, which means possible diversification benefits within a given portfolio. As returns on the market increase, LITMAN GREGORY's returns are expected to increase less than the market. However, during a bear market, the loss from holding LITMAN GREGORY is expected to be smaller as well.
Auto-correlation | -0.55 |
Good reverse predictability
Litman Gregory Masters exhibits good reverse predictability. Autocorrelation measures the degree of predictability between LITMAN GREGORY time series from 11th of December 2025 to 25th of January 2026 and from 25th of January 2026 to 11th of March 2026. The stronger the relationship between the current interval and its lagged values, the more accurately future price behavior of Litman Gregory Masters may be projected. A serial correlation of -0.55 indicates that about 55.0% of current LITMAN GREGORY price fluctuations can be explained by its historical price movements. Given that Litman Gregory Masters has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Technical analysis for LITMAN GREGORY examines price and volume behavior across market regimes. The view references moving averages, RSI, regressions, and chart pattern signals.
Litman Gregory Masters Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. 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 Litman Gregory Masters volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About LITMAN GREGORY Technical Analysis
Technical analysis of LITMAN GREGORY focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Range expansion increases sensitivity to execution and spread conditions.
Unless otherwise specified, financial data for Litman Gregory Masters is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. Updates may occur throughout the day.
LITMAN GREGORY Technical Indicators
A technical review of Litman Gregory Masters can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0244 | |||
| Market Risk Adjusted Performance | 0.0308 | |||
| Mean Deviation | 0.6471 | |||
| Semi Deviation | 0.8714 | |||
| Downside Deviation | 0.9326 | |||
| Coefficient Of Variation | 3260.84 | |||
| Standard Deviation | 0.8318 | |||
| Variance | 0.6919 | |||
| Information Ratio | 0.0339 | |||
| Jensen Alpha | 0.025 | |||
| Total Risk Alpha | 0.0292 | |||
| Sortino Ratio | 0.0302 | |||
| Treynor Ratio | 0.0208 | |||
| Maximum Drawdown | 4.4 | |||
| Value At Risk | -1.43 | |||
| Potential Upside | 1.17 | |||
| Downside Variance | 0.8698 | |||
| Semi Variance | 0.7593 | |||
| Expected Short fall | -0.65 | |||
| Skewness | -0.57 | |||
| Kurtosis | 0.6878 |
LITMAN GREGORY March 11, 2026 Daily Trend Indicators
A technical review of Litman Gregory Masters can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 22.11 | ||
| Day Typical Price | 22.11 | ||
| Price Action Indicator | 0.08 |