Short Duration Strategic Fund Fundamentals
| ASXDX Fund | USD 9.07 0.01 0.11% |
As of the 23rd of January, Short Duration has the Standard Deviation of 0.1018, downside deviation of 0.1359, and Risk Adjusted Performance of 0.0597. Short Duration technical analysis provides you with a way to harness past market data to determine a pattern that measures the direction of the fund's future prices.
Short Duration's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Short Duration's valuation are provided below:Short Duration Strategic does not presently have any fundamental trend indicators for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Short |
Short Duration '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 Short Duration'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 Short Duration.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Short Duration on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Short Duration Strategic or generate 0.0% return on investment in Short Duration over 90 days. Short Duration is related to or competes with Delaware Investments, Legg Mason, Alpine Ultra, American Funds, Easterly Snow, and Metropolitan West. The fund invests in corporate bonds and notes, government securities, collateralized loan obligations, collateralized mo... More
Short Duration 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 Short Duration'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 Short Duration Strategic upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1359 | |||
| Information Ratio | (0.86) | |||
| Maximum Drawdown | 0.5582 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.1114 |
Short Duration Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Short Duration's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Short Duration's standard deviation. In reality, there are many statistical measures that can use Short Duration historical prices to predict the future Short Duration's volatility.| Risk Adjusted Performance | 0.0597 | |||
| Jensen Alpha | 0.0061 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.64) | |||
| Treynor Ratio | 0.9013 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Short Duration's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Short Duration January 23, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
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| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0597 | |||
| Market Risk Adjusted Performance | 0.9113 | |||
| Mean Deviation | 0.0607 | |||
| Downside Deviation | 0.1359 | |||
| Coefficient Of Variation | 603.87 | |||
| Standard Deviation | 0.1018 | |||
| Variance | 0.0104 | |||
| Information Ratio | (0.86) | |||
| Jensen Alpha | 0.0061 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.64) | |||
| Treynor Ratio | 0.9013 | |||
| Maximum Drawdown | 0.5582 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.1114 | |||
| Downside Variance | 0.0185 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.17) | |||
| Skewness | 1.81 | |||
| Kurtosis | 6.35 |
Short Duration Strategic Backtested Returns
At this stage we consider Short Mutual Fund to be very steady. Short Duration Strategic owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the fund had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Short Duration Strategic, which you can use to evaluate the volatility of the fund. Please validate Short Duration's Downside Deviation of 0.1359, risk adjusted performance of 0.0597, and Standard Deviation of 0.1018 to confirm if the risk estimate we provide is consistent with the expected return of 0.0185%. The entity has a beta of 0.0076, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Short Duration's returns are expected to increase less than the market. However, during the bear market, the loss of holding Short Duration is expected to be smaller as well.
Auto-correlation | 0.61 |
Good predictability
Short Duration Strategic has good predictability. Overlapping area represents the amount of predictability between Short Duration time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd of January 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 Short Duration Strategic price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Short Duration price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Although Five Year Returns can give a sense of overall investment potential, it is recommended to compare equity performance with similar assets for the same five year time interval. Similarly, comparing overall investment performance over the last five years with the appropriate market index is a great way to determine how this equity instrument will perform during unforeseen market fluctuations.
| Competition |
According to the company disclosure, Short Duration Strategic has a Five Year Return of 2.9104%. This is 31.1% higher than that of the American Century Investments family and significantly higher than that of the Short-Term Bond category. The five year return for all United States funds is notably lower than that of the firm.
Short Duration Strategic Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Short Duration's current stock value. Our valuation model uses many indicators to compare Short Duration value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Short Duration competition to find correlations between indicators driving Short Duration's intrinsic value. More Info.Short Duration Strategic is the top fund in annual yield among similar funds. It is third largest fund in year to date return among similar funds creating about 4.78 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Short Duration's earnings, one of the primary drivers of an investment's value.Short Five Year Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Short Duration's direct or indirect competition against its Five Year Return to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Short Duration could also be used in its relative valuation, which is a method of valuing Short Duration by comparing valuation metrics of similar companies.Short Duration is currently under evaluation in five year return among similar funds.
Short Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Short Duration's current stock value. Our valuation model uses many indicators to compare Short Duration value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Short Duration competition to find correlations between indicators driving Short Duration's intrinsic value. More Info.Short Duration Strategic is the top fund in annual yield among similar funds. It is third largest fund in year to date return among similar funds creating about 4.78 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Short Duration's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Short Duration
The fund invests most of its assets under management in various types of exotic instruments, with the rest of asset invested in bonds and cash equivalents.Asset allocation divides Short Duration's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors to buy a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will buy and sell securities in the fund's portfolio as market conditions and the fund's objectives change.
Short Fundamentals
| Total Asset | 788.33 M | |||
| Annual Yield | 0.05 % | |||
| Year To Date Return | 0.24 % | |||
| One Year Return | 6.45 % | |||
| Three Year Return | 5.86 % | |||
| Five Year Return | 2.91 % | |||
| Net Asset | 57.35 M | |||
| Last Dividend Paid | 0.02 | |||
| Cash Position Weight | 0.17 % | |||
| Bond Positions Weight | 15.72 % |
About Short Duration Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Short Duration Strategic's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Short Duration using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Short Duration Strategic based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The fund invests in corporate bonds and notes, government securities, collateralized loan obligations, collateralized mortgage obligations and securities backed by mortgages or other assets. It may invest in both investment-grade and high-yield, non-money market debt securities. The fund may also invest in certain equity securities such as preferred stock, convertible securities or equity equivalents provided that such investments are consistent with the funds investment objectives.
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 Short Mutual Fund
Short Duration financial ratios help investors to determine whether Short 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 Short with respect to the benefits of owning Short Duration security.
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