Multi Asset Real Return Fund Market Value
| ASIUX Fund | USD 19.93 0.60 2.92% |
| Symbol | Multi-asset |
Multi-asset Real '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 Multi-asset Real'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 Multi-asset Real.
| 02/09/2025 |
| 03/11/2025 |
If you would invest 0.00 in Multi-asset Real on February 9, 2025 and sell it all today you would earn a total of 0.00 from holding Multi Asset Real Return or generate 0.0% return on investment in Multi-asset Real over 30 days. Multi-asset Real is related to or competes with Columbia Global, Vanguard Information, Technology Ultrasector, Franklin Biotechnology, Blackrock Science, Fidelity Advisor, and Victory Rs. The investment seeks total real return. The funds asset allocation strategy seeks to diversify its investments among equ... More
Multi-asset Real 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 Multi-asset Real'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 Multi Asset Real Return upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 8.3 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 1.73 |
Multi-asset Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Multi-asset Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Multi-asset Real's standard deviation. In reality, there are many statistical measures that can use Multi-asset Real historical prices to predict the future Multi-asset Real's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.34) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | 1.08 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Multi-asset Real'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.
Multi Asset Real Backtested Returns
Multi Asset Real has Sharpe Ratio of -0.19, which conveys that the entity had a -0.19 % return per unit of risk over the last 3 months. Multi-asset Real exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Multi-asset Real's Mean Deviation of 1.17, risk adjusted performance of (0.15), and Standard Deviation of 1.6 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of -0.3, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Multi-asset Real are expected to decrease at a much lower rate. During the bear market, Multi-asset Real is likely to outperform the market.
Auto-correlation | 0.20 |
Weak predictability
Multi Asset Real Return has weak predictability. Overlapping area represents the amount of predictability between Multi-asset Real time series from 9th of February 2025 to 24th of February 2025 and 24th of February 2025 to 11th of March 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 Multi Asset Real price movement. The serial correlation of 0.2 indicates that over 20.0% of current Multi-asset Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.37 |
Multi Asset Real lagged returns against current returns
Autocorrelation, which is Multi-asset Real 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 Multi-asset Real's mutual fund expected returns. We can calculate the autocorrelation of Multi-asset Real returns to help us make a trade decision. For example, suppose you find that Multi-asset Real 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 |
Multi-asset Real 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 Multi-asset Real mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Multi-asset Real mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Multi-asset Real mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Multi-asset Real Lagged Returns
When evaluating Multi-asset Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Multi-asset Real mutual fund have on its future price. Multi-asset Real 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, Multi-asset Real autocorrelation shows the relationship between Multi-asset Real mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Multi Asset Real Return.
Regressed Prices |
| Timeline |
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 Multi-asset Mutual Fund
Multi-asset Real financial ratios help investors to determine whether Multi-asset 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 Multi-asset with respect to the benefits of owning Multi-asset Real security.
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