Strategic Allocation Moderate Fund Market Value
| ASMRX Fund | USD 6.92 0.01 0.14% |
| Symbol | Strategic |
Strategic Allocation: '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 Strategic Allocation:'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 Strategic Allocation:.
| 11/30/2025 |
| 02/28/2026 |
If you would invest 0.00 in Strategic Allocation: on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Strategic Allocation Moderate or generate 0.0% return on investment in Strategic Allocation: over 90 days. Strategic Allocation: is related to or competes with Mid Cap, Equity Growth, Income Growth, Diversified Bond, Emerging Markets, Short Term, and Value Fund. The funds asset allocation strategy diversifies investments among equity securities, bonds and money market instruments More
Strategic Allocation: 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 Strategic Allocation:'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 Strategic Allocation Moderate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4836 | |||
| Information Ratio | 0.1047 | |||
| Maximum Drawdown | 6.72 | |||
| Value At Risk | (0.63) | |||
| Potential Upside | 0.9662 |
Strategic Allocation: Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Strategic Allocation:'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Strategic Allocation:'s standard deviation. In reality, there are many statistical measures that can use Strategic Allocation: historical prices to predict the future Strategic Allocation:'s volatility.| Risk Adjusted Performance | 0.1657 | |||
| Jensen Alpha | 0.1214 | |||
| Total Risk Alpha | 0.0802 | |||
| Sortino Ratio | 0.1752 | |||
| Treynor Ratio | 0.3043 |
Strategic Allocation: February 28, 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 | 0.1657 | |||
| Market Risk Adjusted Performance | 0.3143 | |||
| Mean Deviation | 0.4283 | |||
| Downside Deviation | 0.4836 | |||
| Coefficient Of Variation | 463.35 | |||
| Standard Deviation | 0.8093 | |||
| Variance | 0.6549 | |||
| Information Ratio | 0.1047 | |||
| Jensen Alpha | 0.1214 | |||
| Total Risk Alpha | 0.0802 | |||
| Sortino Ratio | 0.1752 | |||
| Treynor Ratio | 0.3043 | |||
| Maximum Drawdown | 6.72 | |||
| Value At Risk | (0.63) | |||
| Potential Upside | 0.9662 | |||
| Downside Variance | 0.2339 | |||
| Semi Variance | (0.05) | |||
| Expected Short fall | (0.57) | |||
| Skewness | 4.55 | |||
| Kurtosis | 30.06 |
Strategic Allocation: Backtested Returns
At this stage we consider Strategic Mutual Fund to be not too volatile. Strategic Allocation: owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the fund had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Strategic Allocation Moderate, which you can use to evaluate the volatility of the fund. Please validate Strategic Allocation:'s Downside Deviation of 0.4836, standard deviation of 0.8093, and Risk Adjusted Performance of 0.1657 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. The entity has a beta of 0.54, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Strategic Allocation:'s returns are expected to increase less than the market. However, during the bear market, the loss of holding Strategic Allocation: is expected to be smaller as well.
Auto-correlation | 0.70 |
Good predictability
Strategic Allocation Moderate has good predictability. Overlapping area represents the amount of predictability between Strategic Allocation: time series from 30th of November 2025 to 14th of January 2026 and 14th of January 2026 to 28th of February 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 Strategic Allocation: price movement. The serial correlation of 0.7 indicates that around 70.0% of current Strategic Allocation: price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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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 Strategic Mutual Fund
Strategic Allocation: financial ratios help investors to determine whether Strategic 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 Strategic with respect to the benefits of owning Strategic Allocation: security.
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