Strategic Allocation Moderate Fund Market Value
| ASMUX Fund | USD 6.88 0.05 0.72% |
| 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:.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in Strategic Allocation: on November 8, 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 Eaton Vance, Hartford Healthcare, Blackrock Health, Alger Health, Prudential Health, and Tekla Healthcare. 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 | 0.5351 | |||
| Information Ratio | 0.1224 | |||
| Maximum Drawdown | 6.75 | |||
| Value At Risk | (0.79) | |||
| Potential Upside | 0.7962 |
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 | 0.133 | |||
| Jensen Alpha | 0.134 | |||
| Total Risk Alpha | 0.0996 | |||
| Sortino Ratio | 0.1947 | |||
| Treynor Ratio | 0.921 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Strategic Allocation:'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.
Strategic Allocation: February 6, 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 | 0.133 | |||
| Market Risk Adjusted Performance | 0.931 | |||
| Mean Deviation | 0.453 | |||
| Semi Deviation | 0.1312 | |||
| Downside Deviation | 0.5351 | |||
| Coefficient Of Variation | 570.18 | |||
| Standard Deviation | 0.851 | |||
| Variance | 0.7242 | |||
| Information Ratio | 0.1224 | |||
| Jensen Alpha | 0.134 | |||
| Total Risk Alpha | 0.0996 | |||
| Sortino Ratio | 0.1947 | |||
| Treynor Ratio | 0.921 | |||
| Maximum Drawdown | 6.75 | |||
| Value At Risk | (0.79) | |||
| Potential Upside | 0.7962 | |||
| Downside Variance | 0.2863 | |||
| Semi Variance | 0.0172 | |||
| Expected Short fall | (0.62) | |||
| Skewness | 4.44 | |||
| Kurtosis | 28.73 |
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 0.15, which indicates the fund had a 0.15 % 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 Semi Deviation of 0.1312, risk adjusted performance of 0.133, and Coefficient Of Variation of 570.18 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. The entity has a beta of 0.15, which indicates not very significant fluctuations relative to the market. 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 | 0.29 |
Poor predictability
Strategic Allocation Moderate has poor predictability. Overlapping area represents the amount of predictability between Strategic Allocation: time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th 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 0.29 indicates that nearly 29.0% of current Strategic Allocation: price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 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.
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data |