Global Allocation 6040 Fund Market Value
| DGSIX Fund | USD 22.56 0.08 0.36% |
| Symbol | Global |
Global 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 Global 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 Global Allocation.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in Global Allocation on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding Global Allocation 6040 or generate 0.0% return on investment in Global Allocation over 90 days. Global Allocation is related to or competes with Delaware Small, Delaware Small, Perkins Mid, Perkins Mid, Sit International, Global Opportunity, and Global Opportunity. The fund allocates its assets to underlying funds that invest in equity and fixed income securities More
Global 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 Global 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 Global Allocation 6040 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4573 | |||
| Information Ratio | 0.1381 | |||
| Maximum Drawdown | 7.34 | |||
| Value At Risk | (0.74) | |||
| Potential Upside | 0.74 |
Global Allocation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Allocation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global Allocation's standard deviation. In reality, there are many statistical measures that can use Global Allocation historical prices to predict the future Global Allocation's volatility.| Risk Adjusted Performance | 0.1484 | |||
| Jensen Alpha | 0.1512 | |||
| Total Risk Alpha | 0.114 | |||
| Sortino Ratio | 0.2724 | |||
| Treynor Ratio | 0.4071 |
Global Allocation February 2, 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 | 0.1484 | |||
| Market Risk Adjusted Performance | 0.4171 | |||
| Mean Deviation | 0.4228 | |||
| Downside Deviation | 0.4573 | |||
| Coefficient Of Variation | 500.32 | |||
| Standard Deviation | 0.9021 | |||
| Variance | 0.8139 | |||
| Information Ratio | 0.1381 | |||
| Jensen Alpha | 0.1512 | |||
| Total Risk Alpha | 0.114 | |||
| Sortino Ratio | 0.2724 | |||
| Treynor Ratio | 0.4071 | |||
| Maximum Drawdown | 7.34 | |||
| Value At Risk | (0.74) | |||
| Potential Upside | 0.74 | |||
| Downside Variance | 0.2091 | |||
| Semi Variance | (0.05) | |||
| Expected Short fall | (0.52) | |||
| Skewness | 5.42 | |||
| Kurtosis | 37.55 |
Global Allocation 6040 Backtested Returns
At this stage we consider Global Mutual Fund to be somewhat reliable. Global Allocation 6040 holds Efficiency (Sharpe) Ratio of 0.2, which attests that the entity had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Global Allocation 6040, which you can use to evaluate the volatility of the entity. Please check out Global Allocation's Risk Adjusted Performance of 0.1484, market risk adjusted performance of 0.4171, and Coefficient Of Variation of 500.32 to validate if the risk estimate we provide is consistent with the expected return of 0.18%. The fund retains a Market Volatility (i.e., Beta) of 0.42, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Global Allocation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Global Allocation is expected to be smaller as well.
Auto-correlation | 0.49 |
Average predictability
Global Allocation 6040 has average predictability. Overlapping area represents the amount of predictability between Global Allocation time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd 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 Global Allocation 6040 price movement. The serial correlation of 0.49 indicates that about 49.0% of current Global Allocation price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
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 Global Mutual Fund
Global Allocation financial ratios help investors to determine whether Global 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 Global with respect to the benefits of owning Global Allocation security.
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