Strategic Equity Portfolio Fund Market Value
| GTCEX Fund | USD 24.79 0.13 0.53% |
| Symbol | Strategic |
Strategic Equity '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 Equity'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 Equity.
| 11/22/2025 |
| 02/20/2026 |
If you would invest 0.00 in Strategic Equity on November 22, 2025 and sell it all today you would earn a total of 0.00 from holding Strategic Equity Portfolio or generate 0.0% return on investment in Strategic Equity over 90 days. Strategic Equity is related to or competes with Disciplined Value, Disciplined Value, Hennessy Cornerstone, Lazard Us, Large Company, Clarkston Fund, and Green Century. The fund normally invests at least 80 percent of the value of its net assets in equity securities, such as common stocks... More
Strategic Equity 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 Equity'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 Equity Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8392 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 3.94 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 1.11 |
Strategic Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Strategic Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Strategic Equity's standard deviation. In reality, there are many statistical measures that can use Strategic Equity historical prices to predict the future Strategic Equity's volatility.| Risk Adjusted Performance | 0.0243 | |||
| Jensen Alpha | 0.0205 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | (0.18) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Strategic Equity'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 Equity February 20, 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 | 0.0243 | |||
| Market Risk Adjusted Performance | (0.17) | |||
| Mean Deviation | 0.6085 | |||
| Semi Deviation | 0.7968 | |||
| Downside Deviation | 0.8392 | |||
| Coefficient Of Variation | 3161.49 | |||
| Standard Deviation | 0.7796 | |||
| Variance | 0.6078 | |||
| Information Ratio | (0.07) | |||
| Jensen Alpha | 0.0205 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | (0.18) | |||
| Maximum Drawdown | 3.94 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 1.11 | |||
| Downside Variance | 0.7043 | |||
| Semi Variance | 0.6349 | |||
| Expected Short fall | (0.63) | |||
| Skewness | (0.45) | |||
| Kurtosis | 0.3068 |
Strategic Equity Por Backtested Returns
At this stage we consider Strategic Mutual Fund to be very steady. Strategic Equity Por owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0497, which indicates the fund had a 0.0497 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Strategic Equity Portfolio, which you can use to evaluate the volatility of the fund. Please validate Strategic Equity's Coefficient Of Variation of 3161.49, semi deviation of 0.7968, and Risk Adjusted Performance of 0.0243 to confirm if the risk estimate we provide is consistent with the expected return of 0.0367%. The entity has a beta of -0.0831, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Strategic Equity are expected to decrease at a much lower rate. During the bear market, Strategic Equity is likely to outperform the market.
Auto-correlation | -0.64 |
Very good reverse predictability
Strategic Equity Portfolio has very good reverse predictability. Overlapping area represents the amount of predictability between Strategic Equity time series from 22nd of November 2025 to 6th of January 2026 and 6th of January 2026 to 20th 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 Equity Por price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Strategic Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
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 Equity 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 Equity security.
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