Global Opportunity Portfolio Fund Market Value
| MGGIX Fund | USD 33.48 0.98 2.84% |
| Symbol | Global |
Global Opportunity '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 Opportunity'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 Opportunity.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in Global Opportunity on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding Global Opportunity Portfolio or generate 0.0% return on investment in Global Opportunity over 90 days. Global Opportunity is related to or competes with Global Opportunity, Mfs Core, American Beacon, Lazard International, Fidelity Worldwide, Wells Fargo, and Fidelity Worldwide. The fund seeks to achieve its investment objective by investing primarily in established and emerging companies located ... More
Global Opportunity 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 Opportunity'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 Opportunity Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.31 | |||
| Information Ratio | 0.0192 | |||
| Maximum Drawdown | 13.34 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 1.37 |
Global Opportunity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Opportunity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global Opportunity's standard deviation. In reality, there are many statistical measures that can use Global Opportunity historical prices to predict the future Global Opportunity's volatility.| Risk Adjusted Performance | 0.0576 | |||
| Jensen Alpha | 0.0661 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0263 | |||
| Treynor Ratio | 0.1903 |
Global Opportunity February 13, 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 | 0.0576 | |||
| Market Risk Adjusted Performance | 0.2003 | |||
| Mean Deviation | 0.991 | |||
| Semi Deviation | 1.17 | |||
| Downside Deviation | 1.31 | |||
| Coefficient Of Variation | 1559.5 | |||
| Standard Deviation | 1.8 | |||
| Variance | 3.23 | |||
| Information Ratio | 0.0192 | |||
| Jensen Alpha | 0.0661 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0263 | |||
| Treynor Ratio | 0.1903 | |||
| Maximum Drawdown | 13.34 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 1.37 | |||
| Downside Variance | 1.71 | |||
| Semi Variance | 1.37 | |||
| Expected Short fall | (1.02) | |||
| Skewness | 3.92 | |||
| Kurtosis | 25.36 |
Global Opportunity Backtested Returns
At this stage we consider Global Mutual Fund to be very steady. Global Opportunity holds Efficiency (Sharpe) Ratio of 0.0746, which attests that the entity had a 0.0746 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Global Opportunity, which you can use to evaluate the volatility of the entity. Please check out Global Opportunity's Downside Deviation of 1.31, risk adjusted performance of 0.0576, and Market Risk Adjusted Performance of 0.2003 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. The fund retains a Market Volatility (i.e., Beta) of 0.55, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Global Opportunity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Global Opportunity is expected to be smaller as well.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
Global Opportunity Portfolio has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Global Opportunity time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th 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 Opportunity price movement. The serial correlation of -0.73 indicates that around 73.0% of current Global Opportunity price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.53 |
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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 Global Mutual Fund
Global Opportunity 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 Opportunity security.
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation |