Global Strategist Portfolio Fund Market Value
| MPBAX Fund | USD 20.09 0.11 0.54% |
| Symbol | Global |
Global Strategist '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 Strategist'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 Strategist.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in Global Strategist on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding Global Strategist Portfolio or generate 0.0% return on investment in Global Strategist over 90 days. Global Strategist is related to or competes with Simt Us, Simt Us, Simt Us, Nt Non, Matthews Asia, Matthews Asia, and Integrity Dividend. The fund seeks to achieve its investment objective by investing primarily in a blend of equity and fixed income securiti... More
Global Strategist 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 Strategist'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 Strategist Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.498 | |||
| Information Ratio | 0.0617 | |||
| Maximum Drawdown | 4.35 | |||
| Value At Risk | (0.74) | |||
| Potential Upside | 0.8682 |
Global Strategist Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Strategist's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global Strategist's standard deviation. In reality, there are many statistical measures that can use Global Strategist historical prices to predict the future Global Strategist's volatility.| Risk Adjusted Performance | 0.1379 | |||
| Jensen Alpha | 0.0662 | |||
| Total Risk Alpha | 0.0522 | |||
| Sortino Ratio | 0.0767 | |||
| Treynor Ratio | 0.184 |
Global Strategist February 17, 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 | 0.1379 | |||
| Market Risk Adjusted Performance | 0.194 | |||
| Mean Deviation | 0.4187 | |||
| Semi Deviation | 0.2252 | |||
| Downside Deviation | 0.498 | |||
| Coefficient Of Variation | 572.38 | |||
| Standard Deviation | 0.6189 | |||
| Variance | 0.3831 | |||
| Information Ratio | 0.0617 | |||
| Jensen Alpha | 0.0662 | |||
| Total Risk Alpha | 0.0522 | |||
| Sortino Ratio | 0.0767 | |||
| Treynor Ratio | 0.184 | |||
| Maximum Drawdown | 4.35 | |||
| Value At Risk | (0.74) | |||
| Potential Upside | 0.8682 | |||
| Downside Variance | 0.248 | |||
| Semi Variance | 0.0507 | |||
| Expected Short fall | (0.54) | |||
| Skewness | 2.11 | |||
| Kurtosis | 10.46 |
Global Strategist Backtested Returns
At this stage we consider Global Mutual Fund to be very steady. Global Strategist holds Efficiency (Sharpe) Ratio of 0.25, which attests that the entity had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Global Strategist, which you can use to evaluate the volatility of the entity. Please check out Global Strategist's Risk Adjusted Performance of 0.1379, downside deviation of 0.498, and Market Risk Adjusted Performance of 0.194 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. The fund retains a Market Volatility (i.e., Beta) of 0.53, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Global Strategist's returns are expected to increase less than the market. However, during the bear market, the loss of holding Global Strategist is expected to be smaller as well.
Auto-correlation | 0.82 |
Very good predictability
Global Strategist Portfolio has very good predictability. Overlapping area represents the amount of predictability between Global Strategist time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th 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 Strategist price movement. The serial correlation of 0.82 indicates that around 82.0% of current Global Strategist price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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 Strategist 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 Strategist security.
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