Active International Allocation Fund Market Value
| MSACX Fund | USD 20.88 0.04 0.19% |
| Symbol | Active |
Active International '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 Active International'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 Active International.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in Active International on November 16, 2025 and sell it all today you would earn a total of 0.00 from holding Active International Allocation or generate 0.0% return on investment in Active International over 90 days. Active International is related to or competes with Horizon Esg, T Rowe, Pimco Extended, Matthews China, Disciplined Growth, Matthews Asia, and VistaShares Target. Under normal circumstances, the fund invests at least 80 percent of its net assets in the equity securities of issuers l... More
Active International 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 Active International'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 Active International Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8519 | |||
| Information Ratio | 0.15 | |||
| Maximum Drawdown | 3.59 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 1.57 |
Active International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Active International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Active International's standard deviation. In reality, there are many statistical measures that can use Active International historical prices to predict the future Active International's volatility.| Risk Adjusted Performance | 0.1915 | |||
| Jensen Alpha | 0.1398 | |||
| Total Risk Alpha | 0.1205 | |||
| Sortino Ratio | 0.1409 | |||
| Treynor Ratio | 0.2687 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Active International'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.
Active International February 14, 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 | 0.1915 | |||
| Market Risk Adjusted Performance | 0.2787 | |||
| Mean Deviation | 0.6025 | |||
| Semi Deviation | 0.5466 | |||
| Downside Deviation | 0.8519 | |||
| Coefficient Of Variation | 421.27 | |||
| Standard Deviation | 0.8003 | |||
| Variance | 0.6404 | |||
| Information Ratio | 0.15 | |||
| Jensen Alpha | 0.1398 | |||
| Total Risk Alpha | 0.1205 | |||
| Sortino Ratio | 0.1409 | |||
| Treynor Ratio | 0.2687 | |||
| Maximum Drawdown | 3.59 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 1.57 | |||
| Downside Variance | 0.7258 | |||
| Semi Variance | 0.2988 | |||
| Expected Short fall | (0.66) | |||
| Skewness | (0.12) | |||
| Kurtosis | 0.4554 |
Active International Backtested Returns
Active International appears to be very steady, given 3 months investment horizon. Active International secures Sharpe Ratio (or Efficiency) of 0.28, which signifies that the fund had a 0.28 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Active International Allocation, which you can use to evaluate the volatility of the entity. Please makes use of Active International's Downside Deviation of 0.8519, mean deviation of 0.6025, and Risk Adjusted Performance of 0.1915 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.67, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Active International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Active International is expected to be smaller as well.
Auto-correlation | 0.82 |
Very good predictability
Active International Allocation has very good predictability. Overlapping area represents the amount of predictability between Active International time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th 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 Active International price movement. The serial correlation of 0.82 indicates that around 82.0% of current Active International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
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 Active Mutual Fund
Active International financial ratios help investors to determine whether Active 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 Active with respect to the benefits of owning Active International security.
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