Global Multi Strategy Fund Market Value
| PSMIX Fund | USD 11.90 0.02 0.17% |
| Symbol | Global |
Global Multi-strategy '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 Multi-strategy'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 Multi-strategy.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in Global Multi-strategy on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding Global Multi Strategy Fund or generate 0.0% return on investment in Global Multi-strategy over 90 days. Global Multi-strategy is related to or competes with Gmo Emerging, Sa Emerging, Saat Defensive, Pace International, Johcm Emerging, Eagle Mlp, and Fidelity Series. The fund invests in a broad range of instruments including, but not limited to, equities, bonds, currencies, commodities... More
Global Multi-strategy 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 Multi-strategy'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 Multi Strategy Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2698 | |||
| Information Ratio | 0.0927 | |||
| Maximum Drawdown | 3.54 | |||
| Value At Risk | (0.36) | |||
| Potential Upside | 0.361 |
Global Multi-strategy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Multi-strategy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global Multi-strategy's standard deviation. In reality, there are many statistical measures that can use Global Multi-strategy historical prices to predict the future Global Multi-strategy's volatility.| Risk Adjusted Performance | 0.1614 | |||
| Jensen Alpha | 0.079 | |||
| Total Risk Alpha | 0.0611 | |||
| Sortino Ratio | 0.1522 | |||
| Treynor Ratio | 0.3551 |
Global Multi-strategy January 30, 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 | 0.1614 | |||
| Market Risk Adjusted Performance | 0.3651 | |||
| Mean Deviation | 0.24 | |||
| Downside Deviation | 0.2698 | |||
| Coefficient Of Variation | 432.68 | |||
| Standard Deviation | 0.4429 | |||
| Variance | 0.1961 | |||
| Information Ratio | 0.0927 | |||
| Jensen Alpha | 0.079 | |||
| Total Risk Alpha | 0.0611 | |||
| Sortino Ratio | 0.1522 | |||
| Treynor Ratio | 0.3551 | |||
| Maximum Drawdown | 3.54 | |||
| Value At Risk | (0.36) | |||
| Potential Upside | 0.361 | |||
| Downside Variance | 0.0728 | |||
| Semi Variance | (0.07) | |||
| Expected Short fall | (0.33) | |||
| Skewness | 4.85 | |||
| Kurtosis | 33.02 |
Global Multi Strategy Backtested Returns
At this stage we consider Global Mutual Fund to be very steady. Global Multi Strategy 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-seven technical indicators for Global Multi Strategy, which you can use to evaluate the volatility of the entity. Please check out Global Multi-strategy's Coefficient Of Variation of 432.68, risk adjusted performance of 0.1614, and Market Risk Adjusted Performance of 0.3651 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. The fund retains a Market Volatility (i.e., Beta) of 0.26, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Global Multi-strategy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Global Multi-strategy is expected to be smaller as well.
Auto-correlation | 0.57 |
Modest predictability
Global Multi Strategy Fund has modest predictability. Overlapping area represents the amount of predictability between Global Multi-strategy time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th of January 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 Multi Strategy price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Global Multi-strategy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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Other Information on Investing in Global Mutual Fund
Global Multi-strategy 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 Multi-strategy security.
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