Strategic Bond Fund Market Value
| RFDAX Fund | USD 9.10 0.03 0.33% |
| Symbol | Strategic |
Strategic Bond '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 Bond'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 Bond.
| 02/04/2025 |
| 03/06/2025 |
If you would invest 0.00 in Strategic Bond on February 4, 2025 and sell it all today you would earn a total of 0.00 from holding Strategic Bond Fund or generate 0.0% return on investment in Strategic Bond over 30 days. Strategic Bond is related to or competes with Lord Abbett, Touchstone Large, T Rowe, T Rowe, American Mutual, Neiman Large, and Jpmorgan Large. The fund has a non-fundamental policy to invest, under normal circumstances, at least 80 percent of the value of its net... More
Strategic Bond 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 Bond'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 Bond Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3234 | |||
| Information Ratio | 0.2433 | |||
| Maximum Drawdown | 1.35 | |||
| Value At Risk | (0.45) | |||
| Potential Upside | 0.5525 |
Strategic Bond Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Strategic Bond's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Strategic Bond's standard deviation. In reality, there are many statistical measures that can use Strategic Bond historical prices to predict the future Strategic Bond's volatility.| Risk Adjusted Performance | 0.0325 | |||
| Jensen Alpha | 0.0142 | |||
| Total Risk Alpha | 0.035 | |||
| Sortino Ratio | 0.2323 | |||
| Treynor Ratio | 0.1114 |
Strategic Bond Backtested Returns
At this stage we consider Strategic Mutual Fund to be very steady. Strategic Bond owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0133, which indicates the fund had a 0.0133 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Strategic Bond Fund, which you can use to evaluate the volatility of the fund. Please validate Strategic Bond's Risk Adjusted Performance of 0.0325, coefficient of variation of 1633.78, and Semi Deviation of 0.2413 to confirm if the risk estimate we provide is consistent with the expected return of 0.0042%. The entity has a beta of 0.0799, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Strategic Bond's returns are expected to increase less than the market. However, during the bear market, the loss of holding Strategic Bond is expected to be smaller as well.
Auto-correlation | -0.21 |
Weak reverse predictability
Strategic Bond Fund has weak reverse predictability. Overlapping area represents the amount of predictability between Strategic Bond time series from 4th of February 2025 to 19th of February 2025 and 19th of February 2025 to 6th of March 2025. 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 Bond price movement. The serial correlation of -0.21 indicates that over 21.0% of current Strategic Bond price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Strategic Bond lagged returns against current returns
Autocorrelation, which is Strategic Bond mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Strategic Bond's mutual fund expected returns. We can calculate the autocorrelation of Strategic Bond returns to help us make a trade decision. For example, suppose you find that Strategic Bond has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Strategic Bond regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Strategic Bond mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Strategic Bond mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Strategic Bond mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Strategic Bond Lagged Returns
When evaluating Strategic Bond's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Strategic Bond mutual fund have on its future price. Strategic Bond autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Strategic Bond autocorrelation shows the relationship between Strategic Bond mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Strategic Bond Fund.
Regressed Prices |
| Timeline |
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 Bond 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 Bond security.
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