Moderately Aggressive Balanced Fund Market Value
| SAMIX Fund | USD 12.15 0.12 0.98% |
| Symbol | Moderately |
Moderately Aggressive '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 Moderately Aggressive'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 Moderately Aggressive.
| 12/04/2025 |
| 03/04/2026 |
If you would invest 0.00 in Moderately Aggressive on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding Moderately Aggressive Balanced or generate 0.0% return on investment in Moderately Aggressive over 90 days. Moderately Aggressive is related to or competes with Salient Alternative, Aggressive Balanced, Salient Alternative, Moderately Aggressive, Salient Mlp, Saratoga Small, and Small Capitalization. The Portfolios main investment strategy is to invest in other Saratoga Advantage Trust mutual funds andor unaffiliated r... More
Moderately Aggressive 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 Moderately Aggressive'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 Moderately Aggressive Balanced upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5696 | |||
| Information Ratio | 0.0844 | |||
| Maximum Drawdown | 9.92 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 0.8271 |
Moderately Aggressive Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moderately Aggressive's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moderately Aggressive's standard deviation. In reality, there are many statistical measures that can use Moderately Aggressive historical prices to predict the future Moderately Aggressive's volatility.| Risk Adjusted Performance | 0.0968 | |||
| Jensen Alpha | 0.1076 | |||
| Total Risk Alpha | 0.0794 | |||
| Sortino Ratio | 0.1775 | |||
| Treynor Ratio | 0.1678 |
Moderately Aggressive March 4, 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 | 0.0968 | |||
| Market Risk Adjusted Performance | 0.1778 | |||
| Mean Deviation | 0.5663 | |||
| Semi Deviation | 0.3316 | |||
| Downside Deviation | 0.5696 | |||
| Coefficient Of Variation | 809.57 | |||
| Standard Deviation | 1.2 | |||
| Variance | 1.43 | |||
| Information Ratio | 0.0844 | |||
| Jensen Alpha | 0.1076 | |||
| Total Risk Alpha | 0.0794 | |||
| Sortino Ratio | 0.1775 | |||
| Treynor Ratio | 0.1678 | |||
| Maximum Drawdown | 9.92 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 0.8271 | |||
| Downside Variance | 0.3244 | |||
| Semi Variance | 0.1099 | |||
| Expected Short fall | (0.73) | |||
| Skewness | 5.7 | |||
| Kurtosis | 40.92 |
Moderately Aggressive Backtested Returns
At this stage we consider Moderately Mutual Fund to be very steady. Moderately Aggressive has Sharpe Ratio of 0.12, which conveys that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Moderately Aggressive, which you can use to evaluate the volatility of the fund. Please verify Moderately Aggressive's Mean Deviation of 0.5663, risk adjusted performance of 0.0968, and Downside Deviation of 0.5696 to check out if the risk estimate we provide is consistent with the expected return of 0.14%. The fund secures a Beta (Market Risk) of 0.82, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Moderately Aggressive's returns are expected to increase less than the market. However, during the bear market, the loss of holding Moderately Aggressive is expected to be smaller as well.
Auto-correlation | 0.01 |
Virtually no predictability
Moderately Aggressive Balanced has virtually no predictability. Overlapping area represents the amount of predictability between Moderately Aggressive time series from 4th of December 2025 to 18th of January 2026 and 18th of January 2026 to 4th of March 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 Moderately Aggressive price movement. The serial correlation of 0.01 indicates that just 1.0% of current Moderately Aggressive price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 Moderately Mutual Fund
Moderately Aggressive financial ratios help investors to determine whether Moderately 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 Moderately with respect to the benefits of owning Moderately Aggressive security.
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk |