Sierra Tactical Bond Fund Market Value
| STBDX Fund | USD 24.83 0.06 0.24% |
| Symbol | Sierra |
Sierra Tactical '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 Sierra Tactical'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 Sierra Tactical.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Sierra Tactical on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Sierra Tactical Bond or generate 0.0% return on investment in Sierra Tactical over 90 days. Sierra Tactical is related to or competes with T Rowe, Ambrus Core, Maryland Tax-free, Gmo High, Georgia Tax-free, and Versatile Bond. The fund invests in open-end investment companies and exchange-traded funds that primarily invest in high-yield corporat... More
Sierra Tactical 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 Sierra Tactical'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 Sierra Tactical Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1563 | |||
| Information Ratio | (0.59) | |||
| Maximum Drawdown | 0.6536 | |||
| Value At Risk | (0.24) | |||
| Potential Upside | 0.2443 |
Sierra Tactical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sierra Tactical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sierra Tactical's standard deviation. In reality, there are many statistical measures that can use Sierra Tactical historical prices to predict the future Sierra Tactical's volatility.| Risk Adjusted Performance | 0.0823 | |||
| Jensen Alpha | 7.0E-4 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.52) | |||
| Treynor Ratio | 0.0993 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sierra Tactical'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.
Sierra Tactical January 23, 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 | 0.0823 | |||
| Market Risk Adjusted Performance | 0.1093 | |||
| Mean Deviation | 0.1055 | |||
| Downside Deviation | 0.1563 | |||
| Coefficient Of Variation | 586.39 | |||
| Standard Deviation | 0.1376 | |||
| Variance | 0.0189 | |||
| Information Ratio | (0.59) | |||
| Jensen Alpha | 7.0E-4 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.52) | |||
| Treynor Ratio | 0.0993 | |||
| Maximum Drawdown | 0.6536 | |||
| Value At Risk | (0.24) | |||
| Potential Upside | 0.2443 | |||
| Downside Variance | 0.0244 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.13) | |||
| Skewness | (0.33) | |||
| Kurtosis | 0.2073 |
Sierra Tactical Bond Backtested Returns
At this stage we consider Sierra Mutual Fund to be very steady. Sierra Tactical Bond owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the fund had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Sierra Tactical Bond, which you can use to evaluate the volatility of the fund. Please validate Sierra Tactical's Risk Adjusted Performance of 0.0823, downside deviation of 0.1563, and Standard Deviation of 0.1376 to confirm if the risk estimate we provide is consistent with the expected return of 0.0142%. The entity has a beta of 0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sierra Tactical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sierra Tactical is expected to be smaller as well.
Auto-correlation | 0.33 |
Below average predictability
Sierra Tactical Bond has below average predictability. Overlapping area represents the amount of predictability between Sierra Tactical time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd 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 Sierra Tactical Bond price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Sierra Tactical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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 Sierra Mutual Fund
Sierra Tactical financial ratios help investors to determine whether Sierra 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 Sierra with respect to the benefits of owning Sierra Tactical security.
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk |