International Strategic Equities Fund Market Value
| STEYX Fund | USD 17.08 0.05 0.29% |
| Symbol | International |
International Strategic '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 International Strategic'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 International Strategic.
| 11/19/2025 |
| 01/18/2026 |
If you would invest 0.00 in International Strategic on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding International Strategic Equities or generate 0.0% return on investment in International Strategic over 60 days. International Strategic is related to or competes with Bbh Intermediate, Morningstar Municipal, T Rowe, Performance Trust, Transamerica Intermediate, Inverse Government, and Franklin Adjustable. The Portfolio invests, under normal circumstances, at least 80 percent of its net assets in equity securities or other s... More
International Strategic 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 International Strategic'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 International Strategic Equities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7924 | |||
| Information Ratio | 0.1588 | |||
| Maximum Drawdown | 12.81 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 1.59 |
International Strategic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for International Strategic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as International Strategic's standard deviation. In reality, there are many statistical measures that can use International Strategic historical prices to predict the future International Strategic's volatility.| Risk Adjusted Performance | 0.1586 | |||
| Jensen Alpha | 0.2524 | |||
| Total Risk Alpha | 0.1365 | |||
| Sortino Ratio | 0.3252 | |||
| Treynor Ratio | 0.3289 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of International Strategic'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.
International Strategic Backtested Returns
International Strategic appears to be very steady, given 3 months investment horizon. International Strategic holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for International Strategic, which you can use to evaluate the volatility of the entity. Please utilize International Strategic's Market Risk Adjusted Performance of 0.3389, downside deviation of 0.7924, and Risk Adjusted Performance of 0.1586 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 1.06, which attests to a somewhat significant risk relative to the market. International Strategic returns are very sensitive to returns on the market. As the market goes up or down, International Strategic is expected to follow.
Auto-correlation | 0.85 |
Very good predictability
International Strategic Equities has very good predictability. Overlapping area represents the amount of predictability between International Strategic time series from 19th of November 2025 to 19th of December 2025 and 19th of December 2025 to 18th 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 International Strategic price movement. The serial correlation of 0.85 indicates that around 85.0% of current International Strategic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
International Strategic lagged returns against current returns
Autocorrelation, which is International Strategic 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 International Strategic's mutual fund expected returns. We can calculate the autocorrelation of International Strategic returns to help us make a trade decision. For example, suppose you find that International Strategic 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 |
International Strategic 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 International Strategic mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if International Strategic mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in International Strategic mutual fund over time.
Current vs Lagged Prices |
| Timeline |
International Strategic Lagged Returns
When evaluating International Strategic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of International Strategic mutual fund have on its future price. International Strategic 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, International Strategic autocorrelation shows the relationship between International Strategic mutual fund current value and its past values and can show if there is a momentum factor associated with investing in International Strategic Equities.
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 International Mutual Fund
International Strategic financial ratios help investors to determine whether International 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 International with respect to the benefits of owning International Strategic security.
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