Global Strategy Fund Market Value
| VGLSX Fund | USD 12.20 0.08 0.65% |
| Symbol | Global |
Global 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 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 Strategy.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in Global Strategy on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding Global Strategy Fund or generate 0.0% return on investment in Global Strategy over 90 days. Global Strategy is related to or competes with Aqr Sustainable, Harbor Diversified, Ep Emerging, Gmo Emerging, Locorr Market, T Rowe, and Doubleline Low. Under normal market conditions, the fund invests in equity securities of companies in any country, fixed income securiti... More
Global 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 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 Strategy Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5395 | |||
| Information Ratio | 0.0891 | |||
| Maximum Drawdown | 2.3 | |||
| Value At Risk | (0.79) | |||
| Potential Upside | 0.8418 |
Global Strategy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Strategy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global Strategy's standard deviation. In reality, there are many statistical measures that can use Global Strategy historical prices to predict the future Global Strategy's volatility.| Risk Adjusted Performance | 0.1565 | |||
| Jensen Alpha | 0.0697 | |||
| Total Risk Alpha | 0.0597 | |||
| Sortino Ratio | 0.0751 | |||
| Treynor Ratio | 0.2125 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Global Strategy'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.
Global Strategy January 31, 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 | 0.1565 | |||
| Market Risk Adjusted Performance | 0.2225 | |||
| Mean Deviation | 0.3372 | |||
| Semi Deviation | 0.2168 | |||
| Downside Deviation | 0.5395 | |||
| Coefficient Of Variation | 446.8 | |||
| Standard Deviation | 0.4549 | |||
| Variance | 0.207 | |||
| Information Ratio | 0.0891 | |||
| Jensen Alpha | 0.0697 | |||
| Total Risk Alpha | 0.0597 | |||
| Sortino Ratio | 0.0751 | |||
| Treynor Ratio | 0.2125 | |||
| Maximum Drawdown | 2.3 | |||
| Value At Risk | (0.79) | |||
| Potential Upside | 0.8418 | |||
| Downside Variance | 0.291 | |||
| Semi Variance | 0.047 | |||
| Expected Short fall | (0.38) | |||
| Skewness | (0.25) | |||
| Kurtosis | 0.3433 |
Global Strategy Backtested Returns
At this stage we consider Global Mutual Fund to be very steady. Global Strategy holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Global Strategy, which you can use to evaluate the volatility of the entity. Please check out Global Strategy's Risk Adjusted Performance of 0.1565, market risk adjusted performance of 0.2225, and Downside Deviation of 0.5395 to validate if the risk estimate we provide is consistent with the expected return of 0.0852%. The fund retains a Market Volatility (i.e., Beta) of 0.43, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Global Strategy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Global Strategy is expected to be smaller as well.
Auto-correlation | 0.37 |
Below average predictability
Global Strategy Fund has below average predictability. Overlapping area represents the amount of predictability between Global Strategy time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st 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 Strategy price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Global Strategy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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 Global Mutual Fund
Global 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 Strategy security.
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