Global Multi Strategy Fund Technical Analysis
| PSMIX Fund | USD 11.83 0.07 0.59% |
As of the 1st of February, Global Multi-strategy retains the Coefficient Of Variation of 511.05, market risk adjusted performance of 0.3039, and Risk Adjusted Performance of 0.1354. Concerning fundamental indicators, the technical analysis model lets you check existing technical drivers of Global Multi Strategy Fund, as well as the relationship between them.
Global Multi-strategy Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Global, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to GlobalGlobal |
Global Multi-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 Multi-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 Multi-strategy.
| 11/03/2025 |
| 02/01/2026 |
If you would invest 0.00 in Global Multi-strategy on November 3, 2025 and sell it all today you would earn a total of 0.00 from holding Global Multi Strategy Fund or generate 0.0% return on investment in Global Multi-strategy over 90 days. Global Multi-strategy is related to or competes with Gmo Global, Siit Global, Dodge Cox, Tweedy Browne, Morningstar Global, Templeton Global, and Jhancock Global. The fund invests in a broad range of instruments including, but not limited to, equities, bonds, currencies, commodities... More
Global Multi-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 Multi-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 Multi Strategy Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2952 | |||
| Information Ratio | 0.0957 | |||
| Maximum Drawdown | 3.54 | |||
| Value At Risk | (0.36) | |||
| Potential Upside | 0.361 |
Global Multi-strategy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Multi-strategy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global Multi-strategy's standard deviation. In reality, there are many statistical measures that can use Global Multi-strategy historical prices to predict the future Global Multi-strategy's volatility.| Risk Adjusted Performance | 0.1354 | |||
| Jensen Alpha | 0.0687 | |||
| Total Risk Alpha | 0.0563 | |||
| Sortino Ratio | 0.1459 | |||
| Treynor Ratio | 0.2939 |
Global Multi-strategy February 1, 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 | 0.1354 | |||
| Market Risk Adjusted Performance | 0.3039 | |||
| Mean Deviation | 0.2445 | |||
| Downside Deviation | 0.2952 | |||
| Coefficient Of Variation | 511.05 | |||
| Standard Deviation | 0.4497 | |||
| Variance | 0.2023 | |||
| Information Ratio | 0.0957 | |||
| Jensen Alpha | 0.0687 | |||
| Total Risk Alpha | 0.0563 | |||
| Sortino Ratio | 0.1459 | |||
| Treynor Ratio | 0.2939 | |||
| Maximum Drawdown | 3.54 | |||
| Value At Risk | (0.36) | |||
| Potential Upside | 0.361 | |||
| Downside Variance | 0.0872 | |||
| Semi Variance | (0.04) | |||
| Expected Short fall | (0.33) | |||
| Skewness | 4.67 | |||
| Kurtosis | 31.59 |
Global Multi Strategy Backtested Returns
At this stage we consider Global Mutual Fund to be very steady. Global Multi Strategy holds Efficiency (Sharpe) Ratio of 0.22, which attests that the entity had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Global Multi Strategy, which you can use to evaluate the volatility of the entity. Please check out Global Multi-strategy's Risk Adjusted Performance of 0.1354, market risk adjusted performance of 0.3039, and Coefficient Of Variation of 511.05 to validate if the risk estimate we provide is consistent with the expected return of 0.0994%. The fund retains a Market Volatility (i.e., Beta) of 0.27, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Global Multi-strategy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Global Multi-strategy is expected to be smaller as well.
Auto-correlation | 0.66 |
Good predictability
Global Multi Strategy Fund has good predictability. Overlapping area represents the amount of predictability between Global Multi-strategy time series from 3rd of November 2025 to 18th of December 2025 and 18th of December 2025 to 1st of February 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 Multi Strategy price movement. The serial correlation of 0.66 indicates that around 66.0% of current Global Multi-strategy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Global Multi-strategy technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Global Multi Strategy Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Global Multi Strategy volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Global Multi-strategy Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Global Multi Strategy Fund on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Global Multi Strategy Fund based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Global Multi Strategy price pattern first instead of the macroeconomic environment surrounding Global Multi Strategy. By analyzing Global Multi-strategy's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Global Multi-strategy's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Global Multi-strategy specific price patterns or momentum indicators. Please read more on our technical analysis page.
Global Multi-strategy February 1, 2026 Technical Indicators
Most technical analysis of Global help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Global from various momentum indicators to cycle indicators. When you analyze Global charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1354 | |||
| Market Risk Adjusted Performance | 0.3039 | |||
| Mean Deviation | 0.2445 | |||
| Downside Deviation | 0.2952 | |||
| Coefficient Of Variation | 511.05 | |||
| Standard Deviation | 0.4497 | |||
| Variance | 0.2023 | |||
| Information Ratio | 0.0957 | |||
| Jensen Alpha | 0.0687 | |||
| Total Risk Alpha | 0.0563 | |||
| Sortino Ratio | 0.1459 | |||
| Treynor Ratio | 0.2939 | |||
| Maximum Drawdown | 3.54 | |||
| Value At Risk | (0.36) | |||
| Potential Upside | 0.361 | |||
| Downside Variance | 0.0872 | |||
| Semi Variance | (0.04) | |||
| Expected Short fall | (0.33) | |||
| Skewness | 4.67 | |||
| Kurtosis | 31.59 |
Global Multi Strategy One Year Return
Based on the recorded statements, Global Multi Strategy Fund has an One Year Return of 11.3483%. This is 53.66% lower than that of the Principal Funds family and significantly higher than that of the Multistrategy category. The one year return for all United States funds is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Global Multi-strategy February 1, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Global stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | (Huge) | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 11.83 | ||
| Day Typical Price | 11.83 | ||
| Price Action Indicator | (0.04) |
Other Information on Investing in Global Mutual Fund
Global Multi-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 Multi-strategy security.
| Content Syndication Quickly integrate customizable finance content to your own investment portal | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments |