Aggressive Balanced Allocation Fund Volatility

SABIX Fund  USD 12.47  0.07  0.56%   
At this stage we consider Aggressive Mutual Fund to be very steady. Aggressive Balanced secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the fund had a 0.13% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Aggressive Balanced Allocation, which you can use to evaluate the volatility of the entity. Please confirm Aggressive Balanced's risk adjusted performance of 0.1167, and Mean Deviation of 0.4393 to double-check if the risk estimate we provide is consistent with the expected return of 0.0803%. Key indicators related to Aggressive Balanced's volatility include:
180 Days Market Risk
Chance Of Distress
180 Days Economic Sensitivity
Aggressive Balanced Mutual Fund volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Aggressive daily returns, and it is calculated using variance and standard deviation. We also use Aggressive's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Aggressive Balanced volatility.
  
Downward market volatility can be a perfect environment for investors who play the long game with Aggressive Balanced. They may decide to buy additional shares of Aggressive Balanced at lower prices to lower the average cost per share, thereby improving their portfolio's performance when markets normalize.

Moving together with Aggressive Mutual Fund

  0.99SABAX Salient Alternative BetaPairCorr
  0.96SABCX Salient Alternative BetaPairCorr
  0.99SAMAX Moderately AggressivePairCorr
  0.99SAMCX Salient Mlp FundPairCorr
  0.99SAMIX Moderately AggressivePairCorr
  0.93SSCCX Small CapitalizationPairCorr
  0.94SSCPX Small CapitalizationPairCorr
  0.94SSCYX Small CapitalizationPairCorr

Moving against Aggressive Mutual Fund

  0.69SIBPX Investment Quality BondPairCorr
  0.49SHPCX Health BiotchnologyPairCorr
  0.48SHPAX Health BiotchnologyPairCorr
  0.47SBHIX Health BiotchnologyPairCorr

Aggressive Balanced Market Sensitivity And Downside Risk

Aggressive Balanced's beta coefficient measures the volatility of Aggressive mutual fund compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Aggressive mutual fund's returns against your selected market. In other words, Aggressive Balanced's beta of 0.55 provides an investor with an approximation of how much risk Aggressive Balanced mutual fund can potentially add to one of your existing portfolios. Aggressive Balanced Allocation exhibits relatively low volatility with skewness of 0.22 and kurtosis of 1.63. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Aggressive Balanced's mutual fund risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Aggressive Balanced's mutual fund price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Aggressive Balanced Demand Trend
Check current 90 days Aggressive Balanced correlation with market (Dow Jones Industrial)

Aggressive Beta

    
  0.55  
Aggressive standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Standard Deviation

    
  0.6  
It is essential to understand the difference between upside risk (as represented by Aggressive Balanced's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Aggressive Balanced's daily returns or price. Since the actual investment returns on holding a position in aggressive mutual fund tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Aggressive Balanced.

Aggressive Balanced Mutual Fund Volatility Analysis

Volatility refers to the frequency at which Aggressive Balanced fund price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Aggressive Balanced's price changes. Investors will then calculate the volatility of Aggressive Balanced's mutual fund to predict their future moves. A fund that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A mutual fund with relatively stable price changes has low volatility. A highly volatile fund is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Aggressive Balanced's volatility:

Historical Volatility

This type of fund volatility measures Aggressive Balanced's fluctuations based on previous trends. It's commonly used to predict Aggressive Balanced's future behavior based on its past. However, it cannot conclusively determine the future direction of the mutual fund.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Aggressive Balanced's current market price. This means that the fund will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Aggressive Balanced's to be redeemed at a future date.
Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Aggressive Balanced Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.

Aggressive Balanced Projected Return Density Against Market

Assuming the 90 days horizon Aggressive Balanced has a beta of 0.5518 . This usually implies as returns on the market go up, Aggressive Balanced average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Aggressive Balanced Allocation will be expected to be much smaller as well.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Aggressive Balanced or Saratoga sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Aggressive Balanced's price will be affected by overall mutual fund market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Aggressive fund's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Aggressive Balanced Allocation has an alpha of 0.0179, implying that it can generate a 0.0179 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
Aggressive Balanced's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how aggressive mutual fund's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives an Aggressive Balanced Price Volatility?

Several factors can influence a fund's market volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

Aggressive Balanced Mutual Fund Risk Measures

Assuming the 90 days horizon the coefficient of variation of Aggressive Balanced is 749.23. The daily returns are distributed with a variance of 0.36 and standard deviation of 0.6. The mean deviation of Aggressive Balanced Allocation is currently at 0.43. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α
Alpha over Dow Jones
0.02
β
Beta against Dow Jones0.55
σ
Overall volatility
0.60
Ir
Information ratio -0.06

Aggressive Balanced Mutual Fund Return Volatility

Aggressive Balanced historical daily return volatility represents how much of Aggressive Balanced fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 0.6014% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7685% volatility on return distribution over the 90 days horizon.
 Performance 
       Timeline  

About Aggressive Balanced Volatility

Volatility is a rate at which the price of Aggressive Balanced or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Aggressive Balanced may increase or decrease. In other words, similar to Aggressive's beta indicator, it measures the risk of Aggressive Balanced and helps estimate the fluctuations that may happen in a short period of time. So if prices of Aggressive Balanced fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.
The Portfolios main investment strategy is to invest in other Saratoga Advantage Trust mutual funds andor unaffiliated registered investment companies and exchange-traded funds . It will invest in equity, fixed income and alternative instruments through its investments in the underlying funds.
Aggressive Balanced's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Aggressive Mutual Fund over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Aggressive Balanced's price varies over time.

3 ways to utilize Aggressive Balanced's volatility to invest better

Higher Aggressive Balanced's fund volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Aggressive Balanced fund is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Aggressive Balanced fund volatility can provide helpful information for making investment decisions in the following ways:
  • Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Aggressive Balanced investment. A higher volatility means higher risk and potentially larger changes in value.
  • Identifying Opportunities: High volatility in Aggressive Balanced's fund can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
  • Diversification: Understanding how the volatility of Aggressive Balanced's fund relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Remember it's essential to remember that stock volatility is just one of many factors to consider when making investment decisions, and it should be used in conjunction with other fundamental and technical analysis tools.

Aggressive Balanced Investment Opportunity

Dow Jones Industrial has a standard deviation of returns of 0.77 and is 1.28 times more volatile than Aggressive Balanced Allocation. 5 percent of all equities and portfolios are less risky than Aggressive Balanced. You can use Aggressive Balanced Allocation to enhance the returns of your portfolios. The mutual fund experiences a moderate upward volatility. Check odds of Aggressive Balanced to be traded at $13.72 in 90 days.

Poor diversification

The correlation between Aggressive Balanced Allocation and DJI is 0.7 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Aggressive Balanced Allocation and DJI in the same portfolio, assuming nothing else is changed.

Aggressive Balanced Additional Risk Indicators

The analysis of Aggressive Balanced's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Aggressive Balanced's investment and either accepting that risk or mitigating it. Along with some common measures of Aggressive Balanced mutual fund's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential mutual funds, we recommend comparing similar funds with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Aggressive Balanced Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Aggressive Balanced as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Aggressive Balanced's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Aggressive Balanced's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Aggressive Balanced Allocation.

Other Information on Investing in Aggressive Mutual Fund

Aggressive Balanced financial ratios help investors to determine whether Aggressive 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 Aggressive with respect to the benefits of owning Aggressive Balanced security.
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