Moderate Strategy Fund Market Value
| RMLCX Fund | USD 8.67 0.02 0.23% |
| Symbol | Moderate |
Moderate 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 Moderate 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 Moderate Strategy.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Moderate Strategy on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Moderate Strategy Fund or generate 0.0% return on investment in Moderate Strategy over 30 days. Moderate Strategy is related to or competes with Sierra Core, Great-west Moderately, Retirement Living, and Strategic Allocation. The fund is a fund of funds, which seeks to achieve its objective by investing in a combination of several other Russell... More
Moderate 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 Moderate 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 Moderate Strategy Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4775 | |||
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 1.84 | |||
| Value At Risk | (0.69) | |||
| Potential Upside | 0.5807 |
Moderate Strategy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moderate Strategy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moderate Strategy's standard deviation. In reality, there are many statistical measures that can use Moderate Strategy historical prices to predict the future Moderate Strategy's volatility.| Risk Adjusted Performance | 0.0202 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.16) | |||
| Treynor Ratio | 0.0115 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Moderate 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.
Moderate Strategy Backtested Returns
We consider Moderate Strategy very steady. Moderate Strategy has Sharpe Ratio of 0.0111, which conveys that the entity had a 0.0111% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Moderate Strategy, which you can use to evaluate the volatility of the fund. Please verify Moderate Strategy's Downside Deviation of 0.4775, mean deviation of 0.2952, and Risk Adjusted Performance of 0.0202 to check out if the risk estimate we provide is consistent with the expected return of 0.0046%. The fund secures a Beta (Market Risk) of 0.57, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Moderate Strategy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Moderate Strategy is expected to be smaller as well.
Auto-correlation | 0.60 |
Good predictability
Moderate Strategy Fund has good predictability. Overlapping area represents the amount of predictability between Moderate Strategy time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Moderate Strategy price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Moderate Strategy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Moderate Strategy lagged returns against current returns
Autocorrelation, which is Moderate Strategy 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 Moderate Strategy's mutual fund expected returns. We can calculate the autocorrelation of Moderate Strategy returns to help us make a trade decision. For example, suppose you find that Moderate Strategy 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 |
Moderate Strategy 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 Moderate Strategy mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Moderate Strategy mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Moderate Strategy mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Moderate Strategy Lagged Returns
When evaluating Moderate Strategy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Moderate Strategy mutual fund have on its future price. Moderate Strategy 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, Moderate Strategy autocorrelation shows the relationship between Moderate Strategy mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Moderate Strategy Fund.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Moderate Strategy in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Moderate Strategy's short interest history, or implied volatility extrapolated from Moderate Strategy options trading.
Currently Active Assets on Macroaxis
Check out Moderate Strategy Correlation, Moderate Strategy Volatility and Moderate Strategy Alpha and Beta module to complement your research on Moderate Strategy. Note that the Moderate Strategy information on this page should be used as a complementary analysis to other Moderate Strategy's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Moderate 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.