SA Worldwide Backtesting

SAWMX -- USA Fund  

USD 10.85  0.01  0.09%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of SA Worldwide Moderate Growth Fu and determine expected loss or profit from investing in SA Worldwide over given investment horizon. Also please take a look at SA Worldwide Hype Analysis, SA Worldwide Correlation, Portfolio Optimization, SA Worldwide Volatility as well as analyze SA Worldwide Alpha and Beta and SA Worldwide Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

SA Worldwide 'What if' Analysis

July 23, 2019
0.00
No Change 0.00  0.0 
In 3 months and 1 day
October 21, 2019
0.00
If you would invest  0.00  in SA Worldwide on July 23, 2019 and sell it all today you would earn a total of 0.00 from holding SA Worldwide Moderate Growth Fu or generate 0.0% return on investment in SA Worldwide over 90 days. SA Worldwide is related to or competes with Income Fund, John Hancock, John Hancock, John Hancock, John Hancock, John Hancock, and John Hancock. The investment seeks long-term capital appreciation and current income with a greater emphasis on long-term capital appr...

SA Worldwide Upside/Downside Indicators

Downside Deviation0.7226
Information Ratio0.0274
Maximum Drawdown2.91
Value At Risk(1.24)
Potential Upside0.8662

SA Worldwide Market Premium Indicators

Risk Adjusted Performance(0.00067699)
Jensen Alpha0.0064
Total Risk Alpha0.0081
Sortino Ratio0.0233
Treynor Ratio(0.012109)

SA Worldwide Moderate Backtested Returns

Macroaxis considers SA Worldwide to be not too volatile. SA Worldwide Moderate retains Efficiency (Sharpe Ratio) of -0.0062 which indicates the fund had -0.0062% of return per unit of price deviation over the last 3 months. Macroaxis way in which we are measuring risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. SA Worldwide exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate SA Worldwide Moderate Growth Fu Market Risk Adjusted Performance of (0.002109) and Standard Deviation of 0.6159 to confirm risk estimate we provide. The entity owns Beta (Systematic Risk) of 0.5557 which indicates as returns on market increase, SA Worldwide returns are expected to increase less than the market. However during bear market, the loss on holding SA Worldwide will be expected to be smaller as well. Even though it is essential to pay attention to SA Worldwide Moderate existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis way in which we are measuring future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. SA Worldwide exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.41 
correlation synergy

Average predictability

SA Worldwide Moderate Growth Fu has average predictability. Overlapping area represents the amount of predictability between SA Worldwide time series from July 23, 2019 to September 6, 2019 and September 6, 2019 to October 21, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SA Worldwide Moderate price movement. The serial correlation of 0.41 indicates that just about 41.0% of current SA Worldwide price fluctuation can be explain by its past prices.
Correlation Coefficient0.41
Spearman Rank Test0.11
Residual Average0.0
Price Variance0.01

SA Worldwide Moderate lagged returns against current returns

 Current and Lagged Values 
      Timeline 

SA Worldwide regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

SA Worldwide Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - SAWMX

SA Worldwide Moderate Investor Sentiment

Macroaxis portfolio users are evenly split in their outlook on investing in SA Worldwide Moderate Growth Fu. What is your outlook on investing in SA Worldwide Moderate Growth Fu? Are you bullish or bearish?
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50% Bearish
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Also please take a look at SA Worldwide Hype Analysis, SA Worldwide Correlation, Portfolio Optimization, SA Worldwide Volatility as well as analyze SA Worldwide Alpha and Beta and SA Worldwide Performance. Please also try Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. drill down to check world indexes.
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