SA Worldwide Backtesting

SAWMX -- USA Fund  

USD 11.14  0.02  0.18%

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

August 15, 2019
0.00
No Change 0.00  0.0 
In 2 months and 31 days
November 13, 2019
0.00
If you would invest  0.00  in SA Worldwide on August 15, 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, Income Fund, Income Fund, Income Fund, Income Fund, Vanguard Lifestrategy, 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 Deviation0.6214
Information Ratio(0.01577)
Maximum Drawdown2.64
Value At Risk(0.85)
Potential Upside0.8596

SA Worldwide Market Premium Indicators

Risk Adjusted Performance0.1496
Jensen Alpha0.0364
Total Risk Alpha0.0277
Sortino Ratio(0.013358)
Treynor Ratio0.1638

SA Worldwide Moderate Backtested Returns

We consider SA Worldwide not too volatile. SA Worldwide Moderate retains Efficiency (Sharpe Ratio) of 0.2481 which indicates the fund had 0.2481% of return per unit of price deviation over the last 3 months. Our way in which we are measuring volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for SA Worldwide which you can use to evaluate future volatility of the entity. Please validate SA Worldwide Moderate Growth Fu Standard Deviation of 0.5263 and Market Risk Adjusted Performance of 0.1738 to confirm if risk estimate we provide are consistent with the epected return of 0.1207%. The entity owns Beta (Systematic Risk) of 0.5302 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. Although it is extremely important to respect SA Worldwide Moderate existing price patterns, it is better to be realistic regarding the information on equity price patterns. The way in which we are measuring future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining SA Worldwide Moderate technical indicators you can at this moment evaluate if the expected return of 0.1207% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.86 
correlation synergy

Very good predictability

SA Worldwide Moderate Growth Fu has very good predictability. Overlapping area represents the amount of predictability between SA Worldwide time series from August 15, 2019 to September 29, 2019 and September 29, 2019 to November 13, 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 0.86 indicates that approximately 86.0% of current SA Worldwide price fluctuation can be explain by its past prices.
Correlation Coefficient0.86
Spearman Rank Test0.78
Residual Average0.0
Price Variance0.04

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?
Bullish
Bearish
50% Bullish
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 Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
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