Stadion Trilogy Backtesting

STTIX -- USA Fund  

USD 10.67  0.02  0.19%

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

Stadion Trilogy 'What if' Analysis

September 12, 2019
No Change 0.00  0.0 
In 2 months and 31 days
December 11, 2019
If you would invest  0.00  in Stadion Trilogy on September 12, 2019 and sell it all today you would earn a total of 0.00 from holding Stadion Trilogy Alternative Ret or generate 0.0% return on investment in Stadion Trilogy over 90 days. The investment seeks total return, with an emphasis on lower risk and volatility than the U.S

Stadion Trilogy Upside/Downside Indicators

Downside Deviation0.2835
Information Ratio(0.27)
Maximum Drawdown1.13
Value At Risk(0.37)
Potential Upside0.2828

Stadion Trilogy Market Premium Indicators

Risk Adjusted Performance(0.009827)
Jensen Alpha(0.008051)
Total Risk Alpha(0.024348)
Sortino Ratio(0.20)
Treynor Ratio(0.31)

Stadion Trilogy Alte Backtested Returns

We consider Stadion Trilogy very steady. Stadion Trilogy Alte owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0214 which indicates the organization had 0.0214% of return per unit of risk over the last 3 months. Our philosophy towards 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 Stadion Trilogy Alternative Ret which you can use to evaluate future volatility of the fund. Please validate Stadion Trilogy Risk Adjusted Performance of (0.009827), Semi Deviation of 0.1979 and Coefficient Of Variation of 6920.94 to confirm if risk estimate we provide are consistent with the epected return of 0.0046%. The entity has beta of 0.0224 which indicates as returns on market increase, Stadion Trilogy returns are expected to increase less than the market. However during bear market, the loss on holding Stadion Trilogy will be expected to be smaller as well. Although it is extremely important to respect Stadion Trilogy Alte current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards 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 inspecting Stadion Trilogy Alte technical indicators you can presently evaluate if the expected return of 0.0046% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.34) 
correlation synergy

Poor reverse predictability

Stadion Trilogy Alternative Ret has poor reverse predictability. Overlapping area represents the amount of predictability between Stadion Trilogy time series from September 12, 2019 to October 27, 2019 and October 27, 2019 to December 11, 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 Stadion Trilogy Alte price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Stadion Trilogy price fluctuation can be explain by its past prices. Given that Stadion Trilogy Alternative Ret has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Stadion Trilogy for similar time interval.
Correlation Coefficient-0.34
Spearman Rank Test0.05
Residual Average0.0
Price Variance0.0

Stadion Trilogy Alte lagged returns against current returns

 Current and Lagged Values 

Stadion Trilogy regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Stadion Trilogy Lagged Returns

 Regressed Prices 

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Also please take a look at Stadion Trilogy Hype Analysis, Stadion Trilogy Correlation, Portfolio Optimization, Stadion Trilogy Volatility as well as analyze Stadion Trilogy Alpha and Beta and Stadion Trilogy Performance. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.