Retirement Backtesting

TRPJX -- USA Fund  

USD 13.47  0.04  0.30%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Retirement I 2035 and determine expected loss or profit from investing in Retirement over given investment horizon. Additionally, take a look at Retirement Hype Analysis, Retirement Correlation, Portfolio Optimization, Retirement Volatility as well as analyze Retirement Alpha and Beta and Retirement Performance.

Retirement 'What if' Analysis

No Change 0.00  0.0 
In 2 months and 31 days
If you would invest  0.00  in Retirement on March 8, 2020 and sell it all today you would earn a total of 0.00 from holding Retirement I 2035 or generate 0.0% return on investment in Retirement over 90 days. Retirement is related to or competes with Vanguard Target, T Rowe, JPMorgan Smart, Great West, John Hancock, John Hancock, and John Hancock. The investment seeks the highest total return over time consistent with an emphasis on both capital growth and income

Retirement Upside/Downside Indicators

Downside Deviation3.71
Information Ratio(0.00866)
Maximum Drawdown13.01
Value At Risk(4.67)
Potential Upside4.09

Retirement Market Premium Indicators

Risk Adjusted Performance0.1036
Jensen Alpha0.0285
Total Risk Alpha(0.00043565)
Sortino Ratio(0.006839)
Treynor Ratio0.1605

Retirement I 2035 Backtested Returns

We consider Retirement not too volatile. Retirement I 2035 maintains Sharpe Ratio (i.e. Efficiency) of 0.0705, which implies the entity had 0.0705% of return per unit of risk over the last 3 months. Our philosophy towards forecasting the 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 Retirement I 2035, which you can use to evaluate future volatility of the fund. Please check Retirement I 2035 Semi Deviation of 3.04, Coefficient Of Variation of 3713.04 and Risk Adjusted Performance of 0.1036 to confirm if the risk estimate we provide is consistent with the expected return of 0.1952%. The fund holds a Beta of 0.4287, which implies as returns on market increase, Retirement returns are expected to increase less than the market. However, during bear market, the loss on holding Retirement will be expected to be smaller as well. Although it is extremely important to respect Retirement I 2035 current trending patterns, it is better to be realistic regarding the information on equity existing price patterns. The philosophy towards forecasting 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 analyzing Retirement I 2035 technical indicators you can presently evaluate if the expected return of 0.1952% will be sustainable into the future.
AdviceVolatility TrendExposureCorrelations
15 days auto-correlation 0.37 
correlation synergy

Below average predictability

Retirement I 2035 has below average predictability. Overlapping area represents the amount of predictability between Retirement time series from 8th of March 2020 to 22nd of April 2020 and 22nd of April 2020 to 6th of June 2020. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Retirement I 2035 price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Retirement price fluctuation can be explain by its past prices.
Correlation Coefficient0.37
Spearman Rank Test0.1
Residual Average0.0
Price Variance0.24

Retirement I 2035 lagged returns against current returns

 Current and Lagged Values 

Retirement regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Retirement Lagged Returns

 Regressed Prices 

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Additionally, take a look at Retirement Hype Analysis, Retirement Correlation, Portfolio Optimization, Retirement Volatility as well as analyze Retirement Alpha and Beta and Retirement Performance. Please also try Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page