Rational Strategic Allocation Fund Market Value
| HBAFX Fund | USD 7.68 0.03 0.39% |
| Symbol | Rational |
Rational Strategic '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 Rational Strategic'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 Rational Strategic.
| 02/28/2025 |
| 03/30/2025 |
If you would invest 0.00 in Rational Strategic on February 28, 2025 and sell it all today you would earn a total of 0.00 from holding Rational Strategic Allocation or generate 0.0% return on investment in Rational Strategic over 30 days. Rational Strategic is related to or competes with Financials Ultrasector, Fidelity® Government, Davis Financial, Vanguard Money, and Transamerica Financial. The fund seeks to achieve its investment objective by investing in a portfolio of futures contracts on the SP 500 Index ... More
Rational Strategic 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 Rational Strategic'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 Rational Strategic Allocation upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 8.59 | |||
| Value At Risk | (3.65) | |||
| Potential Upside | 2.62 |
Rational Strategic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rational Strategic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rational Strategic's standard deviation. In reality, there are many statistical measures that can use Rational Strategic historical prices to predict the future Rational Strategic's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.10) | |||
| Treynor Ratio | 2.69 |
Rational Strategic Backtested Returns
Rational Strategic maintains Sharpe Ratio (i.e., Efficiency) of -0.0892, which implies the entity had a -0.0892 % return per unit of risk over the last 3 months. Rational Strategic exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rational Strategic's Variance of 3.75, coefficient of variation of (894.59), and Risk Adjusted Performance of (0.09) to confirm the risk estimate we provide. The fund holds a Beta of -0.0843, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Rational Strategic are expected to decrease at a much lower rate. During the bear market, Rational Strategic is likely to outperform the market.
Auto-correlation | -0.35 |
Poor reverse predictability
Rational Strategic Allocation has poor reverse predictability. Overlapping area represents the amount of predictability between Rational Strategic time series from 28th of February 2025 to 15th of March 2025 and 15th of March 2025 to 30th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Rational Strategic price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Rational Strategic price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Rational Strategic lagged returns against current returns
Autocorrelation, which is Rational Strategic 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 Rational Strategic's mutual fund expected returns. We can calculate the autocorrelation of Rational Strategic returns to help us make a trade decision. For example, suppose you find that Rational Strategic 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 |
Rational Strategic 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 Rational Strategic mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rational Strategic mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rational Strategic mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Rational Strategic Lagged Returns
When evaluating Rational Strategic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rational Strategic mutual fund have on its future price. Rational Strategic 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, Rational Strategic autocorrelation shows the relationship between Rational Strategic mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Rational Strategic Allocation.
Regressed Prices |
| Timeline |
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Other Information on Investing in Rational Mutual Fund
Rational Strategic financial ratios help investors to determine whether Rational Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Rational with respect to the benefits of owning Rational Strategic security.
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