Balanced Portfolio Institutional Fund Market Value
| JABLX Fund | USD 51.50 0.41 0.80% |
| Symbol | Balanced |
Balanced Portfolio '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 Balanced Portfolio'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 Balanced Portfolio.
| 01/03/2023 |
| 12/23/2024 |
If you would invest 0.00 in Balanced Portfolio on January 3, 2023 and sell it all today you would earn a total of 0.00 from holding Balanced Portfolio Institutional or generate 0.0% return on investment in Balanced Portfolio over 720 days. Balanced Portfolio is related to or competes with Janus Forty, First Eagle, Pimco Income, and Columbia Balanced. The Portfolio pursues its investment objective by normally investing 35-70 percent of its assets in equity securities an... More
Balanced Portfolio 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 Balanced Portfolio'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 Balanced Portfolio Institutional upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6521 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 3.35 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 0.7678 |
Balanced Portfolio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Balanced Portfolio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Balanced Portfolio's standard deviation. In reality, there are many statistical measures that can use Balanced Portfolio historical prices to predict the future Balanced Portfolio's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.02) |
Balanced Portfolio Backtested Returns
Balanced Portfolio secures Sharpe Ratio (or Efficiency) of -0.0055, which signifies that the fund had a -0.0055% return per unit of risk over the last 3 months. Balanced Portfolio Institutional exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Balanced Portfolio's insignificant Risk Adjusted Performance, mean deviation of 0.3698, and Downside Deviation of 0.6521 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.53, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Balanced Portfolio's returns are expected to increase less than the market. However, during the bear market, the loss of holding Balanced Portfolio is expected to be smaller as well.
Auto-correlation | 0.65 |
Good predictability
Balanced Portfolio Institutional has good predictability. Overlapping area represents the amount of predictability between Balanced Portfolio time series from 3rd of January 2023 to 29th of December 2023 and 29th of December 2023 to 23rd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Balanced Portfolio price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Balanced Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 5.47 |
Balanced Portfolio lagged returns against current returns
Autocorrelation, which is Balanced Portfolio 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 Balanced Portfolio's mutual fund expected returns. We can calculate the autocorrelation of Balanced Portfolio returns to help us make a trade decision. For example, suppose you find that Balanced Portfolio 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 |
Balanced Portfolio 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 Balanced Portfolio mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Balanced Portfolio mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Balanced Portfolio mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Balanced Portfolio Lagged Returns
When evaluating Balanced Portfolio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Balanced Portfolio mutual fund have on its future price. Balanced Portfolio 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, Balanced Portfolio autocorrelation shows the relationship between Balanced Portfolio mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Balanced Portfolio Institutional.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Balanced Mutual Fund
Balanced Portfolio financial ratios help investors to determine whether Balanced 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 Balanced with respect to the benefits of owning Balanced Portfolio security.
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