Sgi Peak Growth Fund Market Value
| SGPKX Fund | USD 11.46 0.08 0.70% |
| Symbol | Sgi |
Sgi Peak '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 Sgi Peak'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 Sgi Peak.
| 10/08/2024 |
| 01/06/2025 |
If you would invest 0.00 in Sgi Peak on October 8, 2024 and sell it all today you would earn a total of 0.00 from holding Sgi Peak Growth or generate 0.0% return on investment in Sgi Peak over 90 days. Sgi Peak is related to or competes with Vanguard Total, Vanguard 500, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, and Vanguard 500. The fund invests in securities of affiliated and unaffiliated open-end mutual funds and ETFs More
Sgi Peak 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 Sgi Peak'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 Sgi Peak Growth upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 11.14 | |||
| Value At Risk | (1.10) | |||
| Potential Upside | 0.9456 |
Sgi Peak Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sgi Peak's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sgi Peak's standard deviation. In reality, there are many statistical measures that can use Sgi Peak historical prices to predict the future Sgi Peak's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (0.37) |
Sgi Peak Growth Backtested Returns
Sgi Peak Growth owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.1, which indicates the fund had a -0.1% return per unit of risk over the last 3 months. Sgi Peak Growth exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sgi Peak's Variance of 1.66, risk adjusted performance of (0.08), and Coefficient Of Variation of (946.19) to confirm the risk estimate we provide. The entity has a beta of 0.4, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sgi Peak's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sgi Peak is expected to be smaller as well.
Auto-correlation | -0.3 |
Weak reverse predictability
Sgi Peak Growth has weak reverse predictability. Overlapping area represents the amount of predictability between Sgi Peak time series from 8th of October 2024 to 22nd of November 2024 and 22nd of November 2024 to 6th of January 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 Sgi Peak Growth price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Sgi Peak price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
Sgi Peak Growth lagged returns against current returns
Autocorrelation, which is Sgi Peak 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 Sgi Peak's mutual fund expected returns. We can calculate the autocorrelation of Sgi Peak returns to help us make a trade decision. For example, suppose you find that Sgi Peak 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 |
Sgi Peak 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 Sgi Peak mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sgi Peak mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sgi Peak mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Sgi Peak Lagged Returns
When evaluating Sgi Peak's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sgi Peak mutual fund have on its future price. Sgi Peak 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, Sgi Peak autocorrelation shows the relationship between Sgi Peak mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Sgi Peak Growth.
Regressed Prices |
| Timeline |
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Other Information on Investing in Sgi Mutual Fund
Sgi Peak financial ratios help investors to determine whether Sgi 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 Sgi with respect to the benefits of owning Sgi Peak security.
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