Asset Allocation Fund Market Value
| VCAAX Fund | USD 11.30 0.14 1.25% |
| Symbol | Asset |
Asset Allocation '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 Asset Allocation'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 Asset Allocation.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Asset Allocation on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Asset Allocation Fund or generate 0.0% return on investment in Asset Allocation over 90 days. Asset Allocation is related to or competes with Mid Cap, Valic Company, Mid Cap, Valic Company, Global Strategy, Global Real, and Valic Company. Under normal circumstances, the advisor intends to invest approximately 60 percent of its assets in equity securities an... More
Asset Allocation 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 Asset Allocation'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 Asset Allocation Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 6.67 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 0.7438 |
Asset Allocation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Asset Allocation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Asset Allocation's standard deviation. In reality, there are many statistical measures that can use Asset Allocation historical prices to predict the future Asset Allocation's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | 0.7649 |
Asset Allocation Backtested Returns
Asset Allocation secures Sharpe Ratio (or Efficiency) of -0.14, which signifies that the fund had a -0.14 % return per unit of risk over the last 3 months. Asset Allocation Fund exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Asset Allocation's Mean Deviation of 0.5816, standard deviation of 0.8901, and Risk Adjusted Performance of (0.15) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Asset Allocation are expected to decrease at a much lower rate. During the bear market, Asset Allocation is likely to outperform the market.
Auto-correlation | -0.36 |
Poor reverse predictability
Asset Allocation Fund has poor reverse predictability. Overlapping area represents the amount of predictability between Asset Allocation time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Asset Allocation price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Asset Allocation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Asset Allocation lagged returns against current returns
Autocorrelation, which is Asset Allocation 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 Asset Allocation's mutual fund expected returns. We can calculate the autocorrelation of Asset Allocation returns to help us make a trade decision. For example, suppose you find that Asset Allocation 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 |
Asset Allocation 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 Asset Allocation mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Asset Allocation mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Asset Allocation mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Asset Allocation Lagged Returns
When evaluating Asset Allocation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Asset Allocation mutual fund have on its future price. Asset Allocation 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, Asset Allocation autocorrelation shows the relationship between Asset Allocation mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Asset Allocation Fund.
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 Asset Mutual Fund
Asset Allocation financial ratios help investors to determine whether Asset 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 Asset with respect to the benefits of owning Asset Allocation security.
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