Dynamic Allocation Fund Market Value
| VDAFX Fund | USD 10.06 0.08 0.79% |
| Symbol | Dynamic |
Dynamic 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 Dynamic 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 Dynamic Allocation.
| 12/29/2024 |
| 03/29/2025 |
If you would invest 0.00 in Dynamic Allocation on December 29, 2024 and sell it all today you would earn a total of 0.00 from holding Dynamic Allocation Fund or generate 0.0% return on investment in Dynamic Allocation over 90 days. Dynamic Allocation is related to or competes with Saat Moderate, T Rowe, John Hancock, T Rowe, Vanguard Target, Mutual Of, and Saat Moderate. The fund seeks to achieve its objectives by investing under normal conditions approximately 70 percent to 90 percent of ... More
Dynamic 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 Dynamic 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 Dynamic Allocation Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.001) | |||
| Maximum Drawdown | 3.48 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 0.9588 |
Dynamic Allocation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dynamic Allocation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dynamic Allocation's standard deviation. In reality, there are many statistical measures that can use Dynamic Allocation historical prices to predict the future Dynamic Allocation's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (0.09) |
Dynamic Allocation Backtested Returns
Dynamic Allocation secures Sharpe Ratio (or Efficiency) of -0.0677, which denotes the fund had a -0.0677 % return per unit of risk over the last 3 months. Dynamic Allocation Fund exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dynamic Allocation's Mean Deviation of 0.5151, standard deviation of 0.6563, and Variance of 0.4308 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.6, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dynamic Allocation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dynamic Allocation is expected to be smaller as well.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
Dynamic Allocation Fund has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Dynamic Allocation time series from 29th of December 2024 to 12th of February 2025 and 12th of February 2025 to 29th 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 Dynamic Allocation price movement. The serial correlation of -0.79 indicates that around 79.0% of current Dynamic Allocation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Dynamic Allocation lagged returns against current returns
Autocorrelation, which is Dynamic 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 Dynamic Allocation's mutual fund expected returns. We can calculate the autocorrelation of Dynamic Allocation returns to help us make a trade decision. For example, suppose you find that Dynamic 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 |
Dynamic 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 Dynamic Allocation mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dynamic 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 Dynamic Allocation mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dynamic Allocation Lagged Returns
When evaluating Dynamic Allocation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dynamic Allocation mutual fund have on its future price. Dynamic 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, Dynamic Allocation autocorrelation shows the relationship between Dynamic Allocation mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dynamic Allocation Fund.
Regressed Prices |
| Timeline |
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Other Information on Investing in Dynamic Mutual Fund
Dynamic Allocation financial ratios help investors to determine whether Dynamic 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 Dynamic with respect to the benefits of owning Dynamic Allocation security.
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