USAA Aggressive Backtesting

USA
UIAGX -- USA Fund  

USD 40.58  0.08  0.20%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of USAA Aggressive Growth Fd Insti and determine expected loss or profit from investing in USAA Aggressive over given investment horizon. Also please take a look at USAA Aggressive Hype Analysis, USAA Aggressive Correlation, Portfolio Optimization, USAA Aggressive Volatility as well as analyze USAA Aggressive Alpha and Beta and USAA Aggressive Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

USAA Aggressive 'What if' Analysis

October 26, 2019
0.00
No Change 0.00  0.0 
In 2 months and 31 days
January 24, 2020
0.00
If you would invest  0.00  in USAA Aggressive on October 26, 2019 and sell it all today you would earn a total of 0.00 from holding USAA Aggressive Growth Fd Insti or generate 0.0% return on investment in USAA Aggressive over 90 days. USAA Aggressive is related to or competes with Growth Fund, Growth Fund, AMCAP Fund, AMCAP Fund, AMCAP Fund, T Rowe, and Fidelity Growth. The fund invests primarily in equity securities of large capitalization companies that are selected for their growth pot...

USAA Aggressive Upside/Downside Indicators

Information Ratio(0.08)
Maximum Drawdown18.13
Value At Risk(0.85)
Potential Upside0.9806

USAA Aggressive Market Premium Indicators

Risk Adjusted Performance(0.003963)
Jensen Alpha(0.17)
Total Risk Alpha(0.60)
Treynor Ratio(0.07)

USAA Aggressive Growth Backtested Returns

Macroaxis considers USAA Aggressive to be not too volatile. USAA Aggressive Growth retains Efficiency (Sharpe Ratio) of -0.0333 which indicates the organization had -0.0333% of return per unit of volatility over the last 3 months. Macroaxis approach towards measuring risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. USAA Aggressive exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate USAA Aggressive Growth Fd Insti Risk Adjusted Performance of (0.003963) to confirm risk estimate we provide. The entity owns Beta (Systematic Risk) of 0.8871 which indicates USAA Aggressive returns are very sensitive to returns on the market. as market goes up or down, USAA Aggressive is expected to follow. Even though it is essential to pay attention to USAA Aggressive Growth existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis approach towards measuring future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. USAA Aggressive exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.28) 
correlation synergy

Weak reverse predictability

USAA Aggressive Growth Fd Insti has weak reverse predictability. Overlapping area represents the amount of predictability between USAA Aggressive time series from October 26, 2019 to December 10, 2019 and December 10, 2019 to January 24, 2020. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of USAA Aggressive Growth price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current USAA Aggressive price fluctuation can be explain by its past prices. Given that USAA Aggressive Growth Fd Insti has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of USAA Aggressive for similar time interval.
Correlation Coefficient-0.28
Spearman Rank Test0.35
Residual Average0.0
Price Variance5.19

USAA Aggressive Growth lagged returns against current returns

 Current and Lagged Values 
    
  Timeline 

USAA Aggressive regressed lagged prices vs. current prices

 Current vs Lagged Prices 
    
  Timeline 

USAA Aggressive Lagged Returns

 Regressed Prices 
    
  Timeline 

Current Sentiment - UIAGX

USAA Aggressive Growth Investor Sentiment

Macroaxis portfolio users are unemotional in their outlook on investing in USAA Aggressive Growth Fd Insti. What is your outlook on investing in USAA Aggressive Growth Fd Insti? Are you bullish or bearish?
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50% Bearish
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Also please take a look at USAA Aggressive Hype Analysis, USAA Aggressive Correlation, Portfolio Optimization, USAA Aggressive Volatility as well as analyze USAA Aggressive Alpha and Beta and USAA Aggressive Performance. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.