Guidepath Servative Allocation Fund Market Value
| GPTCX Fund | USD 11.78 0.03 0.26% |
| Symbol | Guidepath |
Guidepath Servative '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 Guidepath Servative'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 Guidepath Servative.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Guidepath Servative on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Guidepath Servative Allocation or generate 0.0% return on investment in Guidepath Servative over 90 days. Guidepath Servative is related to or competes with Qs Large, Vest Us, Siit Large, Dana Large, and Transamerica Large. The fund operates as a fund of funds, investing primarily in registered mutual funds, including exchange-traded funds More
Guidepath Servative 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 Guidepath Servative'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 Guidepath Servative Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4414 | |||
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 1.88 | |||
| Value At Risk | (0.59) | |||
| Potential Upside | 0.7979 |
Guidepath Servative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guidepath Servative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guidepath Servative's standard deviation. In reality, there are many statistical measures that can use Guidepath Servative historical prices to predict the future Guidepath Servative's volatility.| Risk Adjusted Performance | 0.2414 | |||
| Jensen Alpha | 0.0479 | |||
| Total Risk Alpha | 0.0405 | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.269 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Guidepath Servative's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Guidepath Servative Backtested Returns
At this stage we consider Guidepath Mutual Fund to be very steady. Guidepath Servative holds Efficiency (Sharpe) Ratio of 0.35, which attests that the entity had a 0.35 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Guidepath Servative, which you can use to evaluate the volatility of the entity. Please check out Guidepath Servative's Risk Adjusted Performance of 0.2414, coefficient of variation of 364.54, and Market Risk Adjusted Performance of 0.279 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. The fund retains a Market Volatility (i.e., Beta) of 0.35, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Guidepath Servative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Guidepath Servative is expected to be smaller as well.
Auto-correlation | 0.83 |
Very good predictability
Guidepath Servative Allocation has very good predictability. Overlapping area represents the amount of predictability between Guidepath Servative time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 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 Guidepath Servative price movement. The serial correlation of 0.83 indicates that around 83.0% of current Guidepath Servative price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Guidepath Servative lagged returns against current returns
Autocorrelation, which is Guidepath Servative 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 Guidepath Servative's mutual fund expected returns. We can calculate the autocorrelation of Guidepath Servative returns to help us make a trade decision. For example, suppose you find that Guidepath Servative 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 |
Guidepath Servative 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 Guidepath Servative mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guidepath Servative mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guidepath Servative mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Guidepath Servative Lagged Returns
When evaluating Guidepath Servative's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guidepath Servative mutual fund have on its future price. Guidepath Servative 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, Guidepath Servative autocorrelation shows the relationship between Guidepath Servative mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Guidepath Servative Allocation.
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 Guidepath Mutual Fund
Guidepath Servative financial ratios help investors to determine whether Guidepath 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 Guidepath with respect to the benefits of owning Guidepath Servative security.
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