Guidepath Tactical Allocation Fund Market Value
| GPTUX Fund | USD 13.58 0.02 0.15% |
| Symbol | Guidepath |
Guidepath Tactical '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 Tactical'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 Tactical.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in Guidepath Tactical on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding Guidepath Tactical Allocation or generate 0.0% return on investment in Guidepath Tactical over 90 days. Guidepath Tactical is related to or competes with T Rowe, Gmo High, Siit High, Msift High, Saat Tax, and Mesirow Financial. In seeking to maximize total return, under normal circumstances, the funds assets are allocated into a diversified portf... More
Guidepath Tactical 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 Tactical'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 Tactical Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5731 | |||
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 2.63 | |||
| Value At Risk | (0.85) | |||
| Potential Upside | 1.01 |
Guidepath Tactical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guidepath Tactical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guidepath Tactical's standard deviation. In reality, there are many statistical measures that can use Guidepath Tactical historical prices to predict the future Guidepath Tactical's volatility.| Risk Adjusted Performance | 0.1682 | |||
| Jensen Alpha | 0.1365 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.15) | |||
| Treynor Ratio | (1.10) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Guidepath Tactical'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 Tactical Backtested Returns
At this stage we consider Guidepath Mutual Fund to be very steady. Guidepath Tactical holds Efficiency (Sharpe) Ratio of 0.22, which attests that the entity had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Guidepath Tactical, which you can use to evaluate the volatility of the entity. Please check out Guidepath Tactical's Market Risk Adjusted Performance of (1.09), downside deviation of 0.5731, and Risk Adjusted Performance of 0.1682 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 -0.1, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Guidepath Tactical are expected to decrease at a much lower rate. During the bear market, Guidepath Tactical is likely to outperform the market.
Auto-correlation | 0.87 |
Very good predictability
Guidepath Tactical Allocation has very good predictability. Overlapping area represents the amount of predictability between Guidepath Tactical time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th 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 Tactical price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Guidepath Tactical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Guidepath Tactical lagged returns against current returns
Autocorrelation, which is Guidepath Tactical 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 Tactical's mutual fund expected returns. We can calculate the autocorrelation of Guidepath Tactical returns to help us make a trade decision. For example, suppose you find that Guidepath Tactical 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 Tactical 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 Tactical mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guidepath Tactical 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 Tactical mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Guidepath Tactical Lagged Returns
When evaluating Guidepath Tactical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guidepath Tactical mutual fund have on its future price. Guidepath Tactical 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 Tactical autocorrelation shows the relationship between Guidepath Tactical mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Guidepath Tactical 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 Tactical 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 Tactical security.
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