Multi Index 2015 Lifetime Fund Market Value
| JRLKX Fund | USD 10.84 0.03 0.28% |
| Symbol | Multi-index |
Multi-index 2015 '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 Multi-index 2015'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 Multi-index 2015.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Multi-index 2015 on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Multi Index 2015 Lifetime or generate 0.0% return on investment in Multi-index 2015 over 90 days. Multi-index 2015 is related to or competes with Qs Growth, L Abbett, Balanced Fund, Ab Core, Morgan Stanley, and Multimedia Portfolio. Under normal market conditions, the fund invests substantially all of its assets in underlying funds using an asset allo... More
Multi-index 2015 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 Multi-index 2015'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 Multi Index 2015 Lifetime upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.404 | |||
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 1.75 | |||
| Value At Risk | (0.47) | |||
| Potential Upside | 0.6699 |
Multi-index 2015 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Multi-index 2015's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Multi-index 2015's standard deviation. In reality, there are many statistical measures that can use Multi-index 2015 historical prices to predict the future Multi-index 2015's volatility.| Risk Adjusted Performance | 0.2434 | |||
| Jensen Alpha | 0.0458 | |||
| Total Risk Alpha | 0.0371 | |||
| Sortino Ratio | (0.12) | |||
| Treynor Ratio | 0.2864 |
Multi Index 2015 Backtested Returns
At this stage we consider Multi-index Mutual Fund to be very steady. Multi Index 2015 has Sharpe Ratio of 0.32, which conveys that the entity had a 0.32 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Multi-index 2015, which you can use to evaluate the volatility of the fund. Please verify Multi-index 2015's Mean Deviation of 0.2379, coefficient of variation of 357.77, and Risk Adjusted Performance of 0.2434 to check out if the risk estimate we provide is consistent with the expected return of 0.0971%. The fund secures a Beta (Market Risk) of 0.29, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Multi-index 2015's returns are expected to increase less than the market. However, during the bear market, the loss of holding Multi-index 2015 is expected to be smaller as well.
Auto-correlation | 0.85 |
Very good predictability
Multi Index 2015 Lifetime has very good predictability. Overlapping area represents the amount of predictability between Multi-index 2015 time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Multi Index 2015 price movement. The serial correlation of 0.85 indicates that around 85.0% of current Multi-index 2015 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Multi Index 2015 lagged returns against current returns
Autocorrelation, which is Multi-index 2015 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 Multi-index 2015's mutual fund expected returns. We can calculate the autocorrelation of Multi-index 2015 returns to help us make a trade decision. For example, suppose you find that Multi-index 2015 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 |
Multi-index 2015 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 Multi-index 2015 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Multi-index 2015 mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Multi-index 2015 mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Multi-index 2015 Lagged Returns
When evaluating Multi-index 2015's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Multi-index 2015 mutual fund have on its future price. Multi-index 2015 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, Multi-index 2015 autocorrelation shows the relationship between Multi-index 2015 mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Multi Index 2015 Lifetime.
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 Multi-index Mutual Fund
Multi-index 2015 financial ratios help investors to determine whether Multi-index 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 Multi-index with respect to the benefits of owning Multi-index 2015 security.
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