Great West Moderate Profile Fund Market Value
| MXMPX Fund | USD 6.74 0.01 0.15% |
| Symbol | Great-west |
Great-west Moderate '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 Great-west Moderate'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 Great-west Moderate.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Great-west Moderate on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding Great West Moderate Profile or generate 0.0% return on investment in Great-west Moderate over 90 days. Great-west Moderate is related to or competes with Qs International, The Hartford, Fisher Investments, Cutler Equity, Dodge Cox, T Rowe, and Calamos Global. The fund usually invests assets in underlying funds according to the following asset allocation ranges 0 percent to 30 p... More
Great-west Moderate 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 Great-west Moderate'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 Great West Moderate Profile upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4717 | |||
| Information Ratio | 0.0518 | |||
| Maximum Drawdown | 2.12 | |||
| Value At Risk | (0.62) | |||
| Potential Upside | 0.7886 |
Great-west Moderate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Great-west Moderate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Great-west Moderate's standard deviation. In reality, there are many statistical measures that can use Great-west Moderate historical prices to predict the future Great-west Moderate's volatility.| Risk Adjusted Performance | 0.1426 | |||
| Jensen Alpha | 0.0524 | |||
| Total Risk Alpha | 0.045 | |||
| Sortino Ratio | 0.0466 | |||
| Treynor Ratio | 0.1734 |
Great-west Moderate February 5, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1426 | |||
| Market Risk Adjusted Performance | 0.1834 | |||
| Mean Deviation | 0.3293 | |||
| Semi Deviation | 0.2073 | |||
| Downside Deviation | 0.4717 | |||
| Coefficient Of Variation | 490.57 | |||
| Standard Deviation | 0.4242 | |||
| Variance | 0.1799 | |||
| Information Ratio | 0.0518 | |||
| Jensen Alpha | 0.0524 | |||
| Total Risk Alpha | 0.045 | |||
| Sortino Ratio | 0.0466 | |||
| Treynor Ratio | 0.1734 | |||
| Maximum Drawdown | 2.12 | |||
| Value At Risk | (0.62) | |||
| Potential Upside | 0.7886 | |||
| Downside Variance | 0.2225 | |||
| Semi Variance | 0.043 | |||
| Expected Short fall | (0.42) | |||
| Skewness | 0.0167 | |||
| Kurtosis | 0.1765 |
Great West Moderate Backtested Returns
At this stage we consider Great-west Mutual Fund to be very steady. Great West Moderate 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 Great West Moderate, which you can use to evaluate the volatility of the entity. Please check out Great-west Moderate's Downside Deviation of 0.4717, risk adjusted performance of 0.1426, and Market Risk Adjusted Performance of 0.1834 to validate if the risk estimate we provide is consistent with the expected return of 0.0977%. The fund retains a Market Volatility (i.e., Beta) of 0.44, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Great-west Moderate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Great-west Moderate is expected to be smaller as well.
Auto-correlation | 0.49 |
Average predictability
Great West Moderate Profile has average predictability. Overlapping area represents the amount of predictability between Great-west Moderate time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Great West Moderate price movement. The serial correlation of 0.49 indicates that about 49.0% of current Great-west Moderate price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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 Great-west Mutual Fund
Great-west Moderate financial ratios help investors to determine whether Great-west 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 Great-west with respect to the benefits of owning Great-west Moderate security.
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