Moderate Strategy Fund Market Value
| RMLCX Fund | USD 9.34 0.05 0.53% |
| Symbol | Moderate |
Moderate Strategy '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 Moderate Strategy'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 Moderate Strategy.
| 04/15/2025 |
| 07/14/2025 |
If you would invest 0.00 in Moderate Strategy on April 15, 2025 and sell it all today you would earn a total of 0.00 from holding Moderate Strategy Fund or generate 0.0% return on investment in Moderate Strategy over 90 days. Moderate Strategy is related to or competes with Lord Abbett, Harbor Diversified, Wells Fargo, Mainstay Conservative, Aqr Diversified, Elfun Diversified, and Voya Solution. The fund is a fund of funds, which seeks to achieve its objective by investing in a combination of several other Russell... More
Moderate Strategy 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 Moderate Strategy'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 Moderate Strategy Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4713 | |||
| Information Ratio | (0.35) | |||
| Maximum Drawdown | 2.02 | |||
| Value At Risk | (0.53) | |||
| Potential Upside | 0.8859 |
Moderate Strategy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moderate Strategy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moderate Strategy's standard deviation. In reality, there are many statistical measures that can use Moderate Strategy historical prices to predict the future Moderate Strategy's volatility.| Risk Adjusted Performance | 0.3125 | |||
| Jensen Alpha | 0.0975 | |||
| Total Risk Alpha | 0.02 | |||
| Sortino Ratio | (0.31) | |||
| Treynor Ratio | (3.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Moderate Strategy'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.
Moderate Strategy Backtested Returns
At this stage we consider Moderate Mutual Fund to be out of control. Moderate Strategy has Sharpe Ratio of 0.24, which conveys that the entity had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Moderate Strategy, which you can use to evaluate the volatility of the fund. Please verify Moderate Strategy's Mean Deviation of 0.2958, downside deviation of 0.4713, and Risk Adjusted Performance of 0.3125 to check out if the risk estimate we provide is consistent with the expected return of 0.0985%. The fund secures a Beta (Market Risk) of -0.0291, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Moderate Strategy are expected to decrease at a much lower rate. During the bear market, Moderate Strategy is likely to outperform the market.
Auto-correlation | 0.83 |
Very good predictability
Moderate Strategy Fund has very good predictability. Overlapping area represents the amount of predictability between Moderate Strategy time series from 15th of April 2025 to 30th of May 2025 and 30th of May 2025 to 14th 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 Moderate Strategy price movement. The serial correlation of 0.83 indicates that around 83.0% of current Moderate Strategy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Moderate Strategy lagged returns against current returns
Autocorrelation, which is Moderate Strategy 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 Moderate Strategy's mutual fund expected returns. We can calculate the autocorrelation of Moderate Strategy returns to help us make a trade decision. For example, suppose you find that Moderate Strategy 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 |
Moderate Strategy 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 Moderate Strategy mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Moderate Strategy mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Moderate Strategy mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Moderate Strategy Lagged Returns
When evaluating Moderate Strategy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Moderate Strategy mutual fund have on its future price. Moderate Strategy 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, Moderate Strategy autocorrelation shows the relationship between Moderate Strategy mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Moderate Strategy Fund.
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 Moderate Mutual Fund
Moderate Strategy financial ratios help investors to determine whether Moderate 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 Moderate with respect to the benefits of owning Moderate Strategy security.
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