Tcw Servative Allocation Fund Market Value
| TGPCX Fund | USD 11.99 0.02 0.17% |
| Symbol | Tcw |
Tcw 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 Tcw 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 Tcw Servative.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in Tcw Servative on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding Tcw Servative Allocation or generate 0.0% return on investment in Tcw Servative over 90 days. Tcw Servative is related to or competes with T Rowe, Rational Dividend, and Ab Select. Under normal circumstances, the fund invests in a combination of fixed income funds, and equity funds that utilize diver... More
Tcw 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 Tcw 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 Tcw Servative Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4146 | |||
| Information Ratio | (0.38) | |||
| Maximum Drawdown | 1.55 | |||
| Value At Risk | (0.50) | |||
| Potential Upside | 0.5296 |
Tcw Servative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tcw Servative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tcw Servative's standard deviation. In reality, there are many statistical measures that can use Tcw Servative historical prices to predict the future Tcw Servative's volatility.| Risk Adjusted Performance | 0.1946 | |||
| Jensen Alpha | 0.0191 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.30) | |||
| Treynor Ratio | 0.2661 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tcw 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.
Tcw Servative Allocation Backtested Returns
At this stage we consider Tcw Mutual Fund to be very steady. Tcw Servative Allocation owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the fund had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Tcw Servative Allocation, which you can use to evaluate the volatility of the fund. Please validate Tcw Servative's Risk Adjusted Performance of 0.1946, standard deviation of 0.3209, and Downside Deviation of 0.4146 to confirm if the risk estimate we provide is consistent with the expected return of 0.0626%. The entity has a beta of 0.29, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tcw Servative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tcw Servative is expected to be smaller as well.
Auto-correlation | 0.56 |
Modest predictability
Tcw Servative Allocation has modest predictability. Overlapping area represents the amount of predictability between Tcw Servative 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 Tcw Servative Allocation price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Tcw Servative price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Tcw Servative Allocation lagged returns against current returns
Autocorrelation, which is Tcw 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 Tcw Servative's mutual fund expected returns. We can calculate the autocorrelation of Tcw Servative returns to help us make a trade decision. For example, suppose you find that Tcw 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 |
Tcw 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 Tcw Servative mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tcw 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 Tcw Servative mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tcw Servative Lagged Returns
When evaluating Tcw Servative's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tcw Servative mutual fund have on its future price. Tcw 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, Tcw Servative autocorrelation shows the relationship between Tcw Servative mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tcw 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 Tcw Mutual Fund
Tcw Servative financial ratios help investors to determine whether Tcw 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 Tcw with respect to the benefits of owning Tcw Servative security.
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