Global Allocation 2575 Fund Market Value
| DGTSX Fund | USD 14.18 0.01 0.07% |
| Symbol | Global |
Global Allocation '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 Global Allocation'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 Global Allocation.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Global Allocation on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Global Allocation 2575 or generate 0.0% return on investment in Global Allocation over 90 days. Global Allocation is related to or competes with Franklin Moderate, Gmo Us, Aqr Large, Pace Large, Old Westbury, and Enhanced. The fund generally invests its assets in domestic and international equity underlying funds and fixed income underlying funds to achieve an allocation of approximately 5 percent to 45 percent of the portfolios assets to domestic and international equity underlying funds and approximately 55 percent to 95 percent of the portfolios assets to fixed income underlying funds. More
Global Allocation 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 Global Allocation'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 Global Allocation 2575 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2453 | |||
| Information Ratio | (0.32) | |||
| Maximum Drawdown | 1.03 | |||
| Value At Risk | (0.30) | |||
| Potential Upside | 0.4428 |
Global Allocation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Allocation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global Allocation's standard deviation. In reality, there are many statistical measures that can use Global Allocation historical prices to predict the future Global Allocation's volatility.| Risk Adjusted Performance | 0.3053 | |||
| Jensen Alpha | 0.0397 | |||
| Total Risk Alpha | 0.036 | |||
| Sortino Ratio | (0.27) | |||
| Treynor Ratio | 0.338 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Global Allocation'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.
Global Allocation 2575 Backtested Returns
At this stage we consider Global Mutual Fund to be very steady. Global Allocation 2575 holds Efficiency (Sharpe) Ratio of 0.43, which attests that the entity had a 0.43 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Global Allocation 2575, which you can use to evaluate the volatility of the entity. Please check out Global Allocation's Market Risk Adjusted Performance of 0.348, coefficient of variation of 273.96, and Risk Adjusted Performance of 0.3053 to validate if the risk estimate we provide is consistent with the expected return of 0.0783%. The fund retains a Market Volatility (i.e., Beta) of 0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Global Allocation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Global Allocation is expected to be smaller as well.
Auto-correlation | 0.92 |
Excellent predictability
Global Allocation 2575 has excellent predictability. Overlapping area represents the amount of predictability between Global Allocation 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 Global Allocation 2575 price movement. The serial correlation of 0.92 indicates that approximately 92.0% of current Global Allocation price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.92 | |
| Spearman Rank Test | 0.91 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Global Allocation 2575 lagged returns against current returns
Autocorrelation, which is Global Allocation 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 Global Allocation's mutual fund expected returns. We can calculate the autocorrelation of Global Allocation returns to help us make a trade decision. For example, suppose you find that Global Allocation 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 |
Global Allocation 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 Global Allocation mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Global Allocation mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Global Allocation mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Global Allocation Lagged Returns
When evaluating Global Allocation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Global Allocation mutual fund have on its future price. Global Allocation 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, Global Allocation autocorrelation shows the relationship between Global Allocation mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Global Allocation 2575.
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 Global Mutual Fund
Global Allocation financial ratios help investors to determine whether Global 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 Global with respect to the benefits of owning Global Allocation security.
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