Multi Index 2045 Lifetime Fund Market Value
| JRLUX Fund | USD 15.47 0.08 0.51% |
| Symbol | Multi |
Multi Index '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'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.
| 04/13/2025 |
| 07/12/2025 |
If you would invest 0.00 in Multi Index on April 13, 2025 and sell it all today you would earn a total of 0.00 from holding Multi Index 2045 Lifetime or generate 0.0% return on investment in Multi Index over 90 days. Multi Index is related to or competes with Blackrock High, Strategic Advisers, Prudential High, Pax High, Pace High, and Janus High-yield. The fund invests substantially all of its assets in underlying funds using an asset allocation strategy designed for inv... More
Multi Index 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'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 2045 Lifetime upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | 0.0308 | |||
| Maximum Drawdown | 10.03 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.9 |
Multi Index Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Multi Index's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Multi Index's standard deviation. In reality, there are many statistical measures that can use Multi Index historical prices to predict the future Multi Index's volatility.| Risk Adjusted Performance | 0.3157 | |||
| Jensen Alpha | 0.3447 | |||
| Total Risk Alpha | 0.0627 | |||
| Sortino Ratio | 0.0367 | |||
| Treynor Ratio | (0.91) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Multi Index'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.
Multi Index 2045 Backtested Returns
Multi Index appears to be very steady, given 3 months investment horizon. Multi Index 2045 has Sharpe Ratio of 0.29, which conveys that the entity had a 0.29 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Multi Index, which you can use to evaluate the volatility of the fund. Please exercise Multi Index's Mean Deviation of 0.7084, risk adjusted performance of 0.3157, and Downside Deviation of 1.04 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of -0.3, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Multi Index are expected to decrease at a much lower rate. During the bear market, Multi Index is likely to outperform the market.
Auto-correlation | 0.89 |
Very good predictability
Multi Index 2045 Lifetime has very good predictability. Overlapping area represents the amount of predictability between Multi Index time series from 13th of April 2025 to 28th of May 2025 and 28th of May 2025 to 12th 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 2045 price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Multi Index price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Multi Index 2045 lagged returns against current returns
Autocorrelation, which is Multi Index 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's mutual fund expected returns. We can calculate the autocorrelation of Multi Index returns to help us make a trade decision. For example, suppose you find that Multi Index 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 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 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Multi Index 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 mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Multi Index Lagged Returns
When evaluating Multi Index's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Multi Index mutual fund have on its future price. Multi Index 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 autocorrelation shows the relationship between Multi Index mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Multi Index 2045 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 Mutual Fund
Multi Index financial ratios help investors to determine whether Multi 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 with respect to the benefits of owning Multi Index security.
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