Multi Index 2030 Lifetime Fund Market Value
| JRTIX Fund | USD 13.04 0.05 0.38% |
| Symbol | Multi |
Multi-index 2030 '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 2030'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 2030.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Multi-index 2030 on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Multi Index 2030 Lifetime or generate 0.0% return on investment in Multi-index 2030 over 90 days. Multi-index 2030 is related to or competes with Ab Global, Artisan Global, Calvert Global, Ab Global, Franklin Mutual, and Dws Global. The fund invests substantially all of its assets in underlying funds using an asset allocation strategy designed for inv... More
Multi-index 2030 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 2030'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 2030 Lifetime upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.518 | |||
| Information Ratio | 0.0319 | |||
| Maximum Drawdown | 2.49 | |||
| Value At Risk | (0.56) | |||
| Potential Upside | 0.9828 |
Multi-index 2030 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Multi-index 2030's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Multi-index 2030's standard deviation. In reality, there are many statistical measures that can use Multi-index 2030 historical prices to predict the future Multi-index 2030's volatility.| Risk Adjusted Performance | 0.3047 | |||
| Jensen Alpha | 0.1473 | |||
| Total Risk Alpha | 0.0809 | |||
| Sortino Ratio | 0.0284 | |||
| Treynor Ratio | (10.62) |
Multi Index 2030 Backtested Returns
At this stage we consider Multi Mutual Fund to be very steady. Multi Index 2030 has Sharpe Ratio of 0.34, which conveys that the entity had a 0.34 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Multi-index 2030, which you can use to evaluate the volatility of the fund. Please verify Multi-index 2030's Mean Deviation of 0.3353, risk adjusted performance of 0.3047, and Coefficient Of Variation of 296.51 to check out if the risk estimate we provide is consistent with the expected return of 0.16%. The fund secures a Beta (Market Risk) of -0.0137, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Multi-index 2030 are expected to decrease at a much lower rate. During the bear market, Multi-index 2030 is likely to outperform the market.
Auto-correlation | 0.86 |
Very good predictability
Multi Index 2030 Lifetime has very good predictability. Overlapping area represents the amount of predictability between Multi-index 2030 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 Multi Index 2030 price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Multi-index 2030 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Multi Index 2030 lagged returns against current returns
Autocorrelation, which is Multi-index 2030 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 2030's mutual fund expected returns. We can calculate the autocorrelation of Multi-index 2030 returns to help us make a trade decision. For example, suppose you find that Multi-index 2030 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 2030 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 2030 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Multi-index 2030 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 2030 mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Multi-index 2030 Lagged Returns
When evaluating Multi-index 2030's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Multi-index 2030 mutual fund have on its future price. Multi-index 2030 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 2030 autocorrelation shows the relationship between Multi-index 2030 mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Multi Index 2030 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 2030 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 2030 security.
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