Moderate Balanced Allocation Fund Market Value
| SBMCX Fund | USD 12.40 0.02 0.16% |
| Symbol | Moderate |
Moderate Balanced '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 Balanced'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 Balanced.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Moderate Balanced on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Moderate Balanced Allocation or generate 0.0% return on investment in Moderate Balanced over 90 days. Moderate Balanced is related to or competes with Johcm Emerging, Franklin Emerging, Nasdaq 100, Delaware Emerging, Investec Emerging, and Gmo Emerging. The Portfolios main investment strategy is to invest in other Saratoga Advantage Trust mutual funds andor unaffiliated r... More
Moderate Balanced 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 Balanced'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 Balanced Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5042 | |||
| Information Ratio | 0.1196 | |||
| Maximum Drawdown | 2.97 | |||
| Value At Risk | (0.50) | |||
| Potential Upside | 1.27 |
Moderate Balanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moderate Balanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moderate Balanced's standard deviation. In reality, there are many statistical measures that can use Moderate Balanced historical prices to predict the future Moderate Balanced's volatility.| Risk Adjusted Performance | 0.3499 | |||
| Jensen Alpha | 0.2004 | |||
| Total Risk Alpha | 0.1199 | |||
| Sortino Ratio | 0.127 | |||
| Treynor Ratio | (4.56) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Moderate Balanced'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 Balanced Backtested Returns
Moderate Balanced appears to be very steady, given 3 months investment horizon. Moderate Balanced has Sharpe Ratio of 0.38, which conveys that the entity had a 0.38 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Moderate Balanced, which you can use to evaluate the volatility of the fund. Please exercise Moderate Balanced's Risk Adjusted Performance of 0.3499, coefficient of variation of 261.37, and Mean Deviation of 0.3862 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of -0.0427, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Moderate Balanced are expected to decrease at a much lower rate. During the bear market, Moderate Balanced is likely to outperform the market.
Auto-correlation | 0.85 |
Very good predictability
Moderate Balanced Allocation has very good predictability. Overlapping area represents the amount of predictability between Moderate Balanced time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Balanced price movement. The serial correlation of 0.85 indicates that around 85.0% of current Moderate Balanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Moderate Balanced lagged returns against current returns
Autocorrelation, which is Moderate Balanced 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 Balanced's mutual fund expected returns. We can calculate the autocorrelation of Moderate Balanced returns to help us make a trade decision. For example, suppose you find that Moderate Balanced 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 Balanced 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 Balanced mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Moderate Balanced 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 Balanced mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Moderate Balanced Lagged Returns
When evaluating Moderate Balanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Moderate Balanced mutual fund have on its future price. Moderate Balanced 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 Balanced autocorrelation shows the relationship between Moderate Balanced mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Moderate Balanced 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 Moderate Mutual Fund
Moderate Balanced 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 Balanced security.
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