Dynamic Allocation Fund Market Value
| VDAFX Fund | USD 10.90 0.01 0.09% |
| Symbol | Dynamic |
Dynamic 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 Dynamic 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 Dynamic Allocation.
| 12/09/2023 |
| 12/03/2024 |
If you would invest 0.00 in Dynamic Allocation on December 9, 2023 and sell it all today you would earn a total of 0.00 from holding Dynamic Allocation Fund or generate 0.0% return on investment in Dynamic Allocation over 360 days. Dynamic Allocation is related to or competes with Commonwealth Real, Columbia Real, Guggenheim Risk, Virtus Real, and Great-west Real. The fund seeks to achieve its objectives by investing under normal conditions approximately 70 percent to 90 percent of its assets in shares of the underlying funds, which are portfolios of VALIC Company I and 10 percent to 30 percent of its assets in a portfolio of derivative instruments, fixed income securities and short-term investments. More
Dynamic 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 Dynamic 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 Dynamic Allocation Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.532 | |||
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 2.36 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 0.8403 |
Dynamic Allocation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dynamic Allocation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dynamic Allocation's standard deviation. In reality, there are many statistical measures that can use Dynamic Allocation historical prices to predict the future Dynamic Allocation's volatility.| Risk Adjusted Performance | 0.0891 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.12) | |||
| Treynor Ratio | 0.0978 |
Dynamic Allocation Backtested Returns
At this stage we consider Dynamic Mutual Fund to be very steady. Dynamic Allocation secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the fund had a 0.15% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Dynamic Allocation Fund, which you can use to evaluate the volatility of the entity. Please confirm Dynamic Allocation's Downside Deviation of 0.532, mean deviation of 0.3827, and Coefficient Of Variation of 807.16 to check if the risk estimate we provide is consistent with the expected return of 0.073%. The fund shows a Beta (market volatility) of 0.52, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dynamic Allocation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dynamic Allocation is expected to be smaller as well.
Auto-correlation | 0.78 |
Good predictability
Dynamic Allocation Fund has good predictability. Overlapping area represents the amount of predictability between Dynamic Allocation time series from 9th of December 2023 to 6th of June 2024 and 6th of June 2024 to 3rd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Dynamic Allocation price movement. The serial correlation of 0.78 indicates that around 78.0% of current Dynamic Allocation price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Dynamic Allocation lagged returns against current returns
Autocorrelation, which is Dynamic 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 Dynamic Allocation's mutual fund expected returns. We can calculate the autocorrelation of Dynamic Allocation returns to help us make a trade decision. For example, suppose you find that Dynamic 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 |
Dynamic 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 Dynamic Allocation mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dynamic 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 Dynamic Allocation mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dynamic Allocation Lagged Returns
When evaluating Dynamic Allocation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dynamic Allocation mutual fund have on its future price. Dynamic 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, Dynamic Allocation autocorrelation shows the relationship between Dynamic Allocation mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dynamic Allocation Fund.
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 Dynamic Mutual Fund
Dynamic Allocation financial ratios help investors to determine whether Dynamic 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 Dynamic with respect to the benefits of owning Dynamic Allocation security.
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