Backtest inputs for MODERATELY AGGRESSIVE use observed market prices over time. This backtest view summarizes buy and hold performance over a selected horizon. MODERATELY AGGRESSIVE shares are quoted at $11.78, delivering a 1.42% decrease on the day after opening at $11.95.Use MODERATELY AGGRESSIVE Correlation, MODERATELY AGGRESSIVE Volatility and MODERATELY AGGRESSIVE Performance as supporting modules for MODERATELY AGGRESSIVE research. This adds volatility, risk, and performance context.
It is useful to distinguish MODERATELY AGGRESSIVE's value from its trading price, which are computed with different methods. Analysis often considers earnings, revenue quality, fundamentals, technical signals, competition, and analyst coverage. The quoted price is simply the exchange level where supply meets demand.
What if' Analysis
Running a what-if backtest on Moderately Aggressive Balanced gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether MODERATELY AGGRESSIVE's historical reward profile was stable enough to support the current thesis.
0.00
12/13/2025
No Change 0.00
0.0
In 3 months and 1 day
03/13/2026
0.00
An initial 0.00 allocation to MODERATELY AGGRESSIVE on December 13, 2025 held through today would generate 0.00 in total gains. That corresponds to a 0.0% total return in MODERATELY AGGRESSIVE overall over 90 days. MODERATELY AGGRESSIVE is often compared with VELA Large, POWER GLOBAL, WESTCORE GLOBAL, LoCorr Strategic, STERLING CAPITAL, HUBER CAPITAL, and Morgan Stanley based on sector and business overlap. Peer context helps frame relative positioning. The Portfolios main investment strategy is to invest in other Saratoga Advantage Trust mutual funds andor unaffiliated r... More
MODERATELY AGGRESSIVE Momentum Range Indicators Overview
This section highlights upside and downside signals that contextualize MODERATELY AGGRESSIVE price behavior. They compare current price to recent trend and sentiment readings.
MODERATELY AGGRESSIVE Volatility and Risk Indicators Overview
This section presents risk metrics that describe MODERATELY AGGRESSIVE's historical price variability. The metrics rely on historical prices to describe variability over time.
The mean reversion principle applied to MODERATELY AGGRESSIVE's suggests that neither prolonged outperformance nor underperformance is permanent. Investors exploit this by positioning against extremes in price relative to fundamental value.
Peer comparison enriches MODERATELY AGGRESSIVE analysis by revealing how the company ranks against competitors on key metrics. This relative perspective often changes investment conclusions drawn from standalone fundamental analysis.
MODERATELY AGGRESSIVE presents a very low volatility profile within the defined horizon. It has a Sharpe Ratio of -0.0621, which indicates that -0.0621 units of return per unit of risk over the last 3 months. We identified twenty-seven technical indicators supporting this volatility profile. Please review metrics such as risk-adjusted performance of 0.0577, downside deviation of 0.6387, and mean deviation of 0.6116 to review dispersion measures. The fund secures a Beta (Market Risk) of 0.86, which means possible diversification benefits within a given portfolio. MODERATELY AGGRESSIVE tracks the broader market closely, rising and falling roughly in step with the benchmark.
Auto-correlation
-0.37
Poor reverse predictability
Moderately Aggressive Balanced shows poor reverse predictability when comparing price series from 13th of December 2025 to 27th of January 2026 against from 27th of January 2026 to 13th of March 2026. A strong serial relationship would imply that MODERATELY AGGRESSIVE's recent trajectory contains information about its near-term direction. With a serial correlation of -0.37, just about 37.0% of MODERATELY AGGRESSIVE's price variation is attributable to patterns in preceding intervals. Given that Moderately Aggressive Balanced has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
Correlation Coefficient
-0.37
Spearman Rank Test
-0.26
Residual Average
0.0
Price Variance
0.01
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