Strategic Asset Management Fund Technical Analysis
| SAGPX Fund | USD 19.27 -0.10 -0.52% |
As of the 17th of March 2026, Strategic Asset registers 19.27 per share in market pricing. Volatility and momentum metrics display Risk Adjusted Performance of 0.0959, semi deviation of 0.4229, and Coefficient Of Variation of 887.44. Quantitative signals are calculated from volatility clustering and momentum shifts. Relative strength metrics are assessed within peer group data.
Strategic Asset Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Strategic, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to StrategicStrategic |
What if' Analysis
What-if analysis for Strategic Asset Management is essentially a historical sensitivity test that shows how changes in the investment horizon could have altered realized return, drawdown, and timing outcomes. This becomes more informative when investors use the backtest to challenge timing assumptions rather than to search for a perfect historical entry point.
| 12/17/2025 |
| 03/17/2026 |
An initial 0.00 allocation to Strategic Asset on December 17, 2025 held through today would produce 0.00 in total gains. In total, that is a 0.0% return on investment in Strategic Asset in aggregate across 90 days. Strategic Asset is often compared with Templeton Emerging, MASSMUTUAL PREMIER, Calamos Market, VANGUARD MARKET, VICTORY DIVERSIFIED, and Artisan Emerging based on sector and business overlap. Peer context helps frame relative positioning. The fund operates as funds of funds and invest principally in funds and exchange-traded funds of Principal Funds, Inc More
Strategic Asset Upside and Downside Indicators Dashboard
Upside/downside measures for Strategic Asset frame directional pressure and range behavior. They compare current price to recent trend and sentiment readings.
| Downside Deviation | 0.7416 | |||
| Information Ratio | 0.1216 | |||
| Maximum Drawdown | 15.93 | |||
| Value At Risk | -1.06 | |||
| Potential Upside | 0.8269 |
Strategic Asset Volatility and Risk Indicators Snapshot
This section presents risk metrics that describe Strategic Asset's historical price variability. The metrics rely on historical prices to describe variability over time.| Risk Adjusted Performance | 0.0959 | |||
| Jensen Alpha | 0.1993 | |||
| Total Risk Alpha | 0.2609 | |||
| Sortino Ratio | 0.3046 | |||
| Treynor Ratio | -104.94 |
The mean reversion framework for Strategic Asset is built on the premise that markets are not perfectly efficient and that prices periodically overshoot their intrinsic value in both directions.
Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0959 | |||
| Market Risk Adjusted Performance | -104.93 | |||
| Mean Deviation | 0.7013 | |||
| Semi Deviation | 0.4229 | |||
| Downside Deviation | 0.7416 | |||
| Coefficient Of Variation | 887.44 | |||
| Standard Deviation | 1.86 | |||
| Variance | 3.45 | |||
| Information Ratio | 0.1216 | |||
| Jensen Alpha | 0.1993 | |||
| Total Risk Alpha | 0.2609 | |||
| Sortino Ratio | 0.3046 | |||
| Treynor Ratio | -104.94 | |||
| Maximum Drawdown | 15.93 | |||
| Value At Risk | -1.06 | |||
| Potential Upside | 0.8269 | |||
| Downside Variance | 0.55 | |||
| Semi Variance | 0.1789 | |||
| Expected Short fall | -0.87 | |||
| Skewness | 6.72 | |||
| Kurtosis | 51.29 |
Strategic Asset Backtested Returns
Strategic Asset reflects a very low volatility profile across the analytical window. It has a Sharpe Ratio of 0.13, which indicates that 0.13 units of return per unit of risk over the last 3 months. We identified twenty-six technical indicators supporting this volatility profile. Please analyze metrics such as risk-adjusted performance of 0.0959, semi deviation of 0.4229, and Coefficient Of Variation of 887.44 to evaluate coherence across risk measures. The fund secures a Beta (Market Risk) of -0.0019, which attests to relatively modest fluctuations relative to the market. As returns on the market increase, returns on Strategic Asset tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Strategic Asset is likely to outperform the market.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Serial correlation analysis for Strategic Asset Management reveals insignificant reverse predictability across the intervals from 17th of December 2025 to 31st of January 2026 and from 31st of January 2026 to 17th of March 2026. The degree of alignment between past and current intervals shapes expectations about Strategic Asset's price persistence. At -0.17, over 17.0% of current Strategic Asset price movement aligns with historical price trajectory. Given that Strategic Asset Management has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
This technical analysis view for Strategic Asset focuses on price, volume, and trend behavior. Common inputs include moving averages, RSI, regressions, and price-return correlations.
Technical Analysis
This analysis covers twenty-seven data points across the selected time horizon. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Strategic Asset volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of Strategic Asset focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Reduced trading volume may increase short-term pricing variability.
Reported values for Strategic Asset Management are derived from fund disclosures and market reference feeds and then standardized by Macroaxis analytics. Refresh times depend on source availability.
This content is curated and reviewed by:
Ellen Johnson - Member of Macroaxis Editorial BoardStrategic Asset Technical Indicators
Technical analysis of Strategic Asset Management is useful because it helps investors judge whether the current trend still looks durable or is beginning to weaken. A disciplined technical workflow helps investors separate stronger setups from noisier price action.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0959 | |||
| Market Risk Adjusted Performance | -104.93 | |||
| Mean Deviation | 0.7013 | |||
| Semi Deviation | 0.4229 | |||
| Downside Deviation | 0.7416 | |||
| Coefficient Of Variation | 887.44 | |||
| Standard Deviation | 1.86 | |||
| Variance | 3.45 | |||
| Information Ratio | 0.1216 | |||
| Jensen Alpha | 0.1993 | |||
| Total Risk Alpha | 0.2609 | |||
| Sortino Ratio | 0.3046 | |||
| Treynor Ratio | -104.94 | |||
| Maximum Drawdown | 15.93 | |||
| Value At Risk | -1.06 | |||
| Potential Upside | 0.8269 | |||
| Downside Variance | 0.55 | |||
| Semi Variance | 0.1789 | |||
| Expected Short fall | -0.87 | |||
| Skewness | 6.72 | |||
| Kurtosis | 51.29 |
Strategic Asset One Year Return
With One Year Return at 17.2156%, Strategic Asset sits 29.7% below the Principal Funds family average and notably below the Allocation--70% to 85% Equity category average. Strategic Asset's one year return is notably higher than the all United States funds average.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.March 17, 2026 Daily Trend Indicators
Technical analysis of Strategic Asset Management is useful because it helps investors judge whether the current trend still looks durable or is beginning to weaken. A disciplined technical workflow helps investors separate stronger setups from noisier price action.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | -Huge | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 19.27 | ||
| Day Typical Price | 19.27 | ||
| Price Action Indicator | -0.05 |