Moderate Balanced Allocation Fund Technical Analysis
| SBMIX Fund | USD 12.11 0.07 0.58% |
As of the 10th of March, shares of Moderate Balanced change hands at 12.11 per share. Momentum and volatility readings indicate Mean Deviation of 0.534, downside deviation of 0.5522, and Risk Adjusted Performance of 0.0739. The system measures statistical relationships between price fluctuations and trading activity. Indicator values are assessed relative to historical performance bands.
Moderate Balanced Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Moderate, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ModerateModerate |
Moderate Balanced 'What if' Analysis
Running a what-if backtest on Moderate Balanced Allocation 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 Moderate Balanced's historical reward profile was stable enough to support the current thesis.
| 12/10/2025 |
| 03/10/2026 |
An initial 0.00 allocation to Moderate Balanced on December 10, 2025 held through today would generate 0.00 in total gains. That corresponds to a 0.0% total return in Moderate Balanced overall over 90 days.. Moderate Balanced is often compared with Western Asset, Federated Hermes, Guidepath(r) Managed, Ab Bond, Tiaa-cref Inflation, Lincoln Inflation, and Goldman Sachs 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
Moderate Balanced Momentum Range Indicators Overview
This section highlights upside and downside signals that contextualize Moderate Balanced price behavior. They compare current price to recent trend and sentiment readings.
| Downside Deviation | 0.5522 | |||
| Information Ratio | 0.0825 | |||
| Maximum Drawdown | 9.46 | |||
| Value At Risk | -0.90 | |||
| Potential Upside | 0.7389 |
Moderate Balanced Volatility and Risk Indicators Overview
This section presents risk metrics that describe Moderate Balanced's historical price variability. The metrics rely on historical prices to describe variability over time.| Risk Adjusted Performance | 0.0739 | |||
| Jensen Alpha | 0.0938 | |||
| Total Risk Alpha | 0.094 | |||
| Sortino Ratio | 0.17 | |||
| Treynor Ratio | 0.1232 |
The mean reversion principle applied to Moderate Balanced's suggests that neither prolonged outperformance nor underperformance is permanent. Investors exploit this by positioning against extremes in price relative to fundamental value.
Moderate Balanced 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 | 0.0739 | |||
| Market Risk Adjusted Performance | 0.1332 | |||
| Mean Deviation | 0.534 | |||
| Semi Deviation | 0.3704 | |||
| Downside Deviation | 0.5522 | |||
| Coefficient Of Variation | 1098.22 | |||
| Standard Deviation | 1.14 | |||
| Variance | 1.29 | |||
| Information Ratio | 0.0825 | |||
| Jensen Alpha | 0.0938 | |||
| Total Risk Alpha | 0.094 | |||
| Sortino Ratio | 0.17 | |||
| Treynor Ratio | 0.1232 | |||
| Maximum Drawdown | 9.46 | |||
| Value At Risk | -0.90 | |||
| Potential Upside | 0.7389 | |||
| Downside Variance | 0.305 | |||
| Semi Variance | 0.1372 | |||
| Expected Short fall | -0.65 | |||
| Skewness | 5.73 | |||
| Kurtosis | 41.21 |
Moderate Balanced Backtested Returns
Moderate Balanced presents a very low volatility profile within the defined horizon. It records a risk-adjusted return measure of -0.0231, measuring return instability during 3 months. We identified twenty-eight technical indicators influencing the company's volatility profile. Please review metrics such as mean deviation of 0.534, downside deviation of 0.5522, and risk-adjusted performance of 0.0739 to review dispersion measures. The fund secures a Beta (Market Risk) of 0.76, which means possible diversification benefits within a given portfolio. As returns on the market increase, Moderate Balanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Moderate Balanced is expected to be smaller as well.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Moderate Balanced Allocation exhibits insignificant reverse predictability. Autocorrelation measures the degree of predictability between Moderate Balanced time series from 10th of December 2025 to 24th of January 2026 and from 24th of January 2026 to 10th of March 2026. The stronger the relationship between the current interval and its lagged values, the more accurately future price behavior of Moderate Balanced may be projected. A serial correlation of -0.13 indicates that less than 13.0% of current Moderate Balanced price fluctuations can be explained by its historical price movements. Given that Moderate Balanced Allocation has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Technical analysis for Moderate Balanced examines price and volume behavior across market regimes. Typical tools include moving averages, relative strength index, regressions, and price correlations.
Moderate Balanced Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Normalized Average True Range is used to analyze tradable apportunities for Moderate Balanced across different markets.
Moderate Balanced Technical Analysis Overview
Technical analysis of Moderate Balanced focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Volatility compression can precede expansion in dispersion regimes. Our evaluation framework considers how Moderate Balanced may function within a diversified long-term portfolio context.
Methodology
Unless otherwise specified, data for Moderate Balanced Allocation is derived from fund disclosures (prospectus language, holdings reports, and periodic statements where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on instrument type. Moderate (USA Stocks:SBMIX) market data and reported NAV may reflect delayed updates. Data may be delayed depending on reporting sources and market conventions Technical and fundamental diagnostic scores are rule-based values computed from historical price and fundamental inputs.
Assumptions
Macroaxis analytics incorporate public fund disclosures, holdings reports, and market data feeds and official disclosures from U.S. Securities and Exchange Commission (SEC) via EDGAR. Data harmonization may result in minor timing offsets. All analytics are generated using standardized, rules-based models designed to promote consistency and comparability across instruments. Model assumptions, reference parameters, and selected computational inputs are available in the Model Inputs section. If you have questions about our data sources or methodology, please contact Macroaxis Support.Research Sources
Moderate Balanced Allocation may have reference inputs that incorporate holdings disclosures, category classification, and NAV-derived statistics where available. Updates may occur throughout the day.
Moderate Balanced Technical Indicators
A technical review of Moderate Balanced Allocation can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0739 | |||
| Market Risk Adjusted Performance | 0.1332 | |||
| Mean Deviation | 0.534 | |||
| Semi Deviation | 0.3704 | |||
| Downside Deviation | 0.5522 | |||
| Coefficient Of Variation | 1098.22 | |||
| Standard Deviation | 1.14 | |||
| Variance | 1.29 | |||
| Information Ratio | 0.0825 | |||
| Jensen Alpha | 0.0938 | |||
| Total Risk Alpha | 0.094 | |||
| Sortino Ratio | 0.17 | |||
| Treynor Ratio | 0.1232 | |||
| Maximum Drawdown | 9.46 | |||
| Value At Risk | -0.90 | |||
| Potential Upside | 0.7389 | |||
| Downside Variance | 0.305 | |||
| Semi Variance | 0.1372 | |||
| Expected Short fall | -0.65 | |||
| Skewness | 5.73 | |||
| Kurtosis | 41.21 |
Moderate Balanced March 10, 2026 Daily Trend Indicators
A technical review of Moderate Balanced Allocation can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 12.11 | ||
| Day Typical Price | 12.11 | ||
| Price Action Indicator | 0.04 |
Additional Resources for Moderate Mutual Fund Analysis
Other Information on Investing in Moderate Mutual Fund
Financial ratios for Moderate Balanced help frame valuation context across profits, cash flow, and enterprise value. They help compare Moderate to other measures in a consistent way.
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