Strategic Asset Management Fund Technical Analysis
| SCGPX Fund | USD 16.87 -0.09 -0.53% |
As of the 15th of March 2026, STRATEGIC ASSET registers 16.87 per share in market pricing. Volatility and momentum metrics display Coefficient Of Variation of 887.93, risk adjusted performance of 0.0958, and Semi Deviation of 0.3774. 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
Running a what-if backtest on Strategic Asset Management 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 STRATEGIC ASSET's historical reward profile was stable enough to support the current thesis.
| 12/15/2025 |
| 03/15/2026 |
Starting with 0.00 in STRATEGIC ASSET on December 15, 2025 and exiting today would produce 0.00 in aggregate gains. The change equals a 0.0% net return in STRATEGIC ASSET on balance over a 90 day window. STRATEGIC ASSET has comparable peers such as American Funds, Calvert Conservative, MASSMUTUAL PREMIER, Jhancock Diversified, FULCRUM DIVERSIFIED, and HUBER CAPITAL. Peer context can support comparative analysis. The fund operates as funds of funds and invest principally in funds and exchange-traded funds of Principal Funds, Inc More
Upside and Downside Indicators for STRATEGIC ASSET Signals
These indicators describe how STRATEGIC ASSET momentum evolves across recent price ranges. The signals are presented as informational context for recent price movement.
| Downside Deviation | 0.7697 | |||
| Information Ratio | 0.1288 | |||
| Maximum Drawdown | 18.42 | |||
| Value At Risk | -1.04 | |||
| Potential Upside | 0.8247 |
Market Risk Indicators for STRATEGIC ASSET Signals
Risk measures here provide context on STRATEGIC ASSET's return distribution and drawdown behavior. This view provides neutral context for risk and variability.| Risk Adjusted Performance | 0.0958 | |||
| Jensen Alpha | 0.265 | |||
| Total Risk Alpha | 0.3531 | |||
| Sortino Ratio | 0.3596 | |||
| Treynor Ratio | 0.3149 |
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 | 0.0958 | |||
| Market Risk Adjusted Performance | 0.3249 | |||
| Mean Deviation | 0.7461 | |||
| Semi Deviation | 0.3774 | |||
| Downside Deviation | 0.7697 | |||
| Coefficient Of Variation | 887.93 | |||
| Standard Deviation | 2.15 | |||
| Variance | 4.62 | |||
| Information Ratio | 0.1288 | |||
| Jensen Alpha | 0.265 | |||
| Total Risk Alpha | 0.3531 | |||
| Sortino Ratio | 0.3596 | |||
| Treynor Ratio | 0.3149 | |||
| Maximum Drawdown | 18.42 | |||
| Value At Risk | -1.04 | |||
| Potential Upside | 0.8247 | |||
| Downside Variance | 0.5924 | |||
| Semi Variance | 0.1424 | |||
| Expected Short fall | -0.94 | |||
| Skewness | 7.06 | |||
| Kurtosis | 54.67 |
Strategic Asset Backtested Returns
STRATEGIC ASSET reflects a low volatility profile across the analytical window. It has a Sharpe Ratio of 0.11, which indicates that 0.11 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 Semi Deviation of 0.3774, coefficient of variation of 887.93, and risk-adjusted performance of 0.0958 to evaluate coherence across risk measures. The fund secures a Beta (Market Risk) of 0.74, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, STRATEGIC ASSET's returns are expected to increase less than the market. However, during a bear market, the loss from holding STRATEGIC ASSET is expected to be smaller as well.
Auto-correlation | -0.06 |
Very weak reverse predictability
The autocorrelation profile for Strategic Asset Management registers very weak reverse predictability between the two measured intervals. When lagged price patterns show consistency, they can serve as a partial input for modeling Strategic Asset's near-term price behavior. A serial correlation of -0.06 indicates that barely 6.0% of current STRATEGIC ASSET price fluctuations can be explained by its historical price movements. 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 | -0.06 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
This technical analysis view for STRATEGIC ASSET focuses on price, volume, and trend behavior. The model references moving averages, relative strength, and price correlation signals.
Technical Analysis
The output start index for this execution was thirty-six with a total number of output elements of twenty-five. 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
A technical review of Strategic Asset Management 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 | 0.0958 | |||
| Market Risk Adjusted Performance | 0.3249 | |||
| Mean Deviation | 0.7461 | |||
| Semi Deviation | 0.3774 | |||
| Downside Deviation | 0.7697 | |||
| Coefficient Of Variation | 887.93 | |||
| Standard Deviation | 2.15 | |||
| Variance | 4.62 | |||
| Information Ratio | 0.1288 | |||
| Jensen Alpha | 0.265 | |||
| Total Risk Alpha | 0.3531 | |||
| Sortino Ratio | 0.3596 | |||
| Treynor Ratio | 0.3149 | |||
| Maximum Drawdown | 18.42 | |||
| Value At Risk | -1.04 | |||
| Potential Upside | 0.8247 | |||
| Downside Variance | 0.5924 | |||
| Semi Variance | 0.1424 | |||
| Expected Short fall | -0.94 | |||
| Skewness | 7.06 | |||
| Kurtosis | 54.67 |
Strategic Asset One Year Return
Based on the recorded statements, Strategic Asset Management has an One Year Return of 17.3606%. This is 29.11% lower than that of the Principal Funds family and significantly higher than that of the Allocation--70% to 85% Equity category. The one year return for all United States funds is notably lower than that of the fund.
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 15, 2026 Daily Trend Indicators
A technical review of Strategic Asset Management 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 | 0.99 | ||
| Day Median Price | 16.87 | ||
| Day Typical Price | 16.87 | ||
| Price Action Indicator | -0.04 |